EDMU.DE vs. MVEA.DE
EDMU.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD Acc) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds from iShares - EDMU.DE tracks the MSCI USA ESG Enhanced Focus while MVEA.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, EDMU.DE returned 12.84%/yr vs 6.87%/yr for MVEA.DE. A 0.80 correlation means they provide meaningful diversification when combined. EDMU.DE charges 0.07%/yr vs 0.20%/yr for MVEA.DE.
Performance
EDMU.DE vs. MVEA.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 higher than MVEA.DE's 2.43% 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*
- —
MVEA.DE
- 1D
- -0.13%
- 1M
- 2.84%
- YTD
- 2.43%
- 6M
- 2.57%
- 1Y
- 0.83%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
EDMU.DE vs. MVEA.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% | 20.78% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | -6.83% | 34.90% | 5.86% |
Correlation
The correlation between EDMU.DE and MVEA.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.80 |
Over the past year, the correlation between EDMU.DE and MVEA.DE has dropped to 0.50 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
EDMU.DE vs. MVEA.DE — Risk / Return Rank
EDMU.DE
MVEA.DE
EDMU.DE vs. MVEA.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 Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.86 | ||
| Sortino ratioReturn per unit of downside risk | +2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.02 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 0.17 | +2.68 |
| Martin ratioReturn relative to average drawdown | 9.88 | 0.35 | +9.53 |
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 | MVEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 0.09 | +1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.55 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.66 | +0.17 |
Drawdowns
EDMU.DE vs. MVEA.DE - Drawdown Comparison
The maximum EDMU.DE drawdown since its inception was -33.43%, which is greater than MVEA.DE's maximum drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for EDMU.DE and MVEA.DE.
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Drawdown Indicators
| EDMU.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -17.47% | -15.96% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -4.92% | -3.23% |
Max Drawdown (3Y)Largest decline over 3 years | -24.12% | -17.47% | -6.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -17.47% | -6.65% |
Current DrawdownCurrent decline from peak | -0.41% | -10.27% | +9.86% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -5.38% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.39% | -0.03% |
Volatility
EDMU.DE vs. MVEA.DE - Volatility Comparison
iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) and iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) have volatilities of 2.69% and 2.72%, 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 | MVEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 2.72% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.80% | 5.90% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 8.97% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 12.27% | +3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 12.79% | +4.60% |
EDMU.DE vs. MVEA.DE - Expense Ratio Comparison
EDMU.DE has a 0.07% expense ratio, which is lower than MVEA.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. MVEA.DE - Dividend Comparison
Neither EDMU.DE nor MVEA.DE has paid dividends to shareholders.
Frequently Asked Questions
EDMU.DE and MVEA.DE have a correlation of 0.50, 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 0.20% for MVEA.DE.
EDMU.DE tracks MSCI USA ESG Enhanced Focus, while MVEA.DE tracks Russell 1000 TR USD. Their fees differ too: 0.07% for EDMU.DE and 0.20% for MVEA.DE.
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