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EXH9.DE vs. EDMW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXH9.DE vs. EDMW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.DE) and iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXH9.DE achieves a 12.41% return, which is significantly higher than EDMW.DE's 10.19% return.


EXH9.DE

1D
-0.18%
1M
-3.20%
YTD
12.41%
6M
13.56%
1Y
25.76%
3Y*
16.47%
5Y*
11.76%
10Y*
10.74%

EDMW.DE

1D
0.06%
1M
4.92%
YTD
10.19%
6M
10.70%
1Y
22.10%
3Y*
16.27%
5Y*
11.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXH9.DE vs. EDMW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EXH9.DE
iShares STOXX Europe 600 Utilities UCITS ETF (DE)
12.41%33.92%1.25%13.58%-7.50%8.84%10.88%19.48%
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%

Correlation

The correlation between EXH9.DE and EDMW.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2019

0.42

Over the past year, the correlation between EXH9.DE and EDMW.DE has dropped to 0.21 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

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Return for Risk

EXH9.DE vs. EDMW.DE — Risk / Return Rank

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

EXH9.DE
EXH9.DE Risk / Return Rank: 5555
Overall Rank
EXH9.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EXH9.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
EXH9.DE Omega Ratio Rank: 5252
Omega Ratio Rank
EXH9.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
EXH9.DE Martin Ratio Rank: 5656
Martin Ratio Rank

EDMW.DE
EDMW.DE Risk / Return Rank: 6161
Overall Rank
EDMW.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EDMW.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
EDMW.DE Omega Ratio Rank: 6060
Omega Ratio Rank
EDMW.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
EDMW.DE Martin Ratio Rank: 6767
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.

EXH9.DE vs. EDMW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.DE) and iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.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.


EXH9.DEEDMW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.32

1.36

-0.04

Calmar ratioReturn relative to maximum drawdown

3.44

3.07

+0.38

Martin ratioReturn relative to average drawdown

9.54

12.11

-2.57

EXH9.DE vs. EDMW.DE - Sharpe Ratio Comparison

The current EXH9.DE Sharpe Ratio is 1.74, which is comparable to the EDMW.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of EXH9.DE and EDMW.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.


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Sharpe Ratios by Period


EXH9.DEEDMW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

1.93

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.80

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.78

-0.36

Drawdowns

EXH9.DE vs. EDMW.DE - Drawdown Comparison

The maximum EXH9.DE drawdown since its inception was -51.33%, which is greater than EDMW.DE's maximum drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for EXH9.DE and EDMW.DE.


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Drawdown Indicators


EXH9.DEEDMW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.33%

-33.12%

-18.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.45%

-7.18%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-13.67%

-21.20%

+7.53%

Max Drawdown (5Y)

Largest decline over 5 years

-22.71%

-21.20%

-1.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.21%

Current Drawdown

Current decline from peak

-5.32%

-0.32%

-5.00%

Average Drawdown

Average peak-to-trough decline

-16.67%

-5.12%

-11.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

1.82%

+0.87%

Volatility

EXH9.DE vs. EDMW.DE - Volatility Comparison

iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.DE) has a higher volatility of 5.89% compared to iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) at 2.75%. This indicates that EXH9.DE's price experiences larger fluctuations and is considered to be riskier than EDMW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXH9.DEEDMW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

2.75%

+3.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

7.83%

+5.06%

Volatility (1Y)

Calculated over the trailing 1-year period

14.75%

11.41%

+3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

14.23%

+1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

16.27%

+0.76%

EXH9.DE vs. EDMW.DE - Expense Ratio Comparison

EXH9.DE has a 0.47% expense ratio, which is higher than EDMW.DE's 0.20% expense ratio.


Dividends

EXH9.DE vs. EDMW.DE - Dividend Comparison

EXH9.DE's dividend yield for the trailing twelve months is around 2.61%, while EDMW.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
EXH9.DE
iShares STOXX Europe 600 Utilities UCITS ETF (DE)
2.61%2.96%3.27%3.47%3.33%3.11%2.36%3.41%3.31%6.56%4.89%4.62%

Frequently Asked Questions


EXH9.DE and EDMW.DE have a correlation of 0.21, 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 0.47% for EXH9.DE.

EXH9.DE is categorized as Utilities Equities, while EDMW.DE is Global Equities. EXH9.DE tracks STOXX® Europe 600 Utilities, while EDMW.DE tracks MSCI World ESG Enhanced Focus. Their fees differ too: 0.47% for EXH9.DE and 0.20% for EDMW.DE.

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