EDMU.DE vs. 2B7K.DE
EDMU.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD Acc) and 2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) are both Large Cap Blend Equities funds from iShares - EDMU.DE tracks the MSCI USA ESG Enhanced Focus while 2B7K.DE tracks the MSCI World SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, EDMU.DE returned 12.84%/yr vs 10.50%/yr for 2B7K.DE. Their correlation of 0.93 suggests significant overlap in exposure. EDMU.DE charges 0.07%/yr vs 0.20%/yr for 2B7K.DE.
Performance
EDMU.DE vs. 2B7K.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EDMU.DE having a 10.40% return and 2B7K.DE slightly higher at 10.83%.
EDMU.DE
- 1D
- -0.09%
- 1M
- 5.49%
- YTD
- 10.40%
- 6M
- 10.34%
- 1Y
- 23.34%
- 3Y*
- 17.44%
- 5Y*
- 12.84%
- 10Y*
- —
2B7K.DE
- 1D
- 0.18%
- 1M
- 5.71%
- YTD
- 10.83%
- 6M
- 11.69%
- 1Y
- 18.61%
- 3Y*
- 12.93%
- 5Y*
- 10.50%
- 10Y*
- —
EDMU.DE vs. 2B7K.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDMU.DE iShares MSCI USA ESG Enhanced UCITS ETF USD Acc | 10.40% | 2.64% | 31.12% | 22.05% | -17.35% | 38.97% | 10.90% | 13.90% |
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 10.83% | 2.85% | 17.54% | 20.90% | -16.94% | 36.69% | 9.65% | 13.77% |
Correlation
The correlation between EDMU.DE and 2B7K.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.93 |
The correlation between EDMU.DE and 2B7K.DE has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
EDMU.DE vs. 2B7K.DE — Risk / Return Rank
EDMU.DE
2B7K.DE
EDMU.DE vs. 2B7K.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) and iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.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.
| EDMU.DE | 2B7K.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.27 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 2.37 | +0.48 |
| Martin ratioReturn relative to average drawdown | 9.88 | 8.64 | +1.24 |
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
| EDMU.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 1.48 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.71 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.79 | +0.04 |
Drawdowns
EDMU.DE vs. 2B7K.DE - Drawdown Comparison
The maximum EDMU.DE drawdown since its inception was -33.43%, which is greater than 2B7K.DE's maximum drawdown of -31.65%. Use the drawdown chart below to compare losses from any high point for EDMU.DE and 2B7K.DE.
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Drawdown Indicators
| EDMU.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -31.65% | -1.78% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -7.81% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -24.12% | -21.29% | -2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -21.29% | -2.83% |
Current DrawdownCurrent decline from peak | -0.41% | 0.00% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -5.16% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.15% | +0.21% |
Volatility
EDMU.DE vs. 2B7K.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) is 2.69%, while iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a volatility of 3.69%. This indicates that EDMU.DE experiences smaller price fluctuations and is considered to be less risky than 2B7K.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDMU.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 3.69% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 7.80% | 9.21% | -1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 12.48% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 14.60% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 16.18% | +1.21% |
EDMU.DE vs. 2B7K.DE - Expense Ratio Comparison
EDMU.DE has a 0.07% expense ratio, which is lower than 2B7K.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EDMU.DE vs. 2B7K.DE - Dividend Comparison
Neither EDMU.DE nor 2B7K.DE has paid dividends to shareholders.
Frequently Asked Questions
EDMU.DE and 2B7K.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDMU.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDMU.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for 2B7K.DE.
EDMU.DE tracks MSCI USA ESG Enhanced Focus, while 2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels. Their fees differ too: 0.07% for EDMU.DE and 0.20% for 2B7K.DE.
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