EDMW.DE vs. TLT
EDMW.DE (iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)) and TLT (iShares 20+ Year Treasury Bond ETF) are both exchange-traded funds - EDMW.DE is a Global Equities fund tracking the MSCI World ESG Enhanced Focus, while TLT is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index. Both are passively managed. Over the past 5 years, EDMW.DE returned 11.55%/yr vs -5.34%/yr for TLT. At a correlation of -0.04, they often move in opposite directions. EDMW.DE charges 0.20%/yr vs 0.15%/yr for TLT.
Performance
EDMW.DE vs. TLT - Performance Comparison
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Different Trading Currencies
EDMW.DE is traded in EUR, while TLT is traded in USD. To make them comparable, the TLT values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EDMW.DE achieves a 10.19% return, which is significantly higher than TLT's 1.39% return.
EDMW.DE
- 1D
- 0.06%
- 1M
- 3.69%
- YTD
- 10.19%
- 6M
- 10.25%
- 1Y
- 21.91%
- 3Y*
- 16.27%
- 5Y*
- 11.55%
- 10Y*
- —
TLT
- 1D
- 0.28%
- 1M
- 1.16%
- YTD
- 1.39%
- 6M
- -0.29%
- 1Y
- 2.20%
- 3Y*
- -4.43%
- 5Y*
- -5.34%
- 10Y*
- -1.77%
EDMW.DE vs. TLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
TLT iShares 20+ Year Treasury Bond ETF | 1.39% | -8.12% | -1.98% | -0.31% | -26.97% | 2.54% | 8.41% | 12.29% |
Correlation
The correlation between EDMW.DE and TLT is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2019 | -0.04 |
The correlation between EDMW.DE and TLT shifts across timeframes, from -0.04 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EDMW.DE vs. TLT — Risk / Return Rank
EDMW.DE
TLT
EDMW.DE vs. TLT - 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 20+ Year Treasury Bond ETF (TLT). 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 | TLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.70 | ||
| Sortino ratioReturn per unit of downside risk | +2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.05 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 0.30 | +2.77 |
| Martin ratioReturn relative to average drawdown | 12.11 | 0.64 | +11.47 |
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 | TLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 0.23 | +1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | -0.33 | +1.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.22 | +0.56 |
Drawdowns
EDMW.DE vs. TLT - Drawdown Comparison
The maximum EDMW.DE drawdown since its inception was -33.12%, smaller than the maximum TLT drawdown of -46.77%. Use the drawdown chart below to compare losses from any high point for EDMW.DE and TLT.
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Drawdown Indicators
| EDMW.DE | TLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.12% | -46.77% | +13.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -7.42% | +0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -21.20% | -17.13% | -4.07% |
Max Drawdown (5Y)Largest decline over 5 years | -21.20% | -39.79% | +18.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.77% | — |
Current DrawdownCurrent decline from peak | -0.32% | -43.78% | +43.46% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -18.50% | +13.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 3.47% | -1.65% |
Volatility
EDMW.DE vs. TLT - Volatility Comparison
iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) has a higher volatility of 2.75% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.08%. This indicates that EDMW.DE's price experiences larger fluctuations and is considered to be riskier than TLT 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 | TLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 2.08% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 7.02% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.41% | 9.71% | +1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.23% | 16.22% | -1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.27% | 15.64% | +0.63% |
EDMW.DE vs. TLT - Expense Ratio Comparison
EDMW.DE has a 0.20% expense ratio, which is higher than TLT's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EDMW.DE vs. TLT - Dividend Comparison
EDMW.DE has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TLT iShares 20+ Year Treasury Bond ETF | 4.60% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
Frequently Asked Questions
EDMW.DE and TLT have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TLT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TLT is cheaper with a 0.15% expense ratio, compared with 0.20% for EDMW.DE.
EDMW.DE is categorized as Global Equities, while TLT is Government Bonds. EDMW.DE tracks MSCI World ESG Enhanced Focus, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.20% for EDMW.DE and 0.15% for TLT.
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