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

Performance

EEDS.L vs. FSWD.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 STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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 FSWD.L is traded in GBp. To make them comparable, the FSWD.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 8.07% return, which is significantly lower than FSWD.L's 12.04% return.


EEDS.L

1D
-1.30%
1M
-0.41%
6M
7.35%
YTD
8.07%
1Y
18.22%
3Y*
17.80%
5Y*
10.81%
10Y*

FSWD.L

1D
-1.03%
1M
0.58%
6M
11.33%
YTD
12.04%
1Y
24.72%
3Y*
19.69%
5Y*
11.17%
10Y*
11.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
EEDS.L
iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist)
8.07%14.97%24.21%26.17%-21.67%27.87%22.28%19.63%
FSWD.L
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)
12.04%26.00%16.89%14.80%-15.51%21.00%10.16%11.42%

Correlation

The correlation between EEDS.L and FSWD.L is 0.82, 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

0.82

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

0.84

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

0.85

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

0.86

The correlation between EEDS.L and FSWD.L has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

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Return for Risk

EEDS.L vs. FSWD.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: 5858
Overall Rank
EEDS.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EEDS.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
EEDS.L Omega Ratio Rank: 5757
Omega Ratio Rank
EEDS.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
EEDS.L Martin Ratio Rank: 6262
Martin Ratio Rank

FSWD.L
FSWD.L Risk / Return Rank: 8989
Overall Rank
FSWD.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FSWD.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
FSWD.L Omega Ratio Rank: 8686
Omega Ratio Rank
FSWD.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
FSWD.L Martin Ratio Rank: 9191
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. FSWD.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 STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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.LFSWD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.27

1.35

-0.09

Calmar ratioReturn relative to maximum drawdown

1.99

3.09

-1.09

Martin ratioReturn relative to average drawdown

8.04

12.73

-4.69

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

The current EEDS.L Sharpe Ratio is 1.46, which is comparable to the FSWD.L Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of EEDS.L and FSWD.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. FSWD.L - Drawdown Comparison

The maximum EEDS.L drawdown since its inception was -33.60%, smaller than the maximum FSWD.L drawdown of -41.16%. Use the drawdown chart below to compare losses from any high point for EEDS.L and FSWD.L.


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Drawdown Indicators


EEDS.LFSWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-41.16%

+7.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-7.98%

-1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-18.85%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-27.26%

-25.01%

-2.25%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

Current Drawdown

Current decline from peak

-1.70%

-1.28%

-0.42%

Average Drawdown

Average peak-to-trough decline

-5.80%

-12.27%

+6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

1.94%

+0.32%

Volatility

EEDS.L vs. FSWD.L - Volatility Comparison

iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.L) and iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) have volatilities of 3.14% and 3.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EEDS.LFSWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

3.11%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

9.67%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

12.17%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

20.20%

-3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

18.37%

-0.55%

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

EEDS.L has a 0.07% expense ratio, which is lower than FSWD.L's 0.30% expense ratio.


Dividends

EEDS.L vs. FSWD.L - Dividend Comparison

EEDS.L's dividend yield for the trailing twelve months is around 0.84%, while FSWD.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
EEDS.L
iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist)
0.84%0.89%1.00%1.15%1.42%1.01%1.24%1.07%
FSWD.L
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EEDS.L and FSWD.L have a correlation of 0.82, 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 0.30% for FSWD.L.

EEDS.L is categorized as Large Cap Blend Equities, while FSWD.L is Global Equities. EEDS.L tracks MSCI USA ESG Enhanced CTB Index, while FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index. Their fees differ too: 0.07% for EEDS.L and 0.30% for FSWD.L.

Portfolio Optimizer

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