EEDM.L vs. E127.L
EEDM.L (iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist)) and E127.L (Amundi MSCI Emerging Markets II UCITS ETF Dist) are both Emerging Markets Equities funds - EEDM.L tracks the MSCI EM ESG Enhanced CTB Index while E127.L tracks the MSCI EM NR USD. Both are passively managed. Over the past 5 years, EEDM.L returned 6.14%/yr vs 7.33%/yr for E127.L. Their correlation of 0.93 suggests significant overlap in exposure. EEDM.L charges 0.18%/yr vs 0.14%/yr for E127.L.
Performance
EEDM.L vs. E127.L - Performance Comparison
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Different Trading Currencies
EEDM.L is traded in USD, while E127.L is traded in GBP. To make them comparable, the E127.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 17.95% return, which is significantly lower than E127.L's 20.35% return.
EEDM.L
- 1D
- -0.97%
- 1M
- -7.35%
- 6M
- 12.82%
- YTD
- 17.95%
- 1Y
- 33.86%
- 3Y*
- 19.43%
- 5Y*
- 6.14%
- 10Y*
- —
E127.L
- 1D
- -0.06%
- 1M
- -5.83%
- 6M
- 14.53%
- YTD
- 20.35%
- 1Y
- 38.08%
- 3Y*
- 20.52%
- 5Y*
- 7.33%
- 10Y*
- —
EEDM.L vs. E127.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EEDM.L iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) | 17.95% | 35.48% | 6.70% | 8.18% | -21.69% | -2.85% | 44.13% |
E127.L Amundi MSCI Emerging Markets II UCITS ETF Dist | 20.35% | 34.89% | 7.57% | 8.20% | -19.65% | -2.76% | 40.59% |
Correlation
The correlation between EEDM.L and E127.L is 0.96 - 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 | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 20, 2020 | 0.93 |
The correlation between EEDM.L and E127.L has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
EEDM.L vs. E127.L — Risk / Return Rank
EEDM.L
E127.L
EEDM.L vs. E127.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 Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.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 | E127.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.33 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 2.95 | -0.45 |
| Martin ratioReturn relative to average drawdown | 7.99 | 9.57 | -1.58 |
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Drawdowns
EEDM.L vs. E127.L - Drawdown Comparison
The maximum EEDM.L drawdown since its inception was -40.90%, roughly equal to the maximum E127.L drawdown of -39.93%. Use the drawdown chart below to compare losses from any high point for EEDM.L and E127.L.
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Drawdown Indicators
| EEDM.L | E127.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.90% | -39.93% | -0.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -12.84% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -16.97% | -16.66% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -36.39% | -34.73% | -1.66% |
Current DrawdownCurrent decline from peak | -9.31% | -7.81% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -16.32% | -15.54% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 3.97% | +0.23% |
Volatility
EEDM.L vs. E127.L - Volatility Comparison
iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) (EEDM.L) and Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L) have volatilities of 9.13% and 9.11%, 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
| EEDM.L | E127.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.13% | 9.11% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 19.95% | 19.16% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.88% | 21.25% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.46% | 19.17% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.79% | 19.00% | +1.79% |
EEDM.L vs. E127.L - Expense Ratio Comparison
EEDM.L has a 0.18% expense ratio, which is higher than E127.L's 0.14% 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
EEDM.L vs. E127.L - Dividend Comparison
EEDM.L's dividend yield for the trailing twelve months is around 1.65%, less than E127.L's 1.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
E127.L Amundi MSCI Emerging Markets II UCITS ETF Dist | 1.80% | 2.16% | 3.35% | 3.76% | 2.34% | 1.64% | 1.70% | 0.00% |
EEDM.L iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) | 1.65% | 1.89% | 2.37% | 2.37% | 2.59% | 1.97% | 1.54% | 0.05% |
Frequently Asked Questions
With a correlation of 0.96, EEDM.L and E127.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, E127.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
E127.L is cheaper with a 0.14% expense ratio, compared with 0.18% for EEDM.L.
EEDM.L tracks MSCI EM ESG Enhanced CTB Index, while E127.L tracks MSCI EM NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.18% for EEDM.L and 0.14% for E127.L.
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