SGAS.DE vs. EDMU.DE
Compare and contrast key facts about iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) and iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE).
SGAS.DE and EDMU.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGAS.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Screened. It was launched on Oct 19, 2018. EDMU.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Enhanced Focus. It was launched on Apr 16, 2019. Both SGAS.DE and EDMU.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SGAS.DE vs. EDMU.DE - Performance Comparison
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SGAS.DE vs. EDMU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | -4.42% | 5.13% | 33.97% | 26.37% | -17.05% | 39.63% | 10.62% | 13.82% |
EDMU.DE iShares MSCI USA ESG Enhanced UCITS ETF USD Acc | -4.29% | 2.64% | 31.12% | 22.05% | -17.35% | 38.97% | 10.90% | 13.90% |
Returns By Period
The year-to-date returns for both investments are quite close, with SGAS.DE having a -4.42% return and EDMU.DE slightly higher at -4.29%.
SGAS.DE
- 1D
- 2.08%
- 1M
- -3.07%
- YTD
- -4.42%
- 6M
- -1.30%
- 1Y
- 10.50%
- 3Y*
- 16.87%
- 5Y*
- 12.06%
- 10Y*
- —
EDMU.DE
- 1D
- 1.70%
- 1M
- -3.45%
- YTD
- -4.29%
- 6M
- -1.67%
- 1Y
- 7.84%
- 3Y*
- 14.41%
- 5Y*
- 10.05%
- 10Y*
- —
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SGAS.DE vs. EDMU.DE - Expense Ratio Comparison
Both SGAS.DE and EDMU.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
SGAS.DE vs. EDMU.DE — Risk / Return Rank
SGAS.DE
EDMU.DE
SGAS.DE vs. EDMU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.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.
| SGAS.DE | EDMU.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.45 | +0.13 |
Sortino ratioReturn per unit of downside risk | 0.89 | 0.72 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.10 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 0.90 | +0.33 |
Martin ratioReturn relative to average drawdown | 3.96 | 3.01 | +0.95 |
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
| SGAS.DE | EDMU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.45 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.64 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.71 | +0.10 |
Correlation
The correlation between SGAS.DE and EDMU.DE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SGAS.DE vs. EDMU.DE - Dividend Comparison
Neither SGAS.DE nor EDMU.DE has paid dividends to shareholders.
Drawdowns
SGAS.DE vs. EDMU.DE - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.55%, roughly equal to the maximum EDMU.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and EDMU.DE.
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Drawdown Indicators
| SGAS.DE | EDMU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -33.43% | -0.12% |
Max Drawdown (1Y)Largest decline over 1 year | -13.73% | -13.73% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -24.12% | -0.54% |
Current DrawdownCurrent decline from peak | -6.29% | -6.17% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -5.47% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.61% | +0.03% |
Volatility
SGAS.DE vs. EDMU.DE - Volatility Comparison
iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) has a higher volatility of 4.20% compared to iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) at 3.81%. This indicates that SGAS.DE's price experiences larger fluctuations and is considered to be riskier than EDMU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGAS.DE | EDMU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 3.81% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 8.89% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 17.43% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 15.59% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 17.52% | +0.21% |