EDMU.DE vs. XD9U.DE
EDMU.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD Acc) and XD9U.DE (Xtrackers MSCI USA UCITS ETF 1C) are both Large Cap Blend Equities funds - EDMU.DE tracks the MSCI USA ESG Enhanced Focus while XD9U.DE tracks the MSCI USA. Both are passively managed. Over the past 5 years, EDMU.DE returned 11.91%/yr vs 13.39%/yr for XD9U.DE. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.07% expense ratio.
Performance
EDMU.DE vs. XD9U.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDMU.DE achieves a 9.83% return, which is significantly lower than XD9U.DE's 10.62% return.
EDMU.DE
- 1D
- -1.02%
- 1M
- 0.26%
- YTD
- 9.83%
- 6M
- 10.04%
- 1Y
- 22.70%
- 3Y*
- 17.46%
- 5Y*
- 11.91%
- 10Y*
- —
XD9U.DE
- 1D
- -1.03%
- 1M
- 0.25%
- YTD
- 10.62%
- 6M
- 10.86%
- 1Y
- 24.34%
- 3Y*
- 19.00%
- 5Y*
- 13.39%
- 10Y*
- 15.09%
EDMU.DE vs. XD9U.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDMU.DE iShares MSCI USA ESG Enhanced UCITS ETF USD Acc | 9.83% | 2.62% | 31.17% | 22.05% | -17.33% | 38.86% | 10.87% | 1.20% |
XD9U.DE Xtrackers MSCI USA UCITS ETF 1C | 10.62% | 4.61% | 32.32% | 23.38% | -15.69% | 38.72% | 9.42% | 13.90% |
Correlation
The correlation between EDMU.DE and XD9U.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2019 | 0.99 |
The correlation between EDMU.DE and XD9U.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
EDMU.DE vs. XD9U.DE — Risk / Return Rank
EDMU.DE
XD9U.DE
EDMU.DE vs. XD9U.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 Xtrackers MSCI USA UCITS ETF 1C (XD9U.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EDMU.DE | XD9U.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 3.32 | -0.55 |
| Martin ratioReturn relative to average drawdown | 9.50 | 11.39 | -1.89 |
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Drawdowns
EDMU.DE vs. XD9U.DE - Drawdown Comparison
The maximum EDMU.DE drawdown since its inception was -33.51%, roughly equal to the maximum XD9U.DE drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for EDMU.DE and XD9U.DE.
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Drawdown Indicators
| EDMU.DE | XD9U.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.51% | -34.10% | +0.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -7.30% | -0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -24.09% | -23.68% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -24.09% | -23.68% | -0.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.10% | — |
Current DrawdownCurrent decline from peak | -1.02% | -1.03% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -4.36% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.13% | +0.25% |
Volatility
EDMU.DE vs. XD9U.DE - Volatility Comparison
iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) and Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) have volatilities of 3.45% and 3.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDMU.DE | XD9U.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.39% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.29% | 7.98% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.27% | 11.95% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.62% | 15.46% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.87% | 16.23% | +1.64% |
EDMU.DE vs. XD9U.DE - Expense Ratio Comparison
Both EDMU.DE and XD9U.DE 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%.
Dividends
EDMU.DE vs. XD9U.DE - Dividend Comparison
Neither EDMU.DE nor XD9U.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.98, EDMU.DE and XD9U.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EDMU.DE and XD9U.DE have the same expense ratio: 0.07% per year.
EDMU.DE tracks MSCI USA ESG Enhanced Focus, while XD9U.DE tracks MSCI USA. They also come from different issuers: iShares and Xtrackers.
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