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EDMW.DE vs. EXH7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDMW.DE vs. EXH7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) and iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE) (EXH7.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, EDMW.DE achieves a 10.19% return, which is significantly higher than EXH7.DE's -10.91% return.


EDMW.DE

1D
0.06%
1M
4.92%
YTD
10.19%
6M
10.70%
1Y
22.10%
3Y*
16.27%
5Y*
11.55%
10Y*

EXH7.DE

1D
0.11%
1M
2.40%
YTD
-10.91%
6M
-10.58%
1Y
-4.87%
3Y*
-1.79%
5Y*
-0.05%
10Y*
4.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDMW.DE vs. EXH7.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EDMW.DE
iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)
10.19%6.42%25.12%18.98%-15.82%33.40%6.84%12.25%
EXH7.DE
iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE)
-10.91%6.41%3.93%7.55%-10.43%20.02%5.33%9.63%

Correlation

The correlation between EDMW.DE and EXH7.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2019

0.65

Over the past year, the correlation between EDMW.DE and EXH7.DE has dropped to 0.42 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

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Return for Risk

EDMW.DE vs. EXH7.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EDMW.DE
EDMW.DE Risk / Return Rank: 6161
Overall Rank
EDMW.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EDMW.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
EDMW.DE Omega Ratio Rank: 6060
Omega Ratio Rank
EDMW.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
EDMW.DE Martin Ratio Rank: 6767
Martin Ratio Rank

EXH7.DE
EXH7.DE Risk / Return Rank: 66
Overall Rank
EXH7.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EXH7.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
EXH7.DE Omega Ratio Rank: 66
Omega Ratio Rank
EXH7.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
EXH7.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.

EDMW.DE vs. EXH7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) and iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE) (EXH7.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.


EDMW.DEEXH7.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.22

Sortino ratioReturn per unit of downside risk

+3.02

Omega ratioGain probability vs. loss probability

1.36

0.96

+0.39

Calmar ratioReturn relative to maximum drawdown

3.07

-0.31

+3.37

Martin ratioReturn relative to average drawdown

12.11

-0.72

+12.83

EDMW.DE vs. EXH7.DE - Sharpe Ratio Comparison

The current EDMW.DE Sharpe Ratio is 1.93, which is higher than the EXH7.DE Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of EDMW.DE and EXH7.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


EDMW.DEEXH7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

-0.29

+2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

-0.00

+0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.54

+0.24

Drawdowns

EDMW.DE vs. EXH7.DE - Drawdown Comparison

The maximum EDMW.DE drawdown since its inception was -33.12%, smaller than the maximum EXH7.DE drawdown of -47.09%. Use the drawdown chart below to compare losses from any high point for EDMW.DE and EXH7.DE.


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Drawdown Indicators


EDMW.DEEXH7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.12%

-47.09%

+13.97%

Max Drawdown (1Y)

Largest decline over 1 year

-7.18%

-15.83%

+8.65%

Max Drawdown (3Y)

Largest decline over 3 years

-21.20%

-17.88%

-3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.20%

-22.00%

+0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-29.18%

Current Drawdown

Current decline from peak

-0.32%

-14.01%

+13.69%

Average Drawdown

Average peak-to-trough decline

-5.12%

-6.91%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

6.74%

-4.92%

Volatility

EDMW.DE vs. EXH7.DE - Volatility Comparison

The current volatility for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) is 2.75%, while iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE) (EXH7.DE) has a volatility of 5.11%. This indicates that EDMW.DE experiences smaller price fluctuations and is considered to be less risky than EXH7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDMW.DEEXH7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

5.11%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.83%

13.48%

-5.65%

Volatility (1Y)

Calculated over the trailing 1-year period

11.41%

16.63%

-5.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.23%

17.40%

-3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

16.95%

-0.68%

EDMW.DE vs. EXH7.DE - Expense Ratio Comparison

EDMW.DE has a 0.20% expense ratio, which is lower than EXH7.DE's 0.46% expense ratio.


Dividends

EDMW.DE vs. EXH7.DE - Dividend Comparison

EDMW.DE has not paid dividends to shareholders, while EXH7.DE's dividend yield for the trailing twelve months is around 2.78%.


PositionTTM20252024202320222021202020192018201720162015
EDMW.DE
iShares MSCI World 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%0.00%0.00%
EXH7.DE
iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE)
2.78%2.31%2.35%2.27%2.39%1.77%1.82%2.36%2.00%5.68%2.74%2.79%

Frequently Asked Questions


EDMW.DE and EXH7.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EDMW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EDMW.DE is cheaper with a 0.20% expense ratio, compared with 0.46% for EXH7.DE.

EDMW.DE is categorized as Global Equities, while EXH7.DE is Consumer Staples Equities. EDMW.DE tracks MSCI World ESG Enhanced Focus, while EXH7.DE tracks STOXX® Europe 600 Personal & Household Goods. Their fees differ too: 0.20% for EDMW.DE and 0.46% for EXH7.DE.

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