EDMW.DE vs. VDIV.DE
EDMW.DE (iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)) and VDIV.DE (VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF) are both Global Equities funds - EDMW.DE tracks the MSCI World ESG Enhanced Focus while VDIV.DE tracks the Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. Both are passively managed. Over the past 5 years, EDMW.DE returned 11.55%/yr vs 17.51%/yr for VDIV.DE. A 0.70 correlation means they provide meaningful diversification when combined. EDMW.DE charges 0.20%/yr vs 0.38%/yr for VDIV.DE.
Performance
EDMW.DE vs. VDIV.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with EDMW.DE having a 10.19% return and VDIV.DE slightly lower at 9.79%.
EDMW.DE
- 1D
- 0.06%
- 1M
- 4.92%
- YTD
- 10.19%
- 6M
- 10.70%
- 1Y
- 22.10%
- 3Y*
- 16.27%
- 5Y*
- 11.55%
- 10Y*
- —
VDIV.DE
- 1D
- 0.23%
- 1M
- -0.18%
- YTD
- 9.79%
- 6M
- 12.68%
- 1Y
- 25.52%
- 3Y*
- 19.95%
- 5Y*
- 17.51%
- 10Y*
- —
EDMW.DE vs. VDIV.DE - 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% |
VDIV.DE VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 9.79% | 24.55% | 15.67% | 11.47% | 15.47% | 27.92% | -11.00% | 5.22% |
Correlation
The correlation between EDMW.DE and VDIV.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.70 |
Over the past year, the correlation between EDMW.DE and VDIV.DE has dropped to 0.46 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EDMW.DE vs. VDIV.DE — Risk / Return Rank
EDMW.DE
VDIV.DE
EDMW.DE vs. VDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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 | VDIV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.51 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 6.94 | -3.87 |
| Martin ratioReturn relative to average drawdown | 12.11 | 20.46 | -8.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EDMW.DE | VDIV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.73 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 1.45 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.94 | -0.16 |
Drawdowns
EDMW.DE vs. VDIV.DE - Drawdown Comparison
The maximum EDMW.DE drawdown since its inception was -33.12%, smaller than the maximum VDIV.DE drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for EDMW.DE and VDIV.DE.
Loading charts...
Drawdown Indicators
| EDMW.DE | VDIV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.12% | -36.12% | +3.00% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -3.68% | -3.50% |
Max Drawdown (3Y)Largest decline over 3 years | -21.20% | -15.12% | -6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -21.20% | -15.12% | -6.08% |
Current DrawdownCurrent decline from peak | -0.32% | -2.39% | +2.07% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -4.22% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.25% | +0.57% |
Volatility
EDMW.DE vs. VDIV.DE - Volatility Comparison
iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) have volatilities of 2.75% and 2.82%, 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.
Loading charts...
Volatility by Period
| EDMW.DE | VDIV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 2.82% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 6.79% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.41% | 9.36% | +2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.23% | 11.92% | +2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.27% | 15.36% | +0.91% |
EDMW.DE vs. VDIV.DE - Expense Ratio Comparison
EDMW.DE has a 0.20% expense ratio, which is lower than VDIV.DE's 0.38% expense ratio.
Dividends
EDMW.DE vs. VDIV.DE - Dividend Comparison
EDMW.DE has not paid dividends to shareholders, while VDIV.DE's dividend yield for the trailing twelve months is around 3.19%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
VDIV.DE VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 3.19% | 3.58% | 4.19% | 4.97% | 4.56% | 3.97% | 4.11% | 4.35% | 0.91% |
Frequently Asked Questions
EDMW.DE and VDIV.DE have a correlation of 0.46, 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 0.38% for VDIV.DE.
EDMW.DE tracks MSCI World ESG Enhanced Focus, while VDIV.DE tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.20% for EDMW.DE and 0.38% for VDIV.DE.
Find the right allocation for EDMW.DE and VDIV.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer