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ICGA.DE vs. EDM2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICGA.DE vs. EDM2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI China UCITS ETF USD Acc (ICGA.DE) and iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.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, ICGA.DE achieves a -6.86% return, which is significantly lower than EDM2.DE's 26.35% return.


ICGA.DE

1D
-0.54%
1M
-2.09%
YTD
-6.86%
6M
-8.51%
1Y
2.73%
3Y*
7.72%
5Y*
-4.32%
10Y*

EDM2.DE

1D
-1.45%
1M
6.14%
YTD
26.35%
6M
28.13%
1Y
47.21%
3Y*
20.29%
5Y*
7.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICGA.DE vs. EDM2.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ICGA.DE
iShares MSCI China UCITS ETF USD Acc
-6.86%16.64%27.28%-14.71%-15.17%-17.27%15.31%11.52%
EDM2.DE
iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc)
26.35%19.81%13.36%4.56%-16.00%4.73%7.76%7.05%

Correlation

The correlation between ICGA.DE and EDM2.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.71

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

0.78

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2019

0.81

The correlation between ICGA.DE and EDM2.DE shifts across timeframes, from 0.68 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ICGA.DE vs. EDM2.DE — Risk / Return Rank

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

ICGA.DE
ICGA.DE Risk / Return Rank: 1111
Overall Rank
ICGA.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ICGA.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
ICGA.DE Omega Ratio Rank: 1111
Omega Ratio Rank
ICGA.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
ICGA.DE Martin Ratio Rank: 1111
Martin Ratio Rank

EDM2.DE
EDM2.DE Risk / Return Rank: 8181
Overall Rank
EDM2.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EDM2.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EDM2.DE Omega Ratio Rank: 8181
Omega Ratio Rank
EDM2.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
EDM2.DE Martin Ratio Rank: 8181
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.

ICGA.DE vs. EDM2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China UCITS ETF USD Acc (ICGA.DE) 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.


ICGA.DEEDM2.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.48

Sortino ratioReturn per unit of downside risk

-3.16

Omega ratioGain probability vs. loss probability

1.04

1.48

-0.44

Calmar ratioReturn relative to maximum drawdown

0.16

4.32

-4.16

Martin ratioReturn relative to average drawdown

0.34

15.65

-15.31

ICGA.DE vs. EDM2.DE - Sharpe Ratio Comparison

The current ICGA.DE Sharpe Ratio is 0.15, which is lower than the EDM2.DE Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of ICGA.DE and EDM2.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


ICGA.DEEDM2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

2.63

-2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.45

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.49

-0.45

Drawdowns

ICGA.DE vs. EDM2.DE - Drawdown Comparison

The maximum ICGA.DE drawdown since its inception was -55.95%, which is greater than EDM2.DE's maximum drawdown of -32.32%. Use the drawdown chart below to compare losses from any high point for ICGA.DE and EDM2.DE.


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Drawdown Indicators


ICGA.DEEDM2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.95%

-32.32%

-23.63%

Max Drawdown (1Y)

Largest decline over 1 year

-16.84%

-10.88%

-5.96%

Max Drawdown (3Y)

Largest decline over 3 years

-24.41%

-19.52%

-4.89%

Max Drawdown (5Y)

Largest decline over 5 years

-49.32%

-25.43%

-23.89%

Current Drawdown

Current decline from peak

-32.56%

-2.66%

-29.90%

Average Drawdown

Average peak-to-trough decline

-28.80%

-11.10%

-17.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.08%

3.01%

+5.07%

Volatility

ICGA.DE vs. EDM2.DE - Volatility Comparison

iShares MSCI China UCITS ETF USD Acc (ICGA.DE) and iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) have volatilities of 7.19% and 7.43%, 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


ICGA.DEEDM2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

7.43%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.31%

15.11%

-1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

18.64%

17.92%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.66%

16.83%

+10.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.97%

19.13%

+7.84%

ICGA.DE vs. EDM2.DE - Expense Ratio Comparison

ICGA.DE has a 0.28% expense ratio, which is higher than EDM2.DE's 0.18% expense ratio.


Dividends

ICGA.DE vs. EDM2.DE - Dividend Comparison

Neither ICGA.DE nor EDM2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ICGA.DE and EDM2.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EDM2.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EDM2.DE is cheaper with a 0.18% expense ratio, compared with 0.28% for ICGA.DE.

ICGA.DE is categorized as China Equities, while EDM2.DE is Emerging Markets Equities. ICGA.DE tracks MSCI China, while EDM2.DE tracks MSCI Emerging Markets ESG Enhanced Focus. Their fees differ too: 0.28% for ICGA.DE and 0.18% for EDM2.DE.

Portfolio Optimizer

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