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iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.L) Sharpe Ratio: 1.71

ETF · Currency in USD · Last updated Jul 16, 2026

The iShares MSCI USA CTB Enhanced ESG UCITS ETF provides diversified exposure to U.S. equities while applying ESG exclusions and climate-transition objectives. It physically tracks the MSCI USA ESG Enhanced CTB Index and distributes income semi-annually.

EEDS.L's Sharpe Ratio of 1.71 indicates that for each unit of volatility, it generates 1.71 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

EEDS.L Sharpe Ratio Rank

EEDS.L Sharpe Ratio Rank: 64.564
Above Average

EEDS.L ranks above 64.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

EEDS.L Sharpe Ratio Market Positioning

The chart shows EEDS.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.89
  • Green zone (top 25%): 1.89 or higher
  • Top 1%: 6.47+
  • Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist)'s Sharpe Ratio with other ETFs in the Large Cap Blend Equities, ESG category across multiple time periods, showing how EEDS.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SMH.LVanEck Semiconductor UCITS ETF3.35
XWEV.LXtrackers MSCI World Value ESG UCITS ETF 1C2.65
IQSS.LInvesco Global Active ESG Equity UCITS ETF USD Acc2.60
S5EE.LUBS S&P 500 ESG Elite UCITS ETF USD acc2.46
HSUS.LHSBC USA Sustainable Equity UCITS ETF USD2.44
USFM.LUBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis2.38
V3PB.LVanguard ESG Developed Asia Pacific All Cap UCITS ETF USD Accumulating2.26
IQSA.LInvesco Global Active ESG Equity UCITS ETF USD Acc2.21
FLXU.LFranklin LibertyQ U.S. Equity UCITS ETF2.10
FUQA.LFidelity US Quality Income ETF Acc2.08
EEDS.LiShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist)1.71

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EEDS.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EEDS.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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