EDMU.DE vs. D6RQ.DE
EDMU.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD Acc) and D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) are both Large Cap Blend Equities funds - EDMU.DE tracks the MSCI USA ESG Enhanced Focus while D6RQ.DE tracks the MSCI USA Climate Change ESG Select. Both are passively managed. Over the past 5 years, EDMU.DE returned 12.84%/yr vs 17.54%/yr for D6RQ.DE. With a 0.96 correlation, they move nearly in lockstep. EDMU.DE charges 0.07%/yr vs 0.25%/yr for D6RQ.DE.
Performance
EDMU.DE vs. D6RQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDMU.DE achieves a 10.40% return, which is significantly lower than D6RQ.DE's 14.41% return.
EDMU.DE
- 1D
- -0.09%
- 1M
- 5.49%
- YTD
- 10.40%
- 6M
- 10.34%
- 1Y
- 23.34%
- 3Y*
- 17.44%
- 5Y*
- 12.84%
- 10Y*
- —
D6RQ.DE
- 1D
- -0.56%
- 1M
- 8.70%
- YTD
- 14.41%
- 6M
- 14.10%
- 1Y
- 33.24%
- 3Y*
- 23.10%
- 5Y*
- 17.54%
- 10Y*
- —
EDMU.DE vs. D6RQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EDMU.DE iShares MSCI USA ESG Enhanced UCITS ETF USD Acc | 10.40% | 2.64% | 31.12% | 22.05% | -17.35% | 38.97% | 11.89% |
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 14.41% | 4.36% | 42.08% | 34.15% | -22.07% | 41.44% | 12.56% |
Correlation
The correlation between EDMU.DE and D6RQ.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.96 |
The correlation between EDMU.DE and D6RQ.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
EDMU.DE vs. D6RQ.DE — Risk / Return Rank
EDMU.DE
D6RQ.DE
EDMU.DE vs. D6RQ.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 Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.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 | D6RQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.39 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 2.69 | +0.16 |
| Martin ratioReturn relative to average drawdown | 9.88 | 7.85 | +2.03 |
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 | D6RQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 2.23 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.97 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 1.09 | -0.26 |
Drawdowns
EDMU.DE vs. D6RQ.DE - Drawdown Comparison
The maximum EDMU.DE drawdown since its inception was -33.43%, which is greater than D6RQ.DE's maximum drawdown of -27.29%. Use the drawdown chart below to compare losses from any high point for EDMU.DE and D6RQ.DE.
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Drawdown Indicators
| EDMU.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -27.29% | -6.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -12.28% | +4.13% |
Max Drawdown (3Y)Largest decline over 3 years | -24.12% | -27.29% | +3.17% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -27.29% | +3.17% |
Current DrawdownCurrent decline from peak | -0.41% | -0.84% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -5.82% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 4.22% | -1.86% |
Volatility
EDMU.DE vs. D6RQ.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) is 2.69%, while Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a volatility of 4.06%. This indicates that EDMU.DE experiences smaller price fluctuations and is considered to be less risky than D6RQ.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 | D6RQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 4.06% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 7.80% | 10.35% | -2.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 14.84% | -2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 17.79% | -2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 17.56% | -0.17% |
EDMU.DE vs. D6RQ.DE - Expense Ratio Comparison
EDMU.DE has a 0.07% expense ratio, which is lower than D6RQ.DE's 0.25% 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. D6RQ.DE - Dividend Comparison
EDMU.DE has not paid dividends to shareholders, while D6RQ.DE's dividend yield for the trailing twelve months is around 0.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 0.37% | 0.53% | 0.39% | 0.60% | 0.80% | 0.46% | 0.25% |
EDMU.DE iShares MSCI USA ESG Enhanced UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, EDMU.DE and D6RQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.25% for D6RQ.DE.
EDMU.DE tracks MSCI USA ESG Enhanced Focus, while D6RQ.DE tracks MSCI USA Climate Change ESG Select. They also come from different issuers: iShares and Deka. Their fees differ too: 0.07% for EDMU.DE and 0.25% for D6RQ.DE.
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