EDMU.DE vs. UBUR.DE
EDMU.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD Acc) and UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - EDMU.DE tracks the MSCI USA ESG Enhanced Focus while UBUR.DE tracks the MSCI USA Select Dynamic 50% Risk Weighted. Both are passively managed. Over the past 5 years, EDMU.DE returned 12.84%/yr vs 6.64%/yr for UBUR.DE. At a 0.43 correlation, their price movements are largely independent. EDMU.DE charges 0.07%/yr vs 0.18%/yr for UBUR.DE.
Performance
EDMU.DE vs. UBUR.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 UBUR.DE's 0.53% 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*
- —
UBUR.DE
- 1D
- -0.14%
- 1M
- -0.81%
- YTD
- 0.53%
- 6M
- 0.76%
- 1Y
- -1.69%
- 3Y*
- 5.82%
- 5Y*
- 6.64%
- 10Y*
- —
EDMU.DE vs. UBUR.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% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 0.53% | -5.64% | 20.63% | 2.15% | -0.28% | 33.09% | -5.58% | 13.47% |
Correlation
The correlation between EDMU.DE and UBUR.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.43 |
The correlation between EDMU.DE and UBUR.DE shifts across timeframes, from -0.02 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EDMU.DE vs. UBUR.DE — Risk / Return Rank
EDMU.DE
UBUR.DE
EDMU.DE vs. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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 | UBUR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.15 | ||
| Sortino ratioReturn per unit of downside risk | +2.89 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.98 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | -0.28 | +3.14 |
| Martin ratioReturn relative to average drawdown | 9.88 | -0.64 | +10.52 |
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 | UBUR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | -0.20 | +2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.70 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.81 | +0.02 |
Drawdowns
EDMU.DE vs. UBUR.DE - Drawdown Comparison
The maximum EDMU.DE drawdown since its inception was -33.43%, smaller than the maximum UBUR.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for EDMU.DE and UBUR.DE.
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Drawdown Indicators
| EDMU.DE | UBUR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -35.34% | +1.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -7.81% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -24.12% | -14.40% | -9.72% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -14.40% | -9.72% |
Current DrawdownCurrent decline from peak | -0.41% | -11.30% | +10.89% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -7.34% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 9.86% | -7.50% |
Volatility
EDMU.DE vs. UBUR.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) is 2.69%, while UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a volatility of 3.22%. This indicates that EDMU.DE experiences smaller price fluctuations and is considered to be less risky than UBUR.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 | UBUR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 3.22% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 7.80% | 7.37% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 10.99% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 15.76% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 19.45% | -2.06% |
EDMU.DE vs. UBUR.DE - Expense Ratio Comparison
EDMU.DE has a 0.07% expense ratio, which is lower than UBUR.DE's 0.18% 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. UBUR.DE - Dividend Comparison
EDMU.DE has not paid dividends to shareholders, while UBUR.DE's dividend yield for the trailing twelve months is around 1.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 1.60% | 1.87% | 1.44% | 1.39% | 1.28% | 0.93% | 1.62% | 1.40% | 1.37% | 0.68% |
Frequently Asked Questions
EDMU.DE and UBUR.DE have a correlation of -0.02, 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 0.18% for UBUR.DE.
EDMU.DE tracks MSCI USA ESG Enhanced Focus, while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. They also come from different issuers: iShares and UBS. Their fees differ too: 0.07% for EDMU.DE and 0.18% for UBUR.DE.
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