EEDS.L vs. CSP1.L
EEDS.L (iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist)) and CSP1.L (iShares Core S&P 500 UCITS ETF) are both exchange-traded funds - EEDS.L is a Large Cap Blend Equities fund tracking the MSCI USA ESG Enhanced CTB Index, while CSP1.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, EEDS.L returned 11.09%/yr vs 13.16%/yr for CSP1.L. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.07% expense ratio.
Performance
EEDS.L vs. CSP1.L - Performance Comparison
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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%
EEDS.L vs. CSP1.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% |
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
EEDS.L
CSP1.L
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.L | CSP1.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | CSP1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.46% | -0.22% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -4.07% | -1.73% |
Ulcer IndexDepth 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.L | CSP1.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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.
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