500P.L vs. EEUD.L
Compare and contrast key facts about Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) and iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L).
500P.L and EEUD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 500P.L is a passively managed fund by Franklin that tracks the performance of the S&P 500 Net Zero 2050 Paris-Aligned ESG Index. It was launched on Jul 29, 2020. EEUD.L is a passively managed fund by BlackRock that tracks the performance of the MSCI Europe NR EUR. It was launched on Mar 6, 2019. Both 500P.L and EEUD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
500P.L vs. EEUD.L - Performance Comparison
Loading graphics...
500P.L vs. EEUD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
500P.L Franklin S&P 500 Paris Aligned Climate UCITS ETF | -6.34% | 7.74% | 28.94% | 23.30% | -12.86% | 34.04% | 11.40% |
EEUD.L iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) | 1.20% | 23.28% | 3.38% | 13.27% | -6.77% | 17.17% | 12.16% |
Returns By Period
In the year-to-date period, 500P.L achieves a -6.34% return, which is significantly lower than EEUD.L's 1.20% return.
500P.L
- 1D
- 1.60%
- 1M
- -3.81%
- YTD
- -6.34%
- 6M
- -3.44%
- 1Y
- 8.99%
- 3Y*
- 14.95%
- 5Y*
- 11.95%
- 10Y*
- —
EEUD.L
- 1D
- 2.36%
- 1M
- -4.73%
- YTD
- 1.20%
- 6M
- 6.74%
- 1Y
- 17.75%
- 3Y*
- 11.03%
- 5Y*
- 9.15%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
500P.L vs. EEUD.L - Expense Ratio Comparison
500P.L has a 0.07% expense ratio, which is lower than EEUD.L's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
500P.L vs. EEUD.L — Risk / Return Rank
500P.L
EEUD.L
500P.L vs. EEUD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) and iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 500P.L | EEUD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 1.26 | -0.67 |
Sortino ratioReturn per unit of downside risk | 0.90 | 1.68 | -0.78 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.25 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 1.63 | -0.81 |
Martin ratioReturn relative to average drawdown | 2.70 | 6.21 | -3.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| 500P.L | EEUD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 1.26 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.66 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.59 | +0.32 |
Correlation
The correlation between 500P.L and EEUD.L is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
500P.L vs. EEUD.L - Dividend Comparison
500P.L has not paid dividends to shareholders, while EEUD.L's dividend yield for the trailing twelve months is around 2.51%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
500P.L Franklin S&P 500 Paris Aligned Climate UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EEUD.L iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) | 2.51% | 2.54% | 2.94% | 2.76% | 2.92% | 2.30% | 1.92% | 2.72% |
Drawdowns
500P.L vs. EEUD.L - Drawdown Comparison
The maximum 500P.L drawdown since its inception was -20.32%, smaller than the maximum EEUD.L drawdown of -27.37%. Use the drawdown chart below to compare losses from any high point for 500P.L and EEUD.L.
Loading graphics...
Drawdown Indicators
| 500P.L | EEUD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.32% | -27.37% | +7.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -11.10% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -20.32% | -18.30% | -2.02% |
Current DrawdownCurrent decline from peak | -8.52% | -6.97% | -1.55% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -4.06% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.92% | +0.40% |
Volatility
500P.L vs. EEUD.L - Volatility Comparison
The current volatility for Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) is 3.78%, while iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L) has a volatility of 5.86%. This indicates that 500P.L experiences smaller price fluctuations and is considered to be less risky than EEUD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| 500P.L | EEUD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 5.86% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.28% | 9.46% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.35% | 14.08% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 13.85% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.18% | 15.66% | -0.48% |