EEDG.L vs. CAPU.L
EEDG.L (iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)) and CAPU.L (Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from iShares and Natixis respectively. Both are passively managed. Over the past 5 years, EEDG.L returned 13.00%/yr vs 9.85%/yr for CAPU.L. Their correlation of 0.87 suggests significant overlap in exposure. EEDG.L charges 0.07%/yr vs 0.65%/yr for CAPU.L.
Performance
EEDG.L vs. CAPU.L - Performance Comparison
Loading charts...
Different Trading Currencies
EEDG.L is traded in GBP, while CAPU.L is traded in GBp. To make them comparable, the CAPU.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, EEDG.L achieves a 9.66% return, which is significantly higher than CAPU.L's 0.18% return.
EEDG.L
- 1D
- 0.11%
- 1M
- 5.75%
- YTD
- 9.66%
- 6M
- 9.44%
- 1Y
- 26.73%
- 3Y*
- 17.59%
- 5Y*
- 13.00%
- 10Y*
- —
CAPU.L
- 1D
- 1.36%
- 1M
- 0.71%
- YTD
- 0.18%
- 6M
- 1.00%
- 1Y
- 7.97%
- 3Y*
- 9.40%
- 5Y*
- 9.85%
- 10Y*
- 14.30%
EEDG.L vs. CAPU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EEDG.L iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 9.66% | 7.08% | 26.20% | 19.31% | -12.31% | 29.41% | 22.46% |
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust | 0.18% | 1.73% | 17.90% | 21.81% | -5.24% | 29.62% | 24.01% |
Correlation
The correlation between EEDG.L and CAPU.L is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2020 | 0.87 |
Over the past year, the correlation between EEDG.L and CAPU.L has dropped to 0.59 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EEDG.L vs. CAPU.L — Risk / Return Rank
EEDG.L
CAPU.L
EEDG.L vs. CAPU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.L) and Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.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.
| EEDG.L | CAPU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.61 | ||
| Sortino ratioReturn per unit of downside risk | +2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.15 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 1.02 | +2.06 |
| Martin ratioReturn relative to average drawdown | 10.58 | 3.06 | +7.52 |
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 charts...
Sharpe Ratios by Period
| EEDG.L | CAPU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.46 | 0.85 | +1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.72 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.90 | +0.15 |
Drawdowns
EEDG.L vs. CAPU.L - Drawdown Comparison
The maximum EEDG.L drawdown since its inception was -21.95%, smaller than the maximum CAPU.L drawdown of -26.39%. Use the drawdown chart below to compare losses from any high point for EEDG.L and CAPU.L.
Loading charts...
Drawdown Indicators
| EEDG.L | CAPU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.95% | -26.39% | +4.44% |
Max Drawdown (1Y)Largest decline over 1 year | -8.65% | -7.76% | -0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -21.95% | -15.35% | -6.60% |
Max Drawdown (5Y)Largest decline over 5 years | -21.95% | -15.35% | -6.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.39% | — |
Current DrawdownCurrent decline from peak | -0.15% | -4.14% | +3.99% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -3.57% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.60% | -0.08% |
Volatility
EEDG.L vs. CAPU.L - Volatility Comparison
The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.L) is 2.65%, while Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) has a volatility of 3.36%. This indicates that EEDG.L experiences smaller price fluctuations and is considered to be less risky than CAPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EEDG.L | CAPU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 3.36% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 7.17% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.81% | 9.32% | +1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.67% | 13.58% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 15.60% | -0.40% |
EEDG.L vs. CAPU.L - Expense Ratio Comparison
EEDG.L has a 0.07% expense ratio, which is lower than CAPU.L's 0.65% expense ratio.
Dividends
EEDG.L vs. CAPU.L - Dividend Comparison
EEDG.L's dividend yield for the trailing twelve months is around 0.81%, while CAPU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EEDG.L iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 0.81% | 0.88% | 0.99% | 1.15% | 1.39% | 1.00% | 1.30% |
Frequently Asked Questions
EEDG.L and CAPU.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEDG.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEDG.L is cheaper with a 0.07% expense ratio, compared with 0.65% for CAPU.L.
Both ETFs track Russell 1000 TR USD. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.07% for EEDG.L and 0.65% for CAPU.L.
Find the right allocation for EEDG.L and CAPU.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer