EDMJ.DE vs. SXR8.DE
EDMJ.DE (iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - EDMJ.DE is a Japan Equities fund tracking the MSCI Japan ESG Enhanced Focus, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, EDMJ.DE returned 9.20%/yr vs 14.77%/yr for SXR8.DE. A 0.59 correlation means they provide meaningful diversification when combined. EDMJ.DE charges 0.15%/yr vs 0.07%/yr for SXR8.DE.
Performance
EDMJ.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDMJ.DE achieves a 16.26% return, which is significantly higher than SXR8.DE's 11.37% return.
EDMJ.DE
- 1D
- -0.37%
- 1M
- 5.26%
- YTD
- 16.26%
- 6M
- 16.64%
- 1Y
- 31.02%
- 3Y*
- 14.20%
- 5Y*
- 9.20%
- 10Y*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 5.22%
- YTD
- 11.37%
- 6M
- 11.42%
- 1Y
- 25.63%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
EDMJ.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDMJ.DE iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc | 16.26% | 12.89% | 10.91% | 15.92% | -13.20% | 9.60% | 5.87% | 12.14% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 13.53% |
Correlation
The correlation between EDMJ.DE and SXR8.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.59 |
The correlation between EDMJ.DE and SXR8.DE has been stable across timeframes, ranging from 0.51 to 0.59 - a consistent structural relationship.
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Return for Risk
EDMJ.DE vs. SXR8.DE — Risk / Return Rank
EDMJ.DE
SXR8.DE
EDMJ.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc (EDMJ.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.
| EDMJ.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 3.58 | -0.66 |
| Martin ratioReturn relative to average drawdown | 9.83 | 12.71 | -2.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EDMJ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 2.21 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.96 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.79 | -0.25 |
Drawdowns
EDMJ.DE vs. SXR8.DE - Drawdown Comparison
The maximum EDMJ.DE drawdown since its inception was -27.95%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EDMJ.DE and SXR8.DE.
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Drawdown Indicators
| EDMJ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.95% | -33.78% | +5.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -7.13% | -3.46% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -23.32% | +6.50% |
Max Drawdown (5Y)Largest decline over 5 years | -19.81% | -23.32% | +3.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -0.37% | -0.45% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -6.13% | -5.17% | -0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.01% | +1.14% |
Volatility
EDMJ.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc (EDMJ.DE) has a higher volatility of 3.60% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that EDMJ.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDMJ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 2.65% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 15.23% | 7.57% | +7.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 11.56% | +7.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.61% | 15.16% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 16.09% | +1.43% |
EDMJ.DE vs. SXR8.DE - Expense Ratio Comparison
EDMJ.DE has a 0.15% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EDMJ.DE vs. SXR8.DE - Dividend Comparison
Neither EDMJ.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
EDMJ.DE and SXR8.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for EDMJ.DE.
EDMJ.DE is categorized as Japan Equities, while SXR8.DE is S&P 500. EDMJ.DE tracks MSCI Japan ESG Enhanced Focus, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.15% for EDMJ.DE and 0.07% for SXR8.DE.
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