PortfoliosLab logoPortfoliosLab logo
ESGM.DE vs. EUNZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGM.DE vs. EUNZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI Emerging Markets ESG Universal Screened UCITS ETF Acc (ESGM.DE) and iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ESGM.DE achieves a 29.14% return, which is significantly higher than EUNZ.DE's 18.69% return.


ESGM.DE

1D
-1.89%
1M
5.25%
YTD
29.14%
6M
30.08%
1Y
49.72%
3Y*
20.28%
5Y*
10Y*

EUNZ.DE

1D
-1.19%
1M
3.85%
YTD
18.69%
6M
17.92%
1Y
22.13%
3Y*
11.07%
5Y*
6.48%
10Y*
6.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGM.DE vs. EUNZ.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESGM.DE
Invesco MSCI Emerging Markets ESG Universal Screened UCITS ETF Acc
29.14%18.22%12.10%5.50%-14.87%-3.89%
EUNZ.DE
iShares Edge MSCI EM Minimum Volatility UCITS ETF
18.69%-0.15%15.73%3.85%-8.85%4.05%

Correlation

The correlation between ESGM.DE and EUNZ.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.83

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2021

0.84

The correlation between ESGM.DE and EUNZ.DE has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.

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

ESGM.DE vs. EUNZ.DE — Risk / Return Rank

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

ESGM.DE
ESGM.DE Risk / Return Rank: 8585
Overall Rank
ESGM.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ESGM.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
ESGM.DE Omega Ratio Rank: 8585
Omega Ratio Rank
ESGM.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
ESGM.DE Martin Ratio Rank: 8585
Martin Ratio Rank

EUNZ.DE
EUNZ.DE Risk / Return Rank: 5858
Overall Rank
EUNZ.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EUNZ.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
EUNZ.DE Omega Ratio Rank: 5858
Omega Ratio Rank
EUNZ.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
EUNZ.DE Martin Ratio Rank: 6060
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.

ESGM.DE vs. EUNZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Emerging Markets ESG Universal Screened UCITS ETF Acc (ESGM.DE) and iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.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.


ESGM.DEEUNZ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.51

1.35

+0.16

Calmar ratioReturn relative to maximum drawdown

4.69

3.00

+1.69

Martin ratioReturn relative to average drawdown

17.49

10.57

+6.93

ESGM.DE vs. EUNZ.DE - Sharpe Ratio Comparison

The current ESGM.DE Sharpe Ratio is 2.75, which is higher than the EUNZ.DE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of ESGM.DE and EUNZ.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.


Loading charts...

Sharpe Ratios by Period


ESGM.DEEUNZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.75

1.85

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.35

+0.13

Drawdowns

ESGM.DE vs. EUNZ.DE - Drawdown Comparison

The maximum ESGM.DE drawdown since its inception was -23.67%, smaller than the maximum EUNZ.DE drawdown of -30.47%. Use the drawdown chart below to compare losses from any high point for ESGM.DE and EUNZ.DE.


Loading charts...

Drawdown Indicators


ESGM.DEEUNZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.67%

-30.47%

+6.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.81%

-7.50%

-3.31%

Max Drawdown (3Y)

Largest decline over 3 years

-19.03%

-14.00%

-5.03%

Max Drawdown (5Y)

Largest decline over 5 years

-14.00%

Max Drawdown (10Y)

Largest decline over 10 years

-26.15%

Current Drawdown

Current decline from peak

-2.36%

-1.96%

-0.40%

Average Drawdown

Average peak-to-trough decline

-9.34%

-7.62%

-1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.13%

+0.77%

Volatility

ESGM.DE vs. EUNZ.DE - Volatility Comparison

Invesco MSCI Emerging Markets ESG Universal Screened UCITS ETF Acc (ESGM.DE) has a higher volatility of 7.41% compared to iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE) at 4.75%. This indicates that ESGM.DE's price experiences larger fluctuations and is considered to be riskier than EUNZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ESGM.DEEUNZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

4.75%

+2.66%

Volatility (6M)

Calculated over the trailing 6-month period

15.79%

10.35%

+5.44%

Volatility (1Y)

Calculated over the trailing 1-year period

18.41%

12.18%

+6.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.02%

11.41%

+5.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

13.32%

+3.70%

ESGM.DE vs. EUNZ.DE - Expense Ratio Comparison

ESGM.DE has a 0.19% expense ratio, which is lower than EUNZ.DE's 0.40% expense ratio.


Dividends

ESGM.DE vs. EUNZ.DE - Dividend Comparison

Neither ESGM.DE nor EUNZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESGM.DE and EUNZ.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESGM.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESGM.DE is cheaper with a 0.19% expense ratio, compared with 0.40% for EUNZ.DE.

ESGM.DE tracks MSCI Emerging Markets ESG Universal Select Business Screens, while EUNZ.DE tracks MSCI Emerging Markets Minimum Volatility. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for ESGM.DE and 0.40% for EUNZ.DE.

Portfolio Optimizer

Find the right allocation for ESGM.DE and EUNZ.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