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EEDS.L vs. CSP1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EEDS.L vs. CSP1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.L) and iShares Core S&P 500 UCITS ETF (CSP1.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EEDS.L is traded in USD, while CSP1.L is traded in GBp. To make them comparable, the CSP1.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 lower than CSP1.L's 10.64% 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*

CSP1.L

1D
0.64%
1M
0.52%
6M
10.36%
YTD
10.64%
1Y
22.24%
3Y*
20.23%
5Y*
13.16%
10Y*
15.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEDS.L vs. CSP1.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%
CSP1.L
iShares Core S&P 500 UCITS ETF
10.64%17.63%25.22%26.11%-18.77%29.88%17.14%19.27%

Correlation

The correlation between EEDS.L and CSP1.L is 0.91, 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

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2019

0.92

The correlation between EEDS.L and CSP1.L has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

EEDS.L vs. CSP1.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EEDS.L
EEDS.L Risk / Return Rank: 6565
Overall Rank
EEDS.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EEDS.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
EEDS.L Omega Ratio Rank: 6464
Omega Ratio Rank
EEDS.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
EEDS.L Martin Ratio Rank: 6666
Martin Ratio Rank

CSP1.L
CSP1.L Risk / Return Rank: 7272
Overall Rank
CSP1.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CSP1.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
CSP1.L Omega Ratio Rank: 7373
Omega Ratio Rank
CSP1.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
CSP1.L Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EEDS.L vs. CSP1.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 iShares Core S&P 500 UCITS ETF (CSP1.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.LCSP1.LDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.31

1.33

-0.02

Calmar ratioReturn relative to maximum drawdown

2.34

2.55

-0.21

Martin ratioReturn relative to average drawdown

9.44

10.42

-0.98

EEDS.L vs. CSP1.L - Sharpe Ratio Comparison

The current EEDS.L Sharpe Ratio is 1.71, which is comparable to the CSP1.L Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of EEDS.L and CSP1.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EEDS.L vs. CSP1.L - Drawdown Comparison

The maximum EEDS.L drawdown since its inception was -33.60%, roughly equal to the maximum CSP1.L drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for EEDS.L and CSP1.L.


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Drawdown Indicators


EEDS.LCSP1.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-33.51%

-0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-8.68%

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-19.33%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-27.26%

-25.16%

-2.10%

Max Drawdown (10Y)

Largest decline over 10 years

-33.51%

Current Drawdown

Current decline from peak

-0.46%

-0.22%

-0.24%

Average Drawdown

Average peak-to-trough decline

-5.80%

-4.07%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.13%

+0.13%

Volatility

EEDS.L vs. CSP1.L - Volatility Comparison

The current volatility for iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.L) is 2.85%, while iShares Core S&P 500 UCITS ETF (CSP1.L) has a volatility of 3.12%. This indicates that EEDS.L experiences smaller price fluctuations and is considered to be less risky than CSP1.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.LCSP1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

3.12%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

8.66%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

12.47%

11.64%

+0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

20.99%

-4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

18.84%

-1.02%

EEDS.L vs. CSP1.L - Expense Ratio Comparison

Both EEDS.L and CSP1.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EEDS.L vs. CSP1.L - Dividend Comparison

EEDS.L's dividend yield for the trailing twelve months is around 0.83%, while CSP1.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CSP1.L
iShares Core S&P 500 UCITS ETF
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


With a correlation of 0.91, EEDS.L and CSP1.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.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EEDS.L and CSP1.L have the same expense ratio: 0.07% per year.

EEDS.L is categorized as Large Cap Blend Equities, while CSP1.L is S&P 500. EEDS.L tracks MSCI USA ESG Enhanced CTB Index, while CSP1.L tracks S&P 500 Index.

Portfolio Optimizer

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