- Issuer
- iShares
- Inception Date
- Oct 22, 2019
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- iShares MSCI EM CTB Enhanced ESG UCITS ETF USD Inc
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
EEDM.L Performance Chart
iShares MSCI EM CTB Enhanced ESG UCITS ETF USD Inc (EEDM.L) is up 18.0% since the beginning of the year. EEDM.L is currently trading at $8 per share. Investors who bought $1,000 worth of EEDM.L shares 5 years ago would now be looking at an investment worth $1,347.
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Returns By Period
iShares MSCI EM CTB Enhanced ESG UCITS ETF USD Inc (EEDM.L) has returned 17.95% so far this year and 33.86% over the past 12 months.
iShares MSCI EM CTB Enhanced ESG UCITS ETF USD Inc
- 1D
- -0.97%
- 1M
- -7.35%
- 6M
- 12.82%
- YTD
- 17.95%
- 1Y
- 33.86%
- 3Y*
- 19.43%
- 5Y*
- 6.14%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.38%
- 1M
- 0.24%
- 6M
- 9.32%
- YTD
- 10.62%
- 1Y
- 21.28%
- 3Y*
- 18.90%
- 5Y*
- 11.84%
- 10Y*
- 13.36%
EEDM.L Monthly Returns History
Based on dividend-adjusted daily data since Oct 24, 2019, EEDM.L's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.
Historically, 57% of months were positive and 43% were negative. The best month was Apr 2026 with a return of +14.5%, while the worst month was Mar 2020 at -14.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, EEDM.L closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +8.2%, while the worst single day was Mar 18, 2020 at -6.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.78% | 5.31% | -11.90% | 14.54% | 8.59% | 0.16% | -5.32% | 17.95% | |||||
| 2025 | 2.14% | 0.57% | 0.76% | 1.13% | 5.03% | 6.98% | 1.34% | 2.15% | 6.96% | 3.18% | -1.47% | 2.34% | 35.48% |
| 2024 | -4.67% | 3.62% | 2.26% | -0.20% | 1.01% | 4.19% | 0.97% | 1.34% | 6.24% | -4.09% | -2.23% | -1.33% | 6.70% |
| 2023 | 8.58% | -7.31% | 3.20% | -1.65% | -2.31% | 5.05% | 5.99% | -6.82% | -3.14% | -4.10% | 8.33% | 3.84% | 8.18% |
| 2022 | -1.48% | -3.66% | -2.07% | -6.17% | 0.00% | -6.23% | -0.40% | -1.42% | -11.96% | -1.64% | 14.29% | -1.45% | -21.69% |
| 2021 | 3.13% | -0.45% | -0.30% | 1.22% | 2.11% | 1.18% | -5.88% | 1.88% | -3.37% | 0.63% | -4.26% | 1.69% | -2.85% |
Benchmark Metrics
iShares MSCI EM CTB Enhanced ESG UCITS ETF USD Inc has an annualized alpha of 2.25%, beta of 0.50, and R2 of 0.23 versus S&P 500 Index. Calculated based on daily prices since October 24, 2019.
- This ETF participated in 90.33% of S&P 500 Index downside but only 70.32% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.50 may look defensive, but with R2 of 0.23 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.23 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 2.25%
- Beta
- 0.50
- R²
- 0.23
- Upside Capture
- 70.32%
- Downside Capture
- 90.33%
Expense Ratio
EEDM.L has an expense ratio of 0.18%, which is considered low.
Return for Risk
Risk / Return Rank
EEDM.L ranks 57 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI EM CTB Enhanced ESG UCITS ETF USD Inc (EEDM.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EEDM.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 2.35 | +0.15 |
| Martin ratioReturn relative to average drawdown | 7.99 | 10.19 | -2.20 |
Dividends
Dividend History
iShares MSCI EM CTB Enhanced ESG UCITS ETF USD Inc provided a 1.65% dividend yield over the last twelve months, with an annual payout of $0.13 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.13 | $0.13 | $0.12 | $0.12 | $0.12 | $0.12 | $0.10 | $0.00 |
Dividend yield | 1.65% | 1.89% | 2.37% | 2.37% | 2.59% | 1.97% | 1.54% | 0.05% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI EM CTB Enhanced ESG UCITS ETF USD Inc. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.07 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.13 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.12 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.12 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.12 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.12 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares MSCI EM CTB Enhanced ESG UCITS ETF USD Inc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares MSCI EM CTB Enhanced ESG UCITS ETF USD Inc was 40.90%, occurring on Oct 24, 2022. Recovery took 729 trading sessions.
The current iShares MSCI EM CTB Enhanced ESG UCITS ETF USD Inc drawdown is 9.31%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-40.90%Oct 2022 | 1y 8mo | 2y 10mo | 4y 7moFeb 2021 - Sep 2025 | Bear market2022 |
-34.41%Mar 2020 | 2mo 3d | 6mo 20d | 8mo 23dJan 2020 - Oct 2020 | COVID crash2020 |
-13.41%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 | — |
-9.31%Jul 2026 | 23d | — | 23dJun 2026 - now | — |
-7.78%Jun 2026 | 7d | 8d | 15dJun 2026 - Jun 2026 | — |
Drawdown Indicators
| EEDM.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.90% | -56.78% | +15.88% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -9.10% | -4.31% |
Max Drawdown (3Y)Largest decline over 3 years | -16.97% | -18.90% | +1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -36.39% | -25.43% | -10.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -9.31% | -0.49% | -8.82% |
Average DrawdownAverage peak-to-trough decline | -16.32% | -10.70% | -5.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 2.09% | +2.11% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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