EDMU.DE vs. SXRU.DE
EDMU.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD Acc) and SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) are both Large Cap Blend Equities funds from iShares - EDMU.DE tracks the MSCI USA ESG Enhanced Focus while SXRU.DE tracks the Dow Jones Industrial Average. Both are passively managed. Over the past 5 years, EDMU.DE returned 12.84%/yr vs 10.67%/yr for SXRU.DE. Their correlation of 0.86 suggests significant overlap in exposure. EDMU.DE charges 0.07%/yr vs 0.33%/yr for SXRU.DE.
Performance
EDMU.DE vs. SXRU.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 SXRU.DE's 8.17% 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*
- —
SXRU.DE
- 1D
- 1.22%
- 1M
- 5.74%
- YTD
- 8.17%
- 6M
- 8.61%
- 1Y
- 20.44%
- 3Y*
- 13.55%
- 5Y*
- 10.67%
- 10Y*
- 12.56%
EDMU.DE vs. SXRU.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% |
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 8.17% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | -1.58% | 9.94% |
Correlation
The correlation between EDMU.DE and SXRU.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.86 |
The correlation between EDMU.DE and SXRU.DE has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.
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Return for Risk
EDMU.DE vs. SXRU.DE — Risk / Return Rank
EDMU.DE
SXRU.DE
EDMU.DE vs. SXRU.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 Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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 | SXRU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.31 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 2.79 | +0.07 |
| Martin ratioReturn relative to average drawdown | 9.88 | 9.23 | +0.65 |
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 | SXRU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 1.70 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.75 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.66 | +0.17 |
Drawdowns
EDMU.DE vs. SXRU.DE - Drawdown Comparison
The maximum EDMU.DE drawdown since its inception was -33.43%, smaller than the maximum SXRU.DE drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for EDMU.DE and SXRU.DE.
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Drawdown Indicators
| EDMU.DE | SXRU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -36.09% | +2.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -7.30% | -0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -24.12% | -21.13% | -2.99% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -21.13% | -2.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.09% | — |
Current DrawdownCurrent decline from peak | -0.41% | 0.00% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -5.41% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.21% | +0.15% |
Volatility
EDMU.DE vs. SXRU.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) is 2.69%, while iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) has a volatility of 2.91%. This indicates that EDMU.DE experiences smaller price fluctuations and is considered to be less risky than SXRU.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 | SXRU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 2.91% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 7.80% | 8.39% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 12.01% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 14.05% | +1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 16.01% | +1.38% |
EDMU.DE vs. SXRU.DE - Expense Ratio Comparison
EDMU.DE has a 0.07% expense ratio, which is lower than SXRU.DE's 0.33% expense ratio.
Dividends
EDMU.DE vs. SXRU.DE - Dividend Comparison
Neither EDMU.DE nor SXRU.DE has paid dividends to shareholders.
Frequently Asked Questions
EDMU.DE and SXRU.DE have a correlation of 0.77, 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 0.33% for SXRU.DE.
EDMU.DE tracks MSCI USA ESG Enhanced Focus, while SXRU.DE tracks Dow Jones Industrial Average. Their fees differ too: 0.07% for EDMU.DE and 0.33% for SXRU.DE.
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