EDMU.DE vs. CSUS.AS
Compare and contrast key facts about iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) and iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS).
EDMU.DE and CSUS.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EDMU.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Enhanced Focus. It was launched on Apr 16, 2019. CSUS.AS is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Jan 12, 2010. Both EDMU.DE and CSUS.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EDMU.DE vs. CSUS.AS - Performance Comparison
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EDMU.DE vs. CSUS.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDMU.DE iShares MSCI USA ESG Enhanced UCITS ETF USD Acc | -4.29% | 2.64% | 31.12% | 22.05% | -17.35% | 38.97% | 10.90% | 13.90% |
CSUS.AS iShares MSCI USA UCITS ETF USD (Acc) | -3.31% | 4.04% | 33.96% | 22.33% | -15.27% | 37.95% | 10.18% | 12.20% |
Returns By Period
In the year-to-date period, EDMU.DE achieves a -4.29% return, which is significantly lower than CSUS.AS's -3.31% return.
EDMU.DE
- 1D
- 1.70%
- 1M
- -3.45%
- YTD
- -4.29%
- 6M
- -1.67%
- 1Y
- 7.84%
- 3Y*
- 14.41%
- 5Y*
- 10.05%
- 10Y*
- —
CSUS.AS
- 1D
- 1.80%
- 1M
- -2.91%
- YTD
- -3.31%
- 6M
- -0.34%
- 1Y
- 10.04%
- 3Y*
- 16.15%
- 5Y*
- 11.56%
- 10Y*
- 13.48%
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EDMU.DE vs. CSUS.AS - Expense Ratio Comparison
EDMU.DE has a 0.07% expense ratio, which is lower than CSUS.AS's 0.33% expense ratio.
Return for Risk
EDMU.DE vs. CSUS.AS — Risk / Return Rank
EDMU.DE
CSUS.AS
EDMU.DE vs. CSUS.AS - 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 USA UCITS ETF USD (Acc) (CSUS.AS). 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 | CSUS.AS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 0.57 | -0.12 |
Sortino ratioReturn per unit of downside risk | 0.72 | 0.88 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.13 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 2.93 | -2.03 |
Martin ratioReturn relative to average drawdown | 3.01 | 10.06 | -7.06 |
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 | CSUS.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 0.57 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.73 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.83 | -0.12 |
Correlation
The correlation between EDMU.DE and CSUS.AS is 0.95, 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.
Dividends
EDMU.DE vs. CSUS.AS - Dividend Comparison
Neither EDMU.DE nor CSUS.AS has paid dividends to shareholders.
Drawdowns
EDMU.DE vs. CSUS.AS - Drawdown Comparison
The maximum EDMU.DE drawdown since its inception was -33.43%, roughly equal to the maximum CSUS.AS drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for EDMU.DE and CSUS.AS.
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Drawdown Indicators
| EDMU.DE | CSUS.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -34.08% | +0.65% |
Max Drawdown (1Y)Largest decline over 1 year | -13.73% | -13.33% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -23.49% | -0.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.08% | — |
Current DrawdownCurrent decline from peak | -6.17% | -5.40% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -4.46% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.14% | +0.47% |
Volatility
EDMU.DE vs. CSUS.AS - Volatility Comparison
iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) and iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) have volatilities of 3.81% and 3.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDMU.DE | CSUS.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 3.68% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 8.65% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.43% | 17.40% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 15.51% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 16.27% | +1.25% |