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EEDG.L vs. CSP1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EEDG.L vs. CSP1.L

Last updated Jun 5, 2026

EEDG.L (iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)) and CSP1.L (iShares Core S&P 500 UCITS ETF) are both exchange-traded funds - EEDG.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while CSP1.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, EEDG.L returned 13.00%/yr vs 14.94%/yr for CSP1.L. With a 0.98 correlation, they move nearly in lockstep. Both charge a 0.07% expense ratio.

Performance

EEDG.L vs. CSP1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.L) and iShares Core S&P 500 UCITS ETF (CSP1.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EEDG.L is traded in GBP, while CSP1.L is traded in GBp. To make them comparable, the CSP1.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 lower than CSP1.L's 10.55% 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*
—

CSP1.L

1D
0.05%
1M
5.54%
YTD
10.55%
6M
10.48%
1Y
29.13%
3Y*
19.02%
5Y*
14.94%
10Y*
16.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEDG.L vs. CSP1.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
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%
CSP1.L
iShares Core S&P 500 UCITS ETF		10.55%9.37%27.35%19.79%-9.05%31.07%19.34%

Correlation

The correlation between EEDG.L and CSP1.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

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

0.98

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2020

0.98

The correlation between EEDG.L and CSP1.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

EEDG.L vs. CSP1.L - Sectors Allocation Comparison

Sectors
EEDG.L
CSP1.L

Technology

35.9%
38.0%

Financial Services

12.0%
11.3%

Communication Services

11.4%
10.7%

Consumer Cyclical

9.9%
9.9%

Healthcare

8.6%
8.4%

Industrials

7.8%
7.9%

Consumer Defensive

4.6%
4.7%

Energy

3.4%
3.4%

Utilities

2.3%
2.2%

Basic Materials

2.1%
1.7%

Real Estate

2.1%
1.9%

Technology

EEDG.L
35.9%
CSP1.L
38.0%

Financial Services

EEDG.L
12.0%
CSP1.L
11.3%

Communication Services

EEDG.L
11.4%
CSP1.L
10.7%

Consumer Cyclical

EEDG.L
9.9%
CSP1.L
9.9%

Healthcare

EEDG.L
8.6%
CSP1.L
8.4%

Industrials

EEDG.L
7.8%
CSP1.L
7.9%

Consumer Defensive

EEDG.L
4.6%
CSP1.L
4.7%

Energy

EEDG.L
3.4%
CSP1.L
3.4%

Utilities

EEDG.L
2.3%
CSP1.L
2.2%

Basic Materials

EEDG.L
2.1%
CSP1.L
1.7%

Real Estate

EEDG.L
2.1%
CSP1.L
1.9%

Compare stocks, funds, or ETFs

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

iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)

iShares Core S&P 500 UCITS ETF

Often compared with EEDG.L:
EEDG.L vs. S5SD.LEEDG.L vs. IITU.LEEDG.L vs. FEXU.LEEDG.L vs. FRUE.LEEDG.L vs. ISDU.LEEDG.L vs. CAPS.LEEDG.L vs. BBUS.L
Often compared with CSP1.L:
CSP1.L vs. CSPX.LCSP1.L vs. VUAG.LCSP1.L vs. SPYCSP1.L vs. IUSA.LCSP1.L vs. VUAA.LCSP1.L vs. SPY5.LCSP1.L vs. VOO

Return for Risk

EEDG.L vs. CSP1.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EEDG.L
EEDG.L Risk / Return Rank: 7171
Overall Rank
EEDG.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
EEDG.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
EEDG.L Omega Ratio Rank: 7777
Omega Ratio Rank
EEDG.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
EEDG.L Martin Ratio Rank: 6060
Martin Ratio Rank
CSP1.L
CSP1.L Risk / Return Rank: 8282
Overall Rank
CSP1.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CSP1.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
CSP1.L Omega Ratio Rank: 8585
Omega Ratio Rank
CSP1.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
CSP1.L Martin Ratio Rank: 7878
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.

EEDG.L vs. CSP1.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 iShares Core S&P 500 UCITS ETF (CSP1.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.LCSP1.LDifference
Sharpe ratioReturn per unit of total volatility
2.46
2.73

-0.27

Sortino ratioReturn per unit of downside risk
3.32
3.66

-0.33

Omega ratioGain probability vs. loss probability

1.45

1.51

-0.06

Calmar ratioReturn relative to maximum drawdown

3.08

4.07

-0.99

Martin ratioReturn relative to average drawdown

10.58

14.99

-4.41

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

EEDG.L vs. CSP1.L - Sharpe Ratio Comparison

The current EEDG.L Sharpe Ratio is 2.46, which is comparable to the CSP1.L Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of EEDG.L and CSP1.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

EEDG.LCSP1.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

2.73

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

1.04

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.03

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

1.09

-0.04

Drawdowns

EEDG.L vs. CSP1.L - Drawdown Comparison

The maximum EEDG.L drawdown since its inception was -21.95%, smaller than the maximum CSP1.L drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for EEDG.L and CSP1.L.

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Drawdown Indicators

EEDG.LCSP1.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.95%

-25.48%

+3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

-7.12%

-1.53%

Max Drawdown (3Y)

Largest decline over 3 years

-21.95%

-20.77%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-21.95%

-20.77%

-1.18%

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.48%

—

Current Drawdown

Current decline from peak

-0.15%

-0.24%

+0.09%

Average Drawdown

Average peak-to-trough decline

-4.15%

-3.32%

-0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

1.94%

+0.58%

Volatility

EEDG.L vs. CSP1.L - Volatility Comparison

iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.L) and iShares Core S&P 500 UCITS ETF (CSP1.L) have volatilities of 2.65% and 2.62%, 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

EEDG.LCSP1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

2.62%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

7.16%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

10.81%

10.62%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

14.31%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.20%

15.57%

-0.37%

EEDG.L vs. CSP1.L - Expense Ratio Comparison

Both EEDG.L and CSP1.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

EEDG.L vs. CSP1.L - Dividend Comparison

EEDG.L's dividend yield for the trailing twelve months is around 0.81%, while CSP1.L has not paid dividends to shareholders.

PositionTTM202520242023202220212020
CSP1.L
iShares Core S&P 500 UCITS ETF		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

With a correlation of 0.98, EEDG.L and CSP1.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EEDG.L and CSP1.L have the same expense ratio: 0.07% per year.

EEDG.L is categorized as Large Cap Blend Equities, while CSP1.L is S&P 500. EEDG.L tracks Russell 1000 TR USD, while CSP1.L tracks S&P 500 Index.

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