EDMW.DE vs. SEC0.DE
EDMW.DE (iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)) and SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc)) are both exchange-traded funds - EDMW.DE is a Global Equities fund tracking the MSCI World ESG Enhanced Focus, while SEC0.DE is a Semiconductors fund tracking the MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Both are passively managed. Over the past 3 years, EDMW.DE returned 16.27%/yr vs 56.37%/yr for SEC0.DE. A 0.77 correlation means they provide meaningful diversification when combined. EDMW.DE charges 0.20%/yr vs 0.35%/yr for SEC0.DE.
Performance
EDMW.DE vs. SEC0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDMW.DE achieves a 10.19% return, which is significantly lower than SEC0.DE's 98.10% 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*
- —
SEC0.DE
- 1D
- -2.85%
- 1M
- 18.95%
- YTD
- 98.10%
- 6M
- 98.14%
- 1Y
- 188.23%
- 3Y*
- 56.37%
- 5Y*
- —
- 10Y*
- —
EDMW.DE vs. SEC0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EDMW.DE iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) | 10.19% | 6.42% | 25.12% | 18.98% | -15.82% | 9.60% |
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 98.10% | 36.46% | 20.85% | 61.01% | -32.22% | 21.11% |
Correlation
The correlation between EDMW.DE and SEC0.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2021 | 0.77 |
The correlation between EDMW.DE and SEC0.DE has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.
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Return for Risk
EDMW.DE vs. SEC0.DE — Risk / Return Rank
EDMW.DE
SEC0.DE
EDMW.DE vs. SEC0.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 MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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.DE | SEC0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.96 | ||
| Sortino ratioReturn per unit of downside risk | -3.16 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.75 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 14.81 | -11.74 |
| Martin ratioReturn relative to average drawdown | 12.11 | 52.61 | -40.51 |
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
| EDMW.DE | SEC0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 5.89 | -3.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 1.17 | -0.39 |
Drawdowns
EDMW.DE vs. SEC0.DE - Drawdown Comparison
The maximum EDMW.DE drawdown since its inception was -33.12%, smaller than the maximum SEC0.DE drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for EDMW.DE and SEC0.DE.
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Drawdown Indicators
| EDMW.DE | SEC0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.12% | -39.35% | +6.23% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -12.90% | +5.72% |
Max Drawdown (3Y)Largest decline over 3 years | -21.20% | -39.35% | +18.15% |
Max Drawdown (5Y)Largest decline over 5 years | -21.20% | — | — |
Current DrawdownCurrent decline from peak | -0.32% | -2.85% | +2.53% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -11.85% | +6.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 3.64% | -1.82% |
Volatility
EDMW.DE vs. SEC0.DE - Volatility Comparison
The current volatility for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) is 2.75%, while iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a volatility of 13.13%. This indicates that EDMW.DE experiences smaller price fluctuations and is considered to be less risky than SEC0.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.DE | SEC0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 13.13% | -10.38% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 25.14% | -17.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.41% | 32.42% | -21.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.23% | 29.95% | -15.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.27% | 29.95% | -13.68% |
EDMW.DE vs. SEC0.DE - Expense Ratio Comparison
EDMW.DE has a 0.20% expense ratio, which is lower than SEC0.DE's 0.35% expense ratio.
Dividends
EDMW.DE vs. SEC0.DE - Dividend Comparison
Neither EDMW.DE nor SEC0.DE has paid dividends to shareholders.
Frequently Asked Questions
EDMW.DE and SEC0.DE have a correlation of 0.72, 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 0.35% for SEC0.DE.
EDMW.DE is categorized as Global Equities, while SEC0.DE is Semiconductors. EDMW.DE tracks MSCI World ESG Enhanced Focus, while SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Their fees differ too: 0.20% for EDMW.DE and 0.35% for SEC0.DE.
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