The bulk modulus of rubber materials is typically several orders of magnitude larger than their shear modulus. This immense difference between the resistance against volumetric compression and against isochoric distortion leads to a nearly incompressible behaviour and causes enormous hydrostatic stresses in case of highly confined deformations. Hence, a detailed understanding and an exact determination of the volumetric behaviour are essential. This contribution presents experimental studies on the mechanical behaviour of EPDM rubbers considering several amounts of carbon black and sulphur as well as various cure times. Using uniaxial tensile and confined compression tests, deviatoric and hydrostatic stress states are created and analysed. The confined compression set-up is proven to be suitable by analytical approaches and experiments with different specimen height. Furthermore, several volumetric strain energy densities are fitted to experimental data.