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

Performance

EDMU.DE vs. MVEA.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 Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
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

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

MVEA.DE
MVEA.DE Risk / Return Rank: 1010
Overall Rank
MVEA.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MVEA.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
MVEA.DE Omega Ratio Rank: 1010
Omega Ratio Rank
MVEA.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
MVEA.DE Martin Ratio Rank: 1111
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. 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.DEMVEA.DEDifference
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

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

The current EDMU.DE Sharpe Ratio is 1.95, which is higher than the MVEA.DE Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of EDMU.DE and MVEA.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.DEMVEA.DEDifference

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.DEMVEA.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.41%

-10.27%

+9.86%

Average Drawdown

Average peak-to-trough decline

-5.36%

-5.38%

+0.02%

Ulcer Index

Depth 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.DEMVEA.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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