EEDS.L vs. CAPU.L
EEDS.L (iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist)) and CAPU.L (Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust) are both Large Cap Blend Equities funds - EEDS.L tracks the MSCI USA ESG Enhanced CTB Index while CAPU.L tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, EEDS.L returned 11.09%/yr vs 9.12%/yr for CAPU.L. Their correlation of 0.82 suggests significant overlap in exposure. EEDS.L charges 0.07%/yr vs 0.65%/yr for CAPU.L.
Performance
EEDS.L vs. CAPU.L - Performance Comparison
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Different Trading Currencies
EEDS.L is traded in USD, while CAPU.L is traded in GBp. To make them comparable, the CAPU.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, EEDS.L achieves a 9.44% return, which is significantly higher than CAPU.L's 3.39% return.
EEDS.L
- 1D
- -0.05%
- 1M
- 0.08%
- 6M
- 9.44%
- YTD
- 9.44%
- 1Y
- 20.16%
- 3Y*
- 18.49%
- 5Y*
- 11.09%
- 10Y*
- —
CAPU.L
- 1D
- 0.42%
- 1M
- 2.46%
- 6M
- 2.24%
- YTD
- 3.39%
- 1Y
- 8.61%
- 3Y*
- 11.66%
- 5Y*
- 9.12%
- 10Y*
- 13.45%
EEDS.L vs. CAPU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EEDS.L iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) | 9.44% | 14.97% | 24.21% | 26.17% | -21.67% | 27.87% | 22.28% | 19.63% |
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust | 3.39% | 9.41% | 15.93% | 28.24% | -15.37% | 28.44% | 17.74% | 18.13% |
Correlation
The correlation between EEDS.L and CAPU.L is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.82 |
Over the past year, the correlation between EEDS.L and CAPU.L has dropped to 0.53 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
EEDS.L vs. CAPU.L — Risk / Return Rank
EEDS.L
CAPU.L
EEDS.L vs. CAPU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.L) and Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.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.
| EEDS.L | CAPU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.14 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 0.94 | +1.40 |
| Martin ratioReturn relative to average drawdown | 9.44 | 2.71 | +6.72 |
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Drawdowns
EEDS.L vs. CAPU.L - Drawdown Comparison
The maximum EEDS.L drawdown since its inception was -33.60%, smaller than the maximum CAPU.L drawdown of -42.99%. Use the drawdown chart below to compare losses from any high point for EEDS.L and CAPU.L.
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Drawdown Indicators
| EEDS.L | CAPU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -42.99% | +9.39% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -9.12% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | -19.13% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -27.26% | -21.13% | -6.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.23% | — |
Current DrawdownCurrent decline from peak | -0.46% | -1.03% | +0.57% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -11.11% | +5.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 3.16% | -0.90% |
Volatility
EEDS.L vs. CAPU.L - Volatility Comparison
iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.L) has a higher volatility of 2.85% compared to Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) at 2.54%. This indicates that EEDS.L's price experiences larger fluctuations and is considered to be riskier than CAPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEDS.L | CAPU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 2.54% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 7.89% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.47% | 10.20% | +2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 20.51% | -3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.82% | 21.80% | -3.98% |
EEDS.L vs. CAPU.L - Expense Ratio Comparison
EEDS.L has a 0.07% expense ratio, which is lower than CAPU.L's 0.65% expense ratio.
Dividends
EEDS.L vs. CAPU.L - Dividend Comparison
EEDS.L's dividend yield for the trailing twelve months is around 0.83%, while CAPU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EEDS.L iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) | 0.83% | 0.89% | 1.00% | 1.15% | 1.42% | 1.01% | 1.24% | 1.07% |
Frequently Asked Questions
EEDS.L and CAPU.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEDS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEDS.L is cheaper with a 0.07% expense ratio, compared with 0.65% for CAPU.L.
EEDS.L tracks MSCI USA ESG Enhanced CTB Index, while CAPU.L tracks Russell 1000 TR USD. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.07% for EEDS.L and 0.65% for CAPU.L.
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