EEDM.L vs. CAPS.L
EEDM.L (iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist)) and CAPS.L (First Trust Capital Strength UCITS ETF Acc) are both exchange-traded funds - EEDM.L is a Emerging Markets Equities fund tracking the MSCI EM ESG Enhanced CTB Index, while CAPS.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, EEDM.L returned 5.67%/yr vs 5.91%/yr for CAPS.L. At a 0.34 correlation, their price movements are largely independent. EEDM.L charges 0.18%/yr vs 0.60%/yr for CAPS.L.
Performance
EEDM.L vs. CAPS.L - Performance Comparison
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Different Trading Currencies
EEDM.L is traded in USD, while CAPS.L is traded in GBp. To make them comparable, the CAPS.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, EEDM.L achieves a 15.41% return, which is significantly higher than CAPS.L's 5.13% return.
EEDM.L
- 1D
- -1.89%
- 1M
- -9.56%
- 6M
- 10.23%
- YTD
- 15.41%
- 1Y
- 29.68%
- 3Y*
- 18.64%
- 5Y*
- 5.67%
- 10Y*
- —
CAPS.L
- 1D
- 0.00%
- 1M
- 4.58%
- 6M
- 1.87%
- YTD
- 5.13%
- 1Y
- 8.47%
- 3Y*
- 9.77%
- 5Y*
- 5.91%
- 10Y*
- —
EEDM.L vs. CAPS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EEDM.L iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) | 15.41% | 35.48% | 6.70% | 8.18% | -21.69% | -2.85% | 18.23% |
CAPS.L First Trust Capital Strength UCITS ETF Acc | 5.13% | 6.85% | 11.11% | 7.62% | -10.23% | -7.56% | 16.40% |
Correlation
The correlation between EEDM.L and CAPS.L is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020 | 0.34 |
The correlation between EEDM.L and CAPS.L shifts across timeframes, from -0.03 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EEDM.L vs. CAPS.L — Risk / Return Rank
EEDM.L
CAPS.L
EEDM.L vs. CAPS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) (EEDM.L) and First Trust Capital Strength UCITS ETF Acc (CAPS.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EEDM.L | CAPS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | -137.95 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 78.39 | -77.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 0.09 | +2.12 |
| Martin ratioReturn relative to average drawdown | 6.95 | 0.34 | +6.61 |
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Drawdowns
EEDM.L vs. CAPS.L - Drawdown Comparison
The maximum EEDM.L drawdown since its inception was -40.90%, smaller than the maximum CAPS.L drawdown of -99.12%. Use the drawdown chart below to compare losses from any high point for EEDM.L and CAPS.L.
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Drawdown Indicators
| EEDM.L | CAPS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.90% | -99.12% | +58.22% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -99.04% | +85.63% |
Max Drawdown (3Y)Largest decline over 3 years | -16.97% | -99.04% | +82.07% |
Max Drawdown (5Y)Largest decline over 5 years | -36.39% | -99.04% | +62.65% |
Current DrawdownCurrent decline from peak | -11.26% | -4.42% | -6.84% |
Average DrawdownAverage peak-to-trough decline | -16.32% | -18.77% | +2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 25.17% | -20.91% |
Volatility
EEDM.L vs. CAPS.L - Volatility Comparison
iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) (EEDM.L) has a higher volatility of 9.16% compared to First Trust Capital Strength UCITS ETF Acc (CAPS.L) at 3.33%. This indicates that EEDM.L's price experiences larger fluctuations and is considered to be riskier than CAPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEDM.L | CAPS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.16% | 3.33% | +5.83% |
Volatility (6M)Calculated over the trailing 6-month period | 20.04% | 7.40% | +12.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 13,939.21% | -13,917.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 6,243.40% | -6,223.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.80% | 5,481.36% | -5,460.56% |
EEDM.L vs. CAPS.L - Expense Ratio Comparison
EEDM.L has a 0.18% expense ratio, which is lower than CAPS.L's 0.60% expense ratio.
Dividends
EEDM.L vs. CAPS.L - Dividend Comparison
EEDM.L's dividend yield for the trailing twelve months is around 1.69%, while CAPS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CAPS.L First Trust Capital Strength UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EEDM.L iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) | 1.69% | 1.89% | 2.37% | 2.37% | 2.59% | 1.97% | 1.54% | 0.05% |
Frequently Asked Questions
EEDM.L and CAPS.L have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEDM.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEDM.L is cheaper with a 0.18% expense ratio, compared with 0.60% for CAPS.L.
EEDM.L is categorized as Emerging Markets Equities, while CAPS.L is Large Cap Blend Equities. EEDM.L tracks MSCI EM ESG Enhanced CTB Index, while CAPS.L tracks Russell 1000 TR USD. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.18% for EEDM.L and 0.60% for CAPS.L.
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