PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EEDG.L vs. MXUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EEDG.L vs. MXUS.L

Last updated Jun 5, 2026

EEDG.L (iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)) and MXUS.L (Invesco MSCI USA UCITS ETF) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from iShares and Invesco respectively. Both are passively managed. Over the past 5 years, EEDG.L returned 13.00%/yr vs 14.80%/yr for MXUS.L. Their correlation of 0.92 suggests significant overlap in exposure. EEDG.L charges 0.07%/yr vs 0.05%/yr for MXUS.L.

Performance

EEDG.L vs. MXUS.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 Invesco MSCI USA UCITS ETF (MXUS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EEDG.L is traded in GBP, while MXUS.L is traded in USD. To make them comparable, the MXUS.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 MXUS.L's 10.76% 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*
—

MXUS.L

1D
0.02%
1M
5.55%
YTD
10.76%
6M
10.22%
1Y
28.98%
3Y*
19.40%
5Y*
14.80%
10Y*
16.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEDG.L vs. MXUS.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%
MXUS.L
Invesco MSCI USA UCITS ETF		10.76%8.98%27.76%21.45%-10.52%29.11%22.10%

Correlation

The correlation between EEDG.L and MXUS.L is 0.90, 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

0.90

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

0.92

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

0.92

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

0.92

The correlation between EEDG.L and MXUS.L has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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

Sectors
EEDG.L
MXUS.L

Technology

35.9%
35.4%

Financial Services

12.0%
11.6%

Communication Services

11.4%
11.3%

Consumer Cyclical

9.9%
10.1%

Healthcare

8.6%
8.6%

Industrials

7.8%
8.6%

Consumer Defensive

4.6%
4.8%

Energy

3.4%
3.6%

Utilities

2.3%
2.3%

Basic Materials

2.1%
1.8%

Real Estate

2.1%
1.9%

Technology

EEDG.L
35.9%
MXUS.L
35.4%

Financial Services

EEDG.L
12.0%
MXUS.L
11.6%

Communication Services

EEDG.L
11.4%
MXUS.L
11.3%

Consumer Cyclical

EEDG.L
9.9%
MXUS.L
10.1%

Healthcare

EEDG.L
8.6%
MXUS.L
8.6%

Industrials

EEDG.L
7.8%
MXUS.L
8.6%

Consumer Defensive

EEDG.L
4.6%
MXUS.L
4.8%

Energy

EEDG.L
3.4%
MXUS.L
3.6%

Utilities

EEDG.L
2.3%
MXUS.L
2.3%

Basic Materials

EEDG.L
2.1%
MXUS.L
1.8%

Real Estate

EEDG.L
2.1%
MXUS.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)

Invesco MSCI USA 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 MXUS.L:
MXUS.L vs. USSC.LMXUS.L vs. BIRDXMXUS.L vs. INAA.LMXUS.L vs. UC96.LMXUS.L vs. QUALMXUS.L vs. VOOMXUS.L vs. ACWI

Return for Risk

EEDG.L vs. MXUS.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
MXUS.L
MXUS.L Risk / Return Rank: 7474
Overall Rank
MXUS.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MXUS.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
MXUS.L Omega Ratio Rank: 7474
Omega Ratio Rank
MXUS.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
MXUS.L Martin Ratio Rank: 7575
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. MXUS.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 Invesco MSCI USA UCITS ETF (MXUS.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.LMXUS.LDifference
Sharpe ratioReturn per unit of total volatility
2.46
2.42

+0.04

Sortino ratioReturn per unit of downside risk
3.32
3.26

+0.06

Omega ratioGain probability vs. loss probability

1.45

1.45

0.00

Calmar ratioReturn relative to maximum drawdown

3.08

3.80

-0.72

Martin ratioReturn relative to average drawdown

10.58

12.47

-1.88

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. MXUS.L - Sharpe Ratio Comparison

The current EEDG.L Sharpe Ratio is 2.46, which is comparable to the MXUS.L Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of EEDG.L and MXUS.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.

Loading charts...

Sharpe Ratios by Period

EEDG.LMXUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

2.42

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.95

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.97

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

1.02

+0.04

Drawdowns

EEDG.L vs. MXUS.L - Drawdown Comparison

The maximum EEDG.L drawdown since its inception was -21.95%, smaller than the maximum MXUS.L drawdown of -26.52%. Use the drawdown chart below to compare losses from any high point for EEDG.L and MXUS.L.

Loading charts...

Drawdown Indicators

EEDG.LMXUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.95%

-26.52%

+4.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

-7.59%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-21.95%

-21.41%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-21.95%

-21.41%

-0.54%

Max Drawdown (10Y)

Largest decline over 10 years

—

-26.52%

—

Current Drawdown

Current decline from peak

-0.15%

-0.09%

-0.06%

Average Drawdown

Average peak-to-trough decline

-4.15%

-3.30%

-0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.32%

+0.20%

Volatility

EEDG.L vs. MXUS.L - Volatility Comparison

The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.L) is 2.65%, while Invesco MSCI USA UCITS ETF (MXUS.L) has a volatility of 3.47%. This indicates that EEDG.L experiences smaller price fluctuations and is considered to be less risky than MXUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

EEDG.LMXUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

3.47%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

8.61%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

10.81%

11.90%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

15.66%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.20%

16.66%

-1.46%

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

EEDG.L has a 0.07% expense ratio, which is higher than MXUS.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

EEDG.L vs. MXUS.L - Dividend Comparison

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

PositionTTM202520242023202220212020
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%
MXUS.L
Invesco MSCI USA UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.90, EEDG.L and MXUS.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.

On fees, MXUS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MXUS.L is cheaper with a 0.05% expense ratio, compared with 0.07% for EEDG.L.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for EEDG.L and 0.05% for MXUS.L.

Portfolio Optimizer

Find the right allocation for EEDG.L and MXUS.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