Opinions will vary, but for me it's a no-brainer - HD 25 all the way. That's the short answer.
And I believe that based on my experience at any given price-point, headphones will always be better than equally-priced canalphones in terms of sound quality alone. Certainly, some people might disagree.
To adress some of your points:
1.Isolation/comfort
Both should be a lot better with IEMs.
2.no sibilance/hiss
The HD 25 is more sibilant.
3.Details
Depends. I find the HD 25 to be pretty detailed even though the Ety ER-4S will be better in this regard. This shouldn't a deciding factor.
4.Soundstage
I much prefer the full sound coming from the HD 25 even if the Shure E4 or Ety ER-4S both produce a more refined soundstage.
5.Neutrality
HD 25 and Shure E4 and Ety ER-4S are all pretty neutral.
In any case, ask yourself if you need bass, if you need to take of your headphones on a regular basis (e.g. when crossing a street, etc.), whether you want to throw your headphones in the bag without carefully putting them together, whether you want to spend time untangling your IEMs from its chord, etc.
I even sold my Shure E500 to keep the HD 25 simply because I feel that the HD 25 sounds better - more bass and a fuller sound - both being very important points to me - while providing plenty of detail for me to be satisfied while on the go. And it's a lot more convenient to use than IEMs when commuting or walking in the city. And the HD 25 has more style than the K81 or K181. The problem is that the Hd 25 doesn't go well with a suit, which is when I have to use Apple earbuds. As you can read from my comments. it's a very personal choice but after trying almost all canalphones and closed headphones for under $500, the Hd 25 is what stayed. It's really a matter of what you need and do consider functionality. Before embarking on the headphone journey, I could have saved myself a lot time, trouble and money if I knew what I needed a little better in beforehand. On the other hand, some of these things you only discover along the way.