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EEDG.L vs. UC95.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EEDG.L vs. UC95.L

Last updated Jun 5, 2026

EEDG.L (iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)) and UC95.L (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from iShares and UBS respectively. Both are passively managed. Over the past 5 years, EEDG.L returned 13.00%/yr vs 6.97%/yr for UC95.L. A 0.63 correlation means they provide meaningful diversification when combined. EEDG.L charges 0.07%/yr vs 0.25%/yr for UC95.L.

Performance

EEDG.L vs. UC95.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.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 UC95.L is traded in GBp. To make them comparable, the UC95.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 UC95.L's -0.22% 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*
—

UC95.L

1D
0.03%
1M
-0.38%
YTD
-0.22%
6M
0.15%
1Y
1.00%
3Y*
5.98%
5Y*
6.97%
10Y*
9.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEDG.L vs. UC95.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%
UC95.L
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis		-0.22%-0.82%15.46%0.42%4.20%26.08%7.78%

Correlation

The correlation between EEDG.L and UC95.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.13

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

0.37

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

0.57

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

0.63

Over the past year, the correlation between EEDG.L and UC95.L has dropped to 0.13 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

EEDG.L vs. UC95.L - Sectors Allocation Comparison

Sectors
EEDG.L
UC95.L

Technology

35.9%
7.0%

Financial Services

12.0%
15.3%

Communication Services

11.4%
3.0%

Consumer Cyclical

9.9%
7.4%

Healthcare

8.6%
9.2%

Industrials

7.8%
12.9%

Consumer Defensive

4.6%
16.1%

Energy

3.4%

-

Utilities

2.3%
19.4%

Basic Materials

2.1%
1.7%

Real Estate

2.1%
8.0%

Technology

EEDG.L
35.9%
UC95.L
7.0%

Financial Services

EEDG.L
12.0%
UC95.L
15.3%

Communication Services

EEDG.L
11.4%
UC95.L
3.0%

Consumer Cyclical

EEDG.L
9.9%
UC95.L
7.4%

Healthcare

EEDG.L
8.6%
UC95.L
9.2%

Industrials

EEDG.L
7.8%
UC95.L
12.9%

Consumer Defensive

EEDG.L
4.6%
UC95.L
16.1%

Energy

EEDG.L
3.4%
UC95.L

-

Utilities

EEDG.L
2.3%
UC95.L
19.4%

Basic Materials

EEDG.L
2.1%
UC95.L
1.7%

Real Estate

EEDG.L
2.1%
UC95.L
8.0%

Compare stocks, funds, or ETFs

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iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)

UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis

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 UC95.L:
UC95.L vs. ISDU.LUC95.L vs. USFM.LUC95.L vs. CU2U.LUC95.L vs. FLXU.LUC95.L vs. XMUS.LUC95.L vs. XZMD.LUC95.L vs. 5HEP.L

Return for Risk

EEDG.L vs. UC95.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
UC95.L
UC95.L Risk / Return Rank: 1010
Overall Rank
UC95.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UC95.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
UC95.L Omega Ratio Rank: 1010
Omega Ratio Rank
UC95.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
UC95.L Martin Ratio Rank: 1111
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. UC95.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.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.LUC95.LDifference
Sharpe ratioReturn per unit of total volatility
2.46
0.10

+2.36

Sortino ratioReturn per unit of downside risk
3.32
0.22

+3.11

Omega ratioGain probability vs. loss probability

1.45

1.02

+0.43

Calmar ratioReturn relative to maximum drawdown

3.08

0.11

+2.97

Martin ratioReturn relative to average drawdown

10.58

0.30

+10.28

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. UC95.L - Sharpe Ratio Comparison

The current EEDG.L Sharpe Ratio is 2.46, which is higher than the UC95.L Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of EEDG.L and UC95.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.LUC95.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

0.10

+2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.59

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.71

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.80

+0.26

Drawdowns

EEDG.L vs. UC95.L - Drawdown Comparison

The maximum EEDG.L drawdown since its inception was -21.95%, smaller than the maximum UC95.L drawdown of -28.11%. Use the drawdown chart below to compare losses from any high point for EEDG.L and UC95.L.

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Drawdown Indicators

EEDG.LUC95.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.95%

-28.11%

+6.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

-8.92%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-21.95%

-10.14%

-11.81%

Max Drawdown (5Y)

Largest decline over 5 years

-21.95%

-11.32%

-10.63%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.11%

—

Current Drawdown

Current decline from peak

-0.15%

-7.45%

+7.30%

Average Drawdown

Average peak-to-trough decline

-4.15%

-4.11%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

3.26%

-0.74%

Volatility

EEDG.L vs. UC95.L - Volatility Comparison

The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.L) is 2.65%, while UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) has a volatility of 3.56%. This indicates that EEDG.L experiences smaller price fluctuations and is considered to be less risky than UC95.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EEDG.LUC95.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

3.56%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

7.62%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

10.81%

9.90%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

11.91%

+2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.20%

13.94%

+1.26%

EEDG.L vs. UC95.L - Expense Ratio Comparison

EEDG.L has a 0.07% expense ratio, which is lower than UC95.L's 0.25% 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%.

Dividends

EEDG.L vs. UC95.L - Dividend Comparison

EEDG.L's dividend yield for the trailing twelve months is around 0.81%, less than UC95.L's 1.89% yield.

PositionTTM2025202420232022202120202019201820172016
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%0.00%0.00%0.00%0.00%
UC95.L
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis		1.89%1.99%1.61%1.54%1.29%1.13%1.79%1.66%1.64%1.68%1.37%

Frequently Asked Questions

EEDG.L and UC95.L have a correlation of 0.13, 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 0.25% for UC95.L.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.07% for EEDG.L and 0.25% for UC95.L.

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