ETLS.DE vs. EDMU.DE
ETLS.DE (L&G US Equity UCITS ETF) and EDMU.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD Acc) are both Large Cap Blend Equities funds - ETLS.DE tracks the Solactive Core United States Large & Mid Cap while EDMU.DE tracks the MSCI USA ESG Enhanced Focus. Both are passively managed. Over the past 5 years, ETLS.DE returned 14.64%/yr vs 12.84%/yr for EDMU.DE. With a 0.97 correlation, they move nearly in lockstep. ETLS.DE charges 0.05%/yr vs 0.07%/yr for EDMU.DE.
Performance
ETLS.DE vs. EDMU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ETLS.DE achieves a 11.28% return, which is significantly higher than EDMU.DE's 10.40% return.
ETLS.DE
- 1D
- -0.11%
- 1M
- 5.49%
- YTD
- 11.28%
- 6M
- 11.23%
- 1Y
- 25.64%
- 3Y*
- 19.26%
- 5Y*
- 14.64%
- 10Y*
- —
EDMU.DE
- 1D
- -0.09%
- 1M
- 5.49%
- YTD
- 10.40%
- 6M
- 10.34%
- 1Y
- 23.34%
- 3Y*
- 17.44%
- 5Y*
- 12.84%
- 10Y*
- —
ETLS.DE vs. EDMU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ETLS.DE L&G US Equity UCITS ETF | 11.28% | 5.06% | 32.53% | 24.21% | -16.00% | 38.89% | 10.12% | 13.50% |
EDMU.DE iShares MSCI USA ESG Enhanced UCITS ETF USD Acc | 10.40% | 2.64% | 31.12% | 22.05% | -17.35% | 38.97% | 10.90% | 13.90% |
Correlation
The correlation between ETLS.DE and EDMU.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.97 |
The correlation between ETLS.DE and EDMU.DE has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
ETLS.DE vs. EDMU.DE — Risk / Return Rank
ETLS.DE
EDMU.DE
ETLS.DE vs. EDMU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G US Equity UCITS ETF (ETLS.DE) and iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.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.
| ETLS.DE | EDMU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.36 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 2.85 | +0.52 |
| Martin ratioReturn relative to average drawdown | 12.00 | 9.88 | +2.12 |
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
| ETLS.DE | EDMU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.95 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.82 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.83 | +0.15 |
Drawdowns
ETLS.DE vs. EDMU.DE - Drawdown Comparison
The maximum ETLS.DE drawdown since its inception was -33.98%, roughly equal to the maximum EDMU.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for ETLS.DE and EDMU.DE.
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Drawdown Indicators
| ETLS.DE | EDMU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.98% | -33.43% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -8.15% | +0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -23.68% | -24.12% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -24.12% | +0.44% |
Current DrawdownCurrent decline from peak | -0.45% | -0.41% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -5.36% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.36% | -0.23% |
Volatility
ETLS.DE vs. EDMU.DE - Volatility Comparison
L&G US Equity UCITS ETF (ETLS.DE) and iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) have volatilities of 2.76% and 2.69%, 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.
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Volatility by Period
| ETLS.DE | EDMU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 2.69% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 7.80% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 11.93% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 15.55% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 17.39% | -0.22% |
ETLS.DE vs. EDMU.DE - Expense Ratio Comparison
ETLS.DE has a 0.05% expense ratio, which is lower than EDMU.DE's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ETLS.DE vs. EDMU.DE - Dividend Comparison
Neither ETLS.DE nor EDMU.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, ETLS.DE and EDMU.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ETLS.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETLS.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for EDMU.DE.
ETLS.DE tracks Solactive Core United States Large & Mid Cap, while EDMU.DE tracks MSCI USA ESG Enhanced Focus. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.05% for ETLS.DE and 0.07% for EDMU.DE.
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