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EDM6.DE vs. SXR8.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EDM6.DE and SXR8.DE is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

EDM6.DE vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.76%
8.14%
EDM6.DE
SXR8.DE

Key characteristics

Sharpe Ratio

EDM6.DE:

1.49

SXR8.DE:

2.12

Sortino Ratio

EDM6.DE:

2.07

SXR8.DE:

2.92

Omega Ratio

EDM6.DE:

1.26

SXR8.DE:

1.42

Calmar Ratio

EDM6.DE:

2.30

SXR8.DE:

3.26

Martin Ratio

EDM6.DE:

6.86

SXR8.DE:

14.16

Ulcer Index

EDM6.DE:

2.35%

SXR8.DE:

1.90%

Daily Std Dev

EDM6.DE:

10.84%

SXR8.DE:

12.70%

Max Drawdown

EDM6.DE:

-34.98%

SXR8.DE:

-33.78%

Current Drawdown

EDM6.DE:

0.00%

SXR8.DE:

0.00%

Returns By Period

In the year-to-date period, EDM6.DE achieves a 7.31% return, which is significantly higher than SXR8.DE's 3.87% return.


EDM6.DE

YTD

7.31%

1M

3.35%

6M

5.02%

1Y

12.91%

5Y*

7.33%

10Y*

N/A

SXR8.DE

YTD

3.87%

1M

0.50%

6M

17.42%

1Y

26.77%

5Y*

15.16%

10Y*

13.78%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EDM6.DE vs. SXR8.DE - Expense Ratio Comparison

Both EDM6.DE and SXR8.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


EDM6.DE
iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc
Expense ratio chart for EDM6.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for SXR8.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

EDM6.DE vs. SXR8.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EDM6.DE
The Risk-Adjusted Performance Rank of EDM6.DE is 6363
Overall Rank
The Sharpe Ratio Rank of EDM6.DE is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of EDM6.DE is 6161
Sortino Ratio Rank
The Omega Ratio Rank of EDM6.DE is 6060
Omega Ratio Rank
The Calmar Ratio Rank of EDM6.DE is 7171
Calmar Ratio Rank
The Martin Ratio Rank of EDM6.DE is 6161
Martin Ratio Rank

SXR8.DE
The Risk-Adjusted Performance Rank of SXR8.DE is 8787
Overall Rank
The Sharpe Ratio Rank of SXR8.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SXR8.DE is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SXR8.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SXR8.DE is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SXR8.DE is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EDM6.DE vs. SXR8.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for EDM6.DE, currently valued at 0.96, compared to the broader market0.002.004.000.961.98
The chart of Sortino ratio for EDM6.DE, currently valued at 1.40, compared to the broader market0.005.0010.001.402.73
The chart of Omega ratio for EDM6.DE, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.37
The chart of Calmar ratio for EDM6.DE, currently valued at 1.01, compared to the broader market0.005.0010.0015.001.013.00
The chart of Martin ratio for EDM6.DE, currently valued at 2.43, compared to the broader market0.0020.0040.0060.0080.00100.002.4312.03
EDM6.DE
SXR8.DE

The current EDM6.DE Sharpe Ratio is 1.49, which is comparable to the SXR8.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of EDM6.DE and SXR8.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.96
1.98
EDM6.DE
SXR8.DE

Dividends

EDM6.DE vs. SXR8.DE - Dividend Comparison

Neither EDM6.DE nor SXR8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EDM6.DE vs. SXR8.DE - Drawdown Comparison

The maximum EDM6.DE drawdown since its inception was -34.98%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EDM6.DE and SXR8.DE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.67%
-0.75%
EDM6.DE
SXR8.DE

Volatility

EDM6.DE vs. SXR8.DE - Volatility Comparison

The current volatility for iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE) is 3.14%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.73%. This indicates that EDM6.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
3.14%
3.73%
EDM6.DE
SXR8.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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