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

Performance

EDMU.DE vs. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDMU.DE vs. UBUR.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%
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

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

UBUR.DE
UBUR.DE Risk / Return Rank: 77
Overall Rank
UBUR.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UBUR.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
UBUR.DE Omega Ratio Rank: 77
Omega Ratio Rank
UBUR.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
UBUR.DE Martin Ratio Rank: 66
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. 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.DEUBUR.DEDifference
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

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

The current EDMU.DE Sharpe Ratio is 1.95, which is higher than the UBUR.DE Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of EDMU.DE and UBUR.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.DEUBUR.DEDifference

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.DEUBUR.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.41%

-11.30%

+10.89%

Average Drawdown

Average peak-to-trough decline

-5.36%

-7.34%

+1.98%

Ulcer Index

Depth 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.DEUBUR.DEDifference

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%.


PositionTTM202520242023202220212020201920182017
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.

Portfolio Optimizer

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