EEDG.L vs. S5SD.L
Compare and contrast key facts about iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.L) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L).
EEDG.L and S5SD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EEDG.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 6, 2019. S5SD.L is a passively managed fund by UBS that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 25, 2019. Both EEDG.L and S5SD.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EEDG.L or S5SD.L.
Key characteristics
| EEDG.L | S5SD.L | |
|---|---|---|
| YTD Return | 24.55% | 24.51% |
| 1Y Return | 30.26% | 29.64% |
| 3Y Return (Ann) | 8.42% | 11.17% |
| Sharpe Ratio | 2.60 | 2.60 |
| Sortino Ratio | 3.71 | 3.69 |
| Omega Ratio | 1.50 | 1.50 |
| Calmar Ratio | 4.72 | 4.20 |
| Martin Ratio | 18.19 | 14.57 |
| Ulcer Index | 1.63% | 2.01% |
| Daily Std Dev | 11.40% | 11.22% |
| Max Drawdown | -19.77% | -24.70% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between EEDG.L and S5SD.L is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EEDG.L vs. S5SD.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with EEDG.L having a 24.55% return and S5SD.L slightly lower at 24.51%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EEDG.L vs. S5SD.L - Expense Ratio Comparison
EEDG.L has a 0.07% expense ratio, which is lower than S5SD.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%.
Risk-Adjusted Performance
EEDG.L vs. S5SD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.L) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.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.
Dividends
EEDG.L vs. S5SD.L - Dividend Comparison
Neither EEDG.L nor S5SD.L has paid dividends to shareholders.
Drawdowns
EEDG.L vs. S5SD.L - Drawdown Comparison
The maximum EEDG.L drawdown since its inception was -19.77%, smaller than the maximum S5SD.L drawdown of -24.70%. Use the drawdown chart below to compare losses from any high point for EEDG.L and S5SD.L. For additional features, visit the drawdowns tool.
Volatility
EEDG.L vs. S5SD.L - Volatility Comparison
iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.L) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L) have volatilities of 3.42% and 3.28%, 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.