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iShares MSCI World ESG Enhanced CTB UCITS ETF USD ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
IE00BG11HV38
Issuer
iShares
Inception Date
Sep 13, 2021
Leveraged
1x (No leverage)
Index Tracked
MSCI World ESG Enhanced Focus CTB Index
Domicile
Ireland
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc (EEWD.L) has returned -5.86% so far this year and 17.05% over the past 12 months.


iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc

1D
0.51%
1M
-7.60%
YTD
-5.86%
6M
-1.89%
1Y
17.05%
3Y*
15.09%
5Y*
8.56%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 12, 2019, EEWD.L's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, your investment would double in approximately 5.7 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +12.5%, while the worst month was Mar 2020 at -10.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, EEWD.L closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.9%, while the worst single day was Mar 12, 2020 at -10.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.30%0.58%-7.60%-5.86%
20253.17%-3.02%-4.16%1.15%6.75%3.93%1.84%1.70%2.64%2.51%0.05%1.61%19.23%
20241.10%3.31%3.20%-3.62%2.85%3.86%1.62%2.00%2.31%-1.98%4.72%-2.03%18.35%
20236.66%-1.69%2.37%1.50%-0.91%6.09%3.30%-2.31%-4.52%-3.94%9.83%5.80%23.17%
2022-6.89%-2.01%3.14%-7.75%-2.02%-8.37%7.49%-3.68%-8.16%5.03%4.82%-2.23%-20.23%
2021-0.18%2.23%3.37%4.41%1.99%1.12%1.91%2.70%-3.54%4.72%-1.66%3.90%22.70%

Benchmark Metrics

iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc has an annualized alpha of 5.17%, beta of 0.52, and R² of 0.35 versus S&P 500 Index. Calculated based on daily prices since March 13, 2019.

  • This ETF participated in 96.17% of S&P 500 Index downside but only 92.19% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.52 may look defensive, but with R² of 0.35 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 0.35 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
5.17%
Beta
0.52
0.35
Upside Capture
92.19%
Downside Capture
96.17%

Expense Ratio

EEWD.L has an expense ratio of 0.20%, which is considered low.


Return for Risk

Risk / Return Rank

EEWD.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.


EEWD.L Risk / Return Rank: 5757
Overall Rank
EEWD.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EEWD.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
EEWD.L Omega Ratio Rank: 5959
Omega Ratio Rank
EEWD.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
EEWD.L Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc (EEWD.L) and compare them to a chosen benchmark (S&P 500 Index).


EEWD.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.90

+0.20

Sortino ratio

Return per unit of downside risk

1.57

1.39

+0.19

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.29

1.40

-0.10

Martin ratio

Return relative to average drawdown

6.32

6.61

-0.29

Explore EEWD.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc provided a 1.26% dividend yield over the last twelve months, with an annual payout of $0.12 per share. The fund has been increasing its distributions for 6 consecutive years.


1.20%1.30%1.40%1.50%1.60%1.70%1.80%$0.00$0.02$0.04$0.06$0.08$0.10$0.122019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.12$0.12$0.12$0.12$0.11$0.10$0.09$0.08

Dividend yield

1.26%1.19%1.39%1.59%1.82%1.29%1.35%1.47%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.05$0.12
2024$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.05$0.12
2023$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.05$0.12
2022$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.05$0.11
2021$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.05$0.10

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 World ESG Enhanced CTB 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 World ESG Enhanced CTB UCITS ETF USD Inc was 33.48%, occurring on Mar 23, 2020. Recovery took 98 trading sessions.

The current iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc drawdown is 8.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.48%Feb 20, 202023Mar 23, 202098Aug 12, 2020121
-27.9%Dec 31, 2021196Oct 12, 2022335Feb 9, 2024531
-17%Feb 18, 202535Apr 7, 202527May 19, 202562
-8.67%Feb 11, 202633Mar 27, 2026
-7.67%Jul 15, 202416Aug 5, 202414Aug 23, 202430

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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