EDMU.DE vs. VUAA.L
Compare and contrast key facts about iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L).
EDMU.DE and VUAA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EDMU.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Enhanced Focus. It was launched on Apr 16, 2019. VUAA.L is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Net Total Return. It was launched on May 14, 2019. Both EDMU.DE and VUAA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EDMU.DE vs. VUAA.L - Performance Comparison
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EDMU.DE vs. VUAA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDMU.DE iShares MSCI USA ESG Enhanced UCITS ETF USD Acc | -4.29% | 2.64% | 31.12% | 22.05% | -17.35% | 38.97% | 10.90% | 13.59% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | -2.59% | 3.44% | 33.54% | 22.89% | -13.59% | 39.02% | 7.96% | 12.33% |
Different Trading Currencies
EDMU.DE is traded in EUR, while VUAA.L is traded in USD. To make them comparable, the VUAA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EDMU.DE achieves a -4.29% return, which is significantly higher than VUAA.L's -4.92% return.
EDMU.DE
- 1D
- 1.70%
- 1M
- -3.45%
- YTD
- -4.29%
- 6M
- -1.67%
- 1Y
- 7.84%
- 3Y*
- 14.41%
- 5Y*
- 10.05%
- 10Y*
- —
VUAA.L
- 1D
- 0.00%
- 1M
- -4.96%
- YTD
- -4.92%
- 6M
- -1.94%
- 1Y
- 7.73%
- 3Y*
- 15.19%
- 5Y*
- 11.66%
- 10Y*
- —
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EDMU.DE vs. VUAA.L - Expense Ratio Comparison
Both EDMU.DE and VUAA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
EDMU.DE vs. VUAA.L — Risk / Return Rank
EDMU.DE
VUAA.L
EDMU.DE vs. VUAA.L - 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 Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). 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 | VUAA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 0.46 | -0.01 |
Sortino ratioReturn per unit of downside risk | 0.72 | 0.72 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.10 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.01 | -0.11 |
Martin ratioReturn relative to average drawdown | 3.01 | 3.18 | -0.18 |
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 | VUAA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 0.46 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.73 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.74 | -0.03 |
Correlation
The correlation between EDMU.DE and VUAA.L is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EDMU.DE vs. VUAA.L - Dividend Comparison
Neither EDMU.DE nor VUAA.L has paid dividends to shareholders.
Drawdowns
EDMU.DE vs. VUAA.L - Drawdown Comparison
The maximum EDMU.DE drawdown since its inception was -33.43%, roughly equal to the maximum VUAA.L drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for EDMU.DE and VUAA.L.
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Drawdown Indicators
| EDMU.DE | VUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -34.05% | +0.62% |
Max Drawdown (1Y)Largest decline over 1 year | -13.73% | -11.75% | -1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -24.36% | +0.24% |
Current DrawdownCurrent decline from peak | -6.17% | -5.41% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -5.20% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.05% | +0.56% |
Volatility
EDMU.DE vs. VUAA.L - Volatility Comparison
The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) is 3.81%, while Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) has a volatility of 4.09%. This indicates that EDMU.DE experiences smaller price fluctuations and is considered to be less risky than VUAA.L 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 | VUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 4.09% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 8.81% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.43% | 16.97% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 15.87% | -0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 17.90% | -0.38% |