EDMU.DE vs. FLXU.DE
EDMU.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD Acc) and FLXU.DE (Franklin U.S. Equity UCITS ETF) are both Large Cap Blend Equities funds - EDMU.DE tracks the MSCI USA ESG Enhanced Focus while FLXU.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, EDMU.DE returned 12.84%/yr vs 13.12%/yr for FLXU.DE. Their correlation of 0.91 suggests significant overlap in exposure. EDMU.DE charges 0.07%/yr vs 0.25%/yr for FLXU.DE.
Performance
EDMU.DE vs. FLXU.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 FLXU.DE's 12.87% 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*
- —
FLXU.DE
- 1D
- -0.15%
- 1M
- 4.95%
- YTD
- 12.87%
- 6M
- 12.95%
- 1Y
- 27.17%
- 3Y*
- 15.56%
- 5Y*
- 13.12%
- 10Y*
- —
EDMU.DE vs. FLXU.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% |
FLXU.DE Franklin U.S. Equity UCITS ETF | 12.87% | 8.49% | 16.79% | 11.05% | -3.81% | 38.42% | -0.68% | 11.53% |
Correlation
The correlation between EDMU.DE and FLXU.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 | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.91 |
The correlation between EDMU.DE and FLXU.DE has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
EDMU.DE vs. FLXU.DE — Risk / Return Rank
EDMU.DE
FLXU.DE
EDMU.DE vs. FLXU.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 Franklin U.S. Equity UCITS ETF (FLXU.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 | FLXU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.41 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 4.70 | -1.84 |
| Martin ratioReturn relative to average drawdown | 9.88 | 17.09 | -7.21 |
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 | FLXU.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 | 0.94 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.90 | -0.07 |
Drawdowns
EDMU.DE vs. FLXU.DE - Drawdown Comparison
The maximum EDMU.DE drawdown since its inception was -33.43%, roughly equal to the maximum FLXU.DE drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for EDMU.DE and FLXU.DE.
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Drawdown Indicators
| EDMU.DE | FLXU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -32.92% | -0.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -5.76% | -2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -24.12% | -23.04% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -23.04% | -1.08% |
Current DrawdownCurrent decline from peak | -0.41% | -0.15% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -3.92% | -1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 1.59% | +0.77% |
Volatility
EDMU.DE vs. FLXU.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) is 2.69%, while Franklin U.S. Equity UCITS ETF (FLXU.DE) has a volatility of 3.43%. This indicates that EDMU.DE experiences smaller price fluctuations and is considered to be less risky than FLXU.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 | FLXU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 3.43% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 7.80% | 8.59% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 12.12% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 13.86% | +1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 15.48% | +1.91% |
EDMU.DE vs. FLXU.DE - Expense Ratio Comparison
EDMU.DE has a 0.07% expense ratio, which is lower than FLXU.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. FLXU.DE - Dividend Comparison
Neither EDMU.DE nor FLXU.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, EDMU.DE and FLXU.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 FLXU.DE.
EDMU.DE tracks MSCI USA ESG Enhanced Focus, while FLXU.DE tracks Russell 1000 TR USD. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.07% for EDMU.DE and 0.25% for FLXU.DE.
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