EDMU.DE vs. USUE.DE
EDMU.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD Acc) and USUE.DE (UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc) are both Large Cap Blend Equities funds - EDMU.DE tracks the MSCI USA ESG Enhanced Focus while USUE.DE tracks the MSCI USA Select Factor Mix. Both are passively managed. Over the past 5 years, EDMU.DE returned 12.84%/yr vs 11.49%/yr for USUE.DE. Their correlation of 0.89 suggests significant overlap in exposure. EDMU.DE charges 0.07%/yr vs 0.25%/yr for USUE.DE.
Performance
EDMU.DE vs. USUE.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 lower than USUE.DE's 13.01% 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*
- —
USUE.DE
- 1D
- 0.29%
- 1M
- 4.91%
- YTD
- 13.01%
- 6M
- 13.36%
- 1Y
- 21.52%
- 3Y*
- 15.86%
- 5Y*
- 11.49%
- 10Y*
- —
EDMU.DE vs. USUE.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% | 4.51% |
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc | 13.01% | 1.00% | 25.07% | 12.96% | -8.63% | 35.62% | -1.09% |
Correlation
The correlation between EDMU.DE and USUE.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2020 | 0.89 |
The correlation between EDMU.DE and USUE.DE shifts across timeframes, from 0.71 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EDMU.DE vs. USUE.DE — Risk / Return Rank
EDMU.DE
USUE.DE
EDMU.DE vs. USUE.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) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.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 | USUE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.33 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 4.41 | -1.55 |
| Martin ratioReturn relative to average drawdown | 9.88 | 14.20 | -4.32 |
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 | USUE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 1.89 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.79 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.65 | +0.18 |
Drawdowns
EDMU.DE vs. USUE.DE - Drawdown Comparison
The maximum EDMU.DE drawdown since its inception was -33.43%, smaller than the maximum USUE.DE drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for EDMU.DE and USUE.DE.
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Drawdown Indicators
| EDMU.DE | USUE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -35.36% | +1.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -4.86% | -3.29% |
Max Drawdown (3Y)Largest decline over 3 years | -24.12% | -20.79% | -3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -20.79% | -3.33% |
Current DrawdownCurrent decline from peak | -0.41% | 0.00% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -5.53% | +0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 1.51% | +0.85% |
Volatility
EDMU.DE vs. USUE.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) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) has a volatility of 2.84%. This indicates that EDMU.DE experiences smaller price fluctuations and is considered to be less risky than USUE.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 | USUE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 2.84% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.80% | 7.98% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 11.34% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 14.42% | +1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 17.33% | +0.06% |
EDMU.DE vs. USUE.DE - Expense Ratio Comparison
EDMU.DE has a 0.07% expense ratio, which is lower than USUE.DE's 0.25% 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. USUE.DE - Dividend Comparison
Neither EDMU.DE nor USUE.DE has paid dividends to shareholders.
Frequently Asked Questions
EDMU.DE and USUE.DE have a correlation of 0.71, 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 0.25% for USUE.DE.
EDMU.DE tracks MSCI USA ESG Enhanced Focus, while USUE.DE tracks MSCI USA Select Factor Mix. They also come from different issuers: iShares and UBS. Their fees differ too: 0.07% for EDMU.DE and 0.25% for USUE.DE.
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