EEDM.L vs. ISDE.L
EEDM.L (iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist)) and ISDE.L (iShares MSCI EM Islamic UCITS ETF USD (Dist)) are both Emerging Markets Equities funds from iShares - EEDM.L tracks the MSCI EM ESG Enhanced CTB Index while ISDE.L tracks the MSCI Emerging Markets Islamic Index. Both are passively managed. Over the past 5 years, EEDM.L returned 6.14%/yr vs 10.84%/yr for ISDE.L. Their correlation of 0.87 suggests significant overlap in exposure. EEDM.L charges 0.18%/yr vs 0.85%/yr for ISDE.L.
Performance
EEDM.L vs. ISDE.L - Performance Comparison
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Returns By Period
In the year-to-date period, EEDM.L achieves a 17.95% return, which is significantly lower than ISDE.L's 43.83% 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*
- —
ISDE.L
- 1D
- -1.28%
- 1M
- -11.07%
- 6M
- 34.89%
- YTD
- 43.83%
- 1Y
- 74.17%
- 3Y*
- 25.27%
- 5Y*
- 10.84%
- 10Y*
- 11.20%
EEDM.L vs. ISDE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EEDM.L iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) | 17.95% | 35.48% | 6.70% | 8.18% | -21.69% | -2.85% | 19.76% | 7.14% |
ISDE.L iShares MSCI EM Islamic UCITS ETF USD (Dist) | 43.83% | 39.00% | -3.54% | 14.04% | -22.75% | 2.66% | 22.18% | 9.57% |
Correlation
The correlation between EEDM.L and ISDE.L is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2019 | 0.87 |
The correlation between EEDM.L and ISDE.L has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.
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Return for Risk
EEDM.L vs. ISDE.L — Risk / Return Rank
EEDM.L
ISDE.L
EEDM.L vs. ISDE.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 iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.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 | ISDE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.44 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 4.75 | -2.25 |
| Martin ratioReturn relative to average drawdown | 7.99 | 15.21 | -7.22 |
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Drawdowns
EEDM.L vs. ISDE.L - Drawdown Comparison
The maximum EEDM.L drawdown since its inception was -40.90%, smaller than the maximum ISDE.L drawdown of -65.53%. Use the drawdown chart below to compare losses from any high point for EEDM.L and ISDE.L.
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Drawdown Indicators
| EEDM.L | ISDE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.90% | -65.53% | +24.63% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -15.54% | +2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -16.97% | -21.83% | +4.86% |
Max Drawdown (5Y)Largest decline over 5 years | -36.39% | -32.16% | -4.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.64% | — |
Current DrawdownCurrent decline from peak | -9.31% | -15.25% | +5.94% |
Average DrawdownAverage peak-to-trough decline | -16.32% | -22.77% | +6.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 4.86% | -0.66% |
Volatility
EEDM.L vs. ISDE.L - Volatility Comparison
The current volatility for iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) (EEDM.L) is 9.13%, while iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L) has a volatility of 14.62%. This indicates that EEDM.L experiences smaller price fluctuations and is considered to be less risky than ISDE.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 | ISDE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.13% | 14.62% | -5.49% |
Volatility (6M)Calculated over the trailing 6-month period | 19.95% | 27.67% | -7.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.88% | 29.71% | -7.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.46% | 20.58% | -1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.79% | 20.34% | +0.45% |
EEDM.L vs. ISDE.L - Expense Ratio Comparison
EEDM.L has a 0.18% expense ratio, which is lower than ISDE.L's 0.85% expense ratio.
Dividends
EEDM.L vs. ISDE.L - Dividend Comparison
EEDM.L's dividend yield for the trailing twelve months is around 1.65%, more than ISDE.L's 1.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
ISDE.L iShares MSCI EM Islamic UCITS ETF USD (Dist) | 1.20% | 1.06% | 2.51% | 2.77% | 2.10% | 1.79% | 0.98% | 1.55% | 1.64% | 1.02% | 1.07% | 2.32% |
Frequently Asked Questions
EEDM.L and ISDE.L have a correlation of 0.89, 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 0.85% for ISDE.L.
EEDM.L tracks MSCI EM ESG Enhanced CTB Index, while ISDE.L tracks MSCI Emerging Markets Islamic Index. Their fees differ too: 0.18% for EEDM.L and 0.85% for ISDE.L.
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