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CACX.L vs. IEDL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CACX.L vs. IEDL.L

Last updated Jun 5, 2026

CACX.L (Lyxor CAC 40 (DR) UCITS ETF - Dist) and IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) are both Europe Equities funds - CACX.L tracks the Euronext Paris CAC 40 NR EUR while IEDL.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, CACX.L returned 8.00%/yr vs 14.62%/yr for IEDL.L. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.

Performance

CACX.L vs. IEDL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CACX.L is traded in GBp, while IEDL.L is traded in EUR. To make them comparable, the IEDL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CACX.L achieves a 2.53% return, which is significantly lower than IEDL.L's 13.19% return.

CACX.L

1D
0.84%
1M
3.20%
YTD
2.53%
6M
2.64%
1Y
11.49%
3Y*
7.70%
5Y*
8.00%
10Y*
10.55%

IEDL.L

1D
0.03%
1M
4.86%
YTD
13.19%
6M
15.86%
1Y
36.33%
3Y*
21.75%
5Y*
14.62%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CACX.L vs. IEDL.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
CACX.L
Lyxor CAC 40 (DR) UCITS ETF - Dist		2.53%19.60%-4.39%16.83%-0.56%22.14%0.79%23.85%-7.31%
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		13.19%42.22%5.44%11.24%1.22%19.20%-3.60%14.87%-10.37%

Correlation

The correlation between CACX.L and IEDL.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2018

0.86

The correlation between CACX.L and IEDL.L has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

CACX.L vs. IEDL.L - Sectors Allocation Comparison

Sectors
CACX.L
IEDL.L

Industrials

34.9%
17.0%

Financial Services

15.4%
22.6%

Consumer Cyclical

14.9%
6.2%

Energy

9.6%
5.1%

Healthcare

9.5%
12.3%

Consumer Defensive

5.0%
8.6%

Technology

4.0%
12.2%

Communication Services

3.2%
3.7%

Basic Materials

2.4%
6.2%

Real Estate

0.7%
0.6%

Utilities

0.5%
4.5%

Industrials

CACX.L
34.9%
IEDL.L
17.0%

Financial Services

CACX.L
15.4%
IEDL.L
22.6%

Consumer Cyclical

CACX.L
14.9%
IEDL.L
6.2%

Energy

CACX.L
9.6%
IEDL.L
5.1%

Healthcare

CACX.L
9.5%
IEDL.L
12.3%

Consumer Defensive

CACX.L
5.0%
IEDL.L
8.6%

Technology

CACX.L
4.0%
IEDL.L
12.2%

Communication Services

CACX.L
3.2%
IEDL.L
3.7%

Basic Materials

CACX.L
2.4%
IEDL.L
6.2%

Real Estate

CACX.L
0.7%
IEDL.L
0.6%

Utilities

CACX.L
0.5%
IEDL.L
4.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Lyxor CAC 40 (DR) UCITS ETF - Dist

iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)

Often compared with CACX.L:
CACX.L vs. SPYCACX.L vs. AI.PACACX.L vs. XDAX.LCACX.L vs. QQQCACX.L vs. V50A.DECACX.L vs. BRK-BCACX.L vs. VOO
Often compared with IEDL.L:
IEDL.L vs. S7XP.LIEDL.L vs. XHYG.DEIEDL.L vs. MVEW.DEIEDL.L vs. T3KE.DEIEDL.L vs. EUMD.LIEDL.L vs. CNX1.LIEDL.L vs. VEUR.L

Return for Risk

CACX.L vs. IEDL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CACX.L
CACX.L Risk / Return Rank: 2323
Overall Rank
CACX.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CACX.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
CACX.L Omega Ratio Rank: 2424
Omega Ratio Rank
CACX.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
CACX.L Martin Ratio Rank: 2323
Martin Ratio Rank
IEDL.L
IEDL.L Risk / Return Rank: 7272
Overall Rank
IEDL.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IEDL.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
IEDL.L Omega Ratio Rank: 7575
Omega Ratio Rank
IEDL.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IEDL.L Martin Ratio Rank: 6868
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.

CACX.L vs. IEDL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.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.

CACX.LIEDL.LDifference
Sharpe ratioReturn per unit of total volatility
0.79
2.68

-1.89

Sortino ratioReturn per unit of downside risk
1.18
3.61

-2.43

Omega ratioGain probability vs. loss probability

1.15

1.48

-0.33

Calmar ratioReturn relative to maximum drawdown

0.97

3.43

-2.46

Martin ratioReturn relative to average drawdown

2.95

12.68

-9.74

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CACX.L vs. IEDL.L - Sharpe Ratio Comparison

The current CACX.L Sharpe Ratio is 0.79, which is lower than the IEDL.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of CACX.L and IEDL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

CACX.LIEDL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

2.68

-1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.95

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.59

-0.07

Drawdowns

CACX.L vs. IEDL.L - Drawdown Comparison

The maximum CACX.L drawdown since its inception was -32.83%, roughly equal to the maximum IEDL.L drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for CACX.L and IEDL.L.

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Drawdown Indicators

CACX.LIEDL.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.83%

-34.37%

+1.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-10.54%

-1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-14.77%

-16.23%

+1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-19.36%

-16.28%

-3.08%

Max Drawdown (10Y)

Largest decline over 10 years

-32.83%

—

—

Current Drawdown

Current decline from peak

-3.61%

-0.80%

-2.81%

Average Drawdown

Average peak-to-trough decline

-5.30%

-5.72%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

2.86%

+1.03%

Volatility

CACX.L vs. IEDL.L - Volatility Comparison

Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) have volatilities of 4.87% and 4.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CACX.LIEDL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

4.75%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.20%

11.06%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.50%

13.48%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

15.30%

+1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

17.59%

+0.03%

CACX.L vs. IEDL.L - Expense Ratio Comparison

Both CACX.L and IEDL.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

CACX.L vs. IEDL.L - Dividend Comparison

CACX.L's dividend yield for the trailing twelve months is around 2.83%, less than IEDL.L's 3.01% yield.

PositionTTM20252024202320222021202020192018201720162015
CACX.L
Lyxor CAC 40 (DR) UCITS ETF - Dist		2.83%2.90%3.00%2.78%2.54%1.95%1.66%3.03%3.70%2.94%3.49%3.46%
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		3.01%3.44%4.22%4.76%4.23%3.56%2.32%3.86%3.19%0.00%0.00%0.00%

Frequently Asked Questions

CACX.L and IEDL.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CACX.L and IEDL.L have the same expense ratio: 0.25% per year.

CACX.L tracks Euronext Paris CAC 40 NR EUR, while IEDL.L tracks MSCI Europe Value NR EUR. They also come from different issuers: Amundi and iShares.

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