EDMU.DE vs. ISPA.DE
EDMU.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD Acc) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both exchange-traded funds - EDMU.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Enhanced Focus, while ISPA.DE is a Global Equities fund tracking the STOXX® Global Select Dividend 100 index. Both are passively managed. Over the past 5 years, EDMU.DE returned 12.84%/yr vs 11.00%/yr for ISPA.DE. A 0.65 correlation means they provide meaningful diversification when combined. EDMU.DE charges 0.07%/yr vs 0.46%/yr for ISPA.DE.
Performance
EDMU.DE vs. ISPA.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 ISPA.DE's 13.48% 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*
- —
ISPA.DE
- 1D
- 0.49%
- 1M
- 2.52%
- YTD
- 13.48%
- 6M
- 15.47%
- 1Y
- 29.54%
- 3Y*
- 18.65%
- 5Y*
- 11.00%
- 10Y*
- 8.98%
EDMU.DE vs. ISPA.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% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 13.48% | 19.72% | 12.97% | 4.80% | 0.43% | 22.39% | -9.12% | 7.72% |
Correlation
The correlation between EDMU.DE and ISPA.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.65 |
The correlation between EDMU.DE and ISPA.DE shifts across timeframes, from 0.54 (3 years) to 0.65 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EDMU.DE vs. ISPA.DE — Risk / Return Rank
EDMU.DE
ISPA.DE
EDMU.DE vs. ISPA.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 STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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 | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.62 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 8.10 | -5.25 |
| Martin ratioReturn relative to average drawdown | 9.88 | 28.73 | -18.85 |
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 | ISPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 3.35 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.91 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.68 | +0.15 |
Drawdowns
EDMU.DE vs. ISPA.DE - Drawdown Comparison
The maximum EDMU.DE drawdown since its inception was -33.43%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for EDMU.DE and ISPA.DE.
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Drawdown Indicators
| EDMU.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -38.91% | +5.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -3.63% | -4.52% |
Max Drawdown (3Y)Largest decline over 3 years | -24.12% | -15.10% | -9.02% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -15.10% | -9.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.91% | — |
Current DrawdownCurrent decline from peak | -0.41% | -1.09% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -4.46% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 1.03% | +1.33% |
Volatility
EDMU.DE vs. ISPA.DE - Volatility Comparison
iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) have volatilities of 2.69% and 2.62%, 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 | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 2.62% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.80% | 6.51% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 8.77% | +3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 12.00% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 14.79% | +2.60% |
EDMU.DE vs. ISPA.DE - Expense Ratio Comparison
EDMU.DE has a 0.07% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
EDMU.DE vs. ISPA.DE - Dividend Comparison
EDMU.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 3.75% | 4.52% | 4.89% | 5.91% | 6.92% | 3.32% | 4.04% | 4.02% | 3.37% | 5.66% | 3.64% | 4.35% |
Frequently Asked Questions
EDMU.DE and ISPA.DE have a correlation of 0.56, 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 0.46% for ISPA.DE.
EDMU.DE is categorized as Large Cap Blend Equities, while ISPA.DE is Global Equities. EDMU.DE tracks MSCI USA ESG Enhanced Focus, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.07% for EDMU.DE and 0.46% for ISPA.DE.
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