SXRU.DE vs. EDMU.DE
SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) and EDMU.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD Acc) are both Large Cap Blend Equities funds from iShares - SXRU.DE tracks the Dow Jones Industrial Average while EDMU.DE tracks the MSCI USA ESG Enhanced Focus. Both are passively managed. Over the past 5 years, SXRU.DE returned 10.67%/yr vs 12.84%/yr for EDMU.DE. Their correlation of 0.86 suggests significant overlap in exposure. SXRU.DE charges 0.33%/yr vs 0.07%/yr for EDMU.DE.
Performance
SXRU.DE vs. EDMU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRU.DE achieves a 8.17% return, which is significantly lower than EDMU.DE's 10.40% return.
SXRU.DE
- 1D
- 1.22%
- 1M
- 4.78%
- YTD
- 8.17%
- 6M
- 8.26%
- 1Y
- 20.63%
- 3Y*
- 13.55%
- 5Y*
- 10.67%
- 10Y*
- 12.56%
EDMU.DE
- 1D
- -0.09%
- 1M
- 4.59%
- YTD
- 10.40%
- 6M
- 9.74%
- 1Y
- 23.04%
- 3Y*
- 17.44%
- 5Y*
- 12.84%
- 10Y*
- —
SXRU.DE vs. EDMU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 8.17% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | -1.58% | 9.94% |
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 SXRU.DE and EDMU.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.86 |
The correlation between SXRU.DE and EDMU.DE has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.
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Return for Risk
SXRU.DE vs. EDMU.DE — Risk / Return Rank
SXRU.DE
EDMU.DE
SXRU.DE vs. EDMU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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.
| SXRU.DE | EDMU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.36 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 2.85 | -0.07 |
| Martin ratioReturn relative to average drawdown | 9.23 | 9.88 | -0.65 |
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
| SXRU.DE | EDMU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.95 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.82 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.83 | -0.17 |
Drawdowns
SXRU.DE vs. EDMU.DE - Drawdown Comparison
The maximum SXRU.DE drawdown since its inception was -36.09%, which is greater than EDMU.DE's maximum drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for SXRU.DE and EDMU.DE.
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Drawdown Indicators
| SXRU.DE | EDMU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.09% | -33.43% | -2.66% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -8.15% | +0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -24.12% | +2.99% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -24.12% | +2.99% |
Max Drawdown (10Y)Largest decline over 10 years | -36.09% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.41% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -5.36% | -0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.36% | -0.15% |
Volatility
SXRU.DE vs. EDMU.DE - Volatility Comparison
iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) has a higher volatility of 2.91% compared to iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) at 2.69%. This indicates that SXRU.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
| SXRU.DE | EDMU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 2.69% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 7.80% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 11.93% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 15.55% | -1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 17.39% | -1.38% |
SXRU.DE vs. EDMU.DE - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is higher than EDMU.DE's 0.07% expense ratio.
Dividends
SXRU.DE vs. EDMU.DE - Dividend Comparison
Neither SXRU.DE nor EDMU.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRU.DE and EDMU.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDMU.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDMU.DE is cheaper with a 0.07% expense ratio, compared with 0.33% for SXRU.DE.
SXRU.DE tracks Dow Jones Industrial Average, while EDMU.DE tracks MSCI USA ESG Enhanced Focus. Their fees differ too: 0.33% for SXRU.DE and 0.07% for EDMU.DE.
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