EDMW.DE vs. VOO

In the year-to-date period, EDMW.DE achieves a -4.26% return, which is significantly lower than VOO's 1.19% return.

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EDMW.DE has a 0.20% expense ratio, which is higher than VOO's 0.03% 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%.

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) and Vanguard S&P 500 ETF (VOO). 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.

The current EDMW.DE Sharpe Ratio is 0.46, which is lower than the VOO Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of EDMW.DE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EDMW.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.28%.

The maximum EDMW.DE drawdown since its inception was -33.12%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EDMW.DE and VOO.

iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.82% and 4.76%, 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.