EEDM.L vs. UFSD.L
EEDM.L (iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist)) and UFSD.L (iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist)) are both exchange-traded funds - EEDM.L is a Emerging Markets Equities fund tracking the MSCI EM ESG Enhanced CTB Index, while UFSD.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 11.60%/yr for UFSD.L. A 0.62 correlation means they provide meaningful diversification when combined. EEDM.L charges 0.18%/yr vs 0.35%/yr for UFSD.L.
Performance
EEDM.L vs. UFSD.L - Performance Comparison
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Returns By Period
In the year-to-date period, EEDM.L achieves a 15.41% return, which is significantly higher than UFSD.L's 11.69% 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*
- —
UFSD.L
- 1D
- -0.89%
- 1M
- 0.41%
- 6M
- 12.14%
- YTD
- 11.69%
- 1Y
- 22.68%
- 3Y*
- 18.83%
- 5Y*
- 11.60%
- 10Y*
- —
EEDM.L vs. UFSD.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) | 15.41% | 35.48% | 6.70% | 8.18% | -21.69% | -2.85% | 19.76% | 7.14% |
UFSD.L iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) | 11.69% | 18.12% | 22.40% | 17.63% | -16.13% | 25.06% | 10.33% | 6.79% |
Correlation
The correlation between EEDM.L and UFSD.L is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2019 | 0.62 |
The correlation between EEDM.L and UFSD.L has been stable across timeframes, ranging from 0.61 to 0.64 - a consistent structural relationship.
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Return for Risk
EEDM.L vs. UFSD.L — Risk / Return Rank
EEDM.L
UFSD.L
EEDM.L vs. UFSD.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 Edge MSCI USA Multifactor UCITS ETF USD (Dist) (UFSD.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 | UFSD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.98 | -0.78 |
| Martin ratioReturn relative to average drawdown | 6.95 | 11.19 | -4.24 |
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Drawdowns
EEDM.L vs. UFSD.L - Drawdown Comparison
The maximum EEDM.L drawdown since its inception was -40.90%, which is greater than UFSD.L's maximum drawdown of -35.74%. Use the drawdown chart below to compare losses from any high point for EEDM.L and UFSD.L.
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Drawdown Indicators
| EEDM.L | UFSD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.90% | -35.74% | -5.16% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -7.57% | -5.84% |
Max Drawdown (3Y)Largest decline over 3 years | -16.97% | -18.37% | +1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -36.39% | -22.88% | -13.51% |
Current DrawdownCurrent decline from peak | -11.26% | -1.10% | -10.16% |
Average DrawdownAverage peak-to-trough decline | -16.32% | -5.56% | -10.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 2.02% | +2.24% |
Volatility
EEDM.L vs. UFSD.L - Volatility Comparison
iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) (EEDM.L) has a higher volatility of 9.16% compared to iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) (UFSD.L) at 2.90%. This indicates that EEDM.L's price experiences larger fluctuations and is considered to be riskier than UFSD.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 | UFSD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.16% | 2.90% | +6.26% |
Volatility (6M)Calculated over the trailing 6-month period | 20.04% | 9.30% | +10.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 12.11% | +9.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 16.10% | +3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.80% | 17.55% | +3.25% |
EEDM.L vs. UFSD.L - Expense Ratio Comparison
EEDM.L has a 0.18% expense ratio, which is lower than UFSD.L's 0.35% expense ratio.
Dividends
EEDM.L vs. UFSD.L - Dividend Comparison
EEDM.L's dividend yield for the trailing twelve months is around 1.69%, more than UFSD.L's 0.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
UFSD.L iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) | 0.79% | 0.89% | 0.86% | 1.12% | 1.51% | 0.75% | 1.11% | 1.41% | 1.23% |
Frequently Asked Questions
EEDM.L and UFSD.L have a correlation of 0.64, 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 0.35% for UFSD.L.
EEDM.L is categorized as Emerging Markets Equities, while UFSD.L is Large Cap Blend Equities. EEDM.L tracks MSCI EM ESG Enhanced CTB Index, while UFSD.L tracks Russell 1000 TR USD. Their fees differ too: 0.18% for EEDM.L and 0.35% for UFSD.L.
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