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EDMU.DE vs. IUSQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDMU.DE vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE). The values are adjusted to include any dividend payments, if applicable.

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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 IUSQ.DE's 12.65% 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*

IUSQ.DE

1D
-0.23%
1M
5.01%
YTD
12.65%
6M
13.33%
1Y
26.56%
3Y*
17.93%
5Y*
12.42%
10Y*
12.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDMU.DE vs. IUSQ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
12.65%9.02%24.53%18.57%-13.58%29.13%4.94%10.93%

Correlation

The correlation between EDMU.DE and IUSQ.DE is 0.95, 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

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2019

0.96

The correlation between EDMU.DE and IUSQ.DE has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

EDMU.DE vs. IUSQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EDMU.DE
EDMU.DE Risk / Return Rank: 5959
Overall Rank
EDMU.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EDMU.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
EDMU.DE Omega Ratio Rank: 6060
Omega Ratio Rank
EDMU.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
EDMU.DE Martin Ratio Rank: 5858
Martin Ratio Rank

IUSQ.DE
IUSQ.DE Risk / Return Rank: 7676
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 7474
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EDMU.DE vs. IUSQ.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 ACWI UCITS ETF (Acc) (IUSQ.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.DEIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.36

1.43

-0.07

Calmar ratioReturn relative to maximum drawdown

2.85

4.08

-1.23

Martin ratioReturn relative to average drawdown

9.88

16.69

-6.81

EDMU.DE vs. IUSQ.DE - Sharpe Ratio Comparison

The current EDMU.DE Sharpe Ratio is 1.95, which is comparable to the IUSQ.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of EDMU.DE and IUSQ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EDMU.DEIUSQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

2.31

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.88

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.76

+0.07

Drawdowns

EDMU.DE vs. IUSQ.DE - Drawdown Comparison

The maximum EDMU.DE drawdown since its inception was -33.43%, roughly equal to the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for EDMU.DE and IUSQ.DE.


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Drawdown Indicators


EDMU.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.43%

-33.60%

+0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-6.48%

-1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-24.12%

-21.25%

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-24.12%

-21.25%

-2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

Current Drawdown

Current decline from peak

-0.41%

-0.55%

+0.14%

Average Drawdown

Average peak-to-trough decline

-5.36%

-4.19%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

1.59%

+0.77%

Volatility

EDMU.DE vs. IUSQ.DE - Volatility Comparison

The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) is 2.69%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.03%. This indicates that EDMU.DE experiences smaller price fluctuations and is considered to be less risky than IUSQ.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.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

3.03%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

7.80%

8.26%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

11.93%

11.47%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.55%

13.94%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

15.02%

+2.37%

EDMU.DE vs. IUSQ.DE - Expense Ratio Comparison

EDMU.DE has a 0.07% expense ratio, which is lower than IUSQ.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. IUSQ.DE - Dividend Comparison

Neither EDMU.DE nor IUSQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, EDMU.DE and IUSQ.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 0.20% for IUSQ.DE.

EDMU.DE is categorized as Large Cap Blend Equities, while IUSQ.DE is Global Equities. EDMU.DE tracks MSCI USA ESG Enhanced Focus, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.07% for EDMU.DE and 0.20% for IUSQ.DE.

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