ESIS.L vs. EDM2.DE
ESIS.L (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) and EDM2.DE (iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc)) are both exchange-traded funds - ESIS.L is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while EDM2.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets ESG Enhanced Focus. Both are passively managed. Over the past 5 years, ESIS.L returned 0.80%/yr vs 7.74%/yr for EDM2.DE. At a 0.22 correlation, their price movements are largely independent. Both charge a 0.18% expense ratio.
Performance
ESIS.L vs. EDM2.DE - Performance Comparison
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Different Trading Currencies
ESIS.L is traded in GBP, while EDM2.DE is traded in EUR. To make them comparable, the EDM2.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESIS.L achieves a -2.90% return, which is significantly lower than EDM2.DE's 25.35% return.
ESIS.L
- 1D
- -0.53%
- 1M
- -0.85%
- YTD
- -2.90%
- 6M
- -2.91%
- 1Y
- -2.62%
- 3Y*
- -0.37%
- 5Y*
- 0.80%
- 10Y*
- —
EDM2.DE
- 1D
- -1.33%
- 1M
- 6.38%
- YTD
- 25.35%
- 6M
- 26.89%
- 1Y
- 51.19%
- 3Y*
- 20.47%
- 5Y*
- 7.74%
- 10Y*
- —
ESIS.L vs. EDM2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIS.L iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) | -2.90% | 12.15% | -6.75% | -1.03% | -2.95% | 12.22% | 2.78% |
EDM2.DE iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) | 25.35% | 26.05% | 8.42% | 2.48% | -11.40% | -2.65% | 4.02% |
Correlation
The correlation between ESIS.L and EDM2.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2020 | 0.22 |
The correlation between ESIS.L and EDM2.DE shifts across timeframes, from 0.03 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESIS.L vs. EDM2.DE — Risk / Return Rank
ESIS.L
EDM2.DE
ESIS.L vs. EDM2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L) and iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.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.
| ESIS.L | EDM2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.15 | ||
| Sortino ratioReturn per unit of downside risk | -3.96 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.54 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 4.55 | -4.74 |
| Martin ratioReturn relative to average drawdown | -0.43 | 16.29 | -16.72 |
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
| ESIS.L | EDM2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 2.95 | -3.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.46 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.51 | -0.34 |
Drawdowns
ESIS.L vs. EDM2.DE - Drawdown Comparison
The maximum ESIS.L drawdown since its inception was -17.71%, smaller than the maximum EDM2.DE drawdown of -28.07%. Use the drawdown chart below to compare losses from any high point for ESIS.L and EDM2.DE.
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Drawdown Indicators
| ESIS.L | EDM2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.71% | -28.07% | +10.36% |
Max Drawdown (1Y)Largest decline over 1 year | -13.78% | -11.19% | -2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -13.78% | -17.03% | +3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -17.71% | -25.01% | +7.30% |
Current DrawdownCurrent decline from peak | -12.86% | -2.47% | -10.39% |
Average DrawdownAverage peak-to-trough decline | -7.44% | -11.95% | +4.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.04% | 3.13% | +2.91% |
Volatility
ESIS.L vs. EDM2.DE - Volatility Comparison
The current volatility for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L) is 4.54%, while iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) has a volatility of 7.27%. This indicates that ESIS.L experiences smaller price fluctuations and is considered to be less risky than EDM2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESIS.L | EDM2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 7.27% | -2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 14.81% | -3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 17.28% | -3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.66% | 16.58% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.67% | 18.68% | -6.01% |
ESIS.L vs. EDM2.DE - Expense Ratio Comparison
Both ESIS.L and EDM2.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
ESIS.L vs. EDM2.DE - Dividend Comparison
Neither ESIS.L nor EDM2.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIS.L and EDM2.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ESIS.L and EDM2.DE have the same expense ratio: 0.18% per year.
ESIS.L is categorized as Consumer Staples Equities, while EDM2.DE is Emerging Markets Equities. ESIS.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while EDM2.DE tracks MSCI Emerging Markets ESG Enhanced Focus.
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