EEDS.L vs. HSUS.L
EEDS.L (iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist)) and HSUS.L (HSBC USA Sustainable Equity UCITS ETF USD) are both Large Cap Blend Equities funds - EEDS.L tracks the MSCI USA ESG Enhanced CTB Index while HSUS.L tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, EEDS.L returned 11.09%/yr vs 12.34%/yr for HSUS.L. Their correlation of 0.88 suggests significant overlap in exposure. EEDS.L charges 0.07%/yr vs 0.12%/yr for HSUS.L.
Performance
EEDS.L vs. HSUS.L - Performance Comparison
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Different Trading Currencies
EEDS.L is traded in USD, while HSUS.L is traded in GBP. To make them comparable, the HSUS.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 HSUS.L's 14.23% 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*
- —
HSUS.L
- 1D
- 0.85%
- 1M
- 0.25%
- 6M
- 14.63%
- YTD
- 14.23%
- 1Y
- 28.33%
- 3Y*
- 19.93%
- 5Y*
- 12.34%
- 10Y*
- —
EEDS.L vs. HSUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EEDS.L iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) | 9.44% | 14.97% | 24.21% | 26.17% | -21.67% | 27.87% | 23.98% |
HSUS.L HSBC USA Sustainable Equity UCITS ETF USD | 14.23% | 19.15% | 19.77% | 21.18% | -17.59% | 28.58% | -4.65% |
Correlation
The correlation between EEDS.L and HSUS.L is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.88 |
The correlation between EEDS.L and HSUS.L has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
EEDS.L vs. HSUS.L — Risk / Return Rank
EEDS.L
HSUS.L
EEDS.L vs. HSUS.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 HSBC USA Sustainable Equity UCITS ETF USD (HSUS.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 | HSUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.44 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 3.53 | -1.19 |
| Martin ratioReturn relative to average drawdown | 9.44 | 13.44 | -4.00 |
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Drawdowns
EEDS.L vs. HSUS.L - Drawdown Comparison
The maximum EEDS.L drawdown since its inception was -33.60%, which is greater than HSUS.L's maximum drawdown of -25.41%. Use the drawdown chart below to compare losses from any high point for EEDS.L and HSUS.L.
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Drawdown Indicators
| EEDS.L | HSUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -25.41% | -8.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -7.99% | -1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | -20.03% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -27.26% | -25.41% | -1.85% |
Current DrawdownCurrent decline from peak | -0.46% | -0.02% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -7.89% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.10% | +0.16% |
Volatility
EEDS.L vs. HSUS.L - Volatility Comparison
The current volatility for iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.L) is 2.85%, while HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L) has a volatility of 3.38%. This indicates that EEDS.L experiences smaller price fluctuations and is considered to be less risky than HSUS.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 | HSUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 3.38% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 8.96% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.47% | 11.35% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 24.55% | -8.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.82% | 24.70% | -6.88% |
EEDS.L vs. HSUS.L - Expense Ratio Comparison
EEDS.L has a 0.07% expense ratio, which is lower than HSUS.L's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EEDS.L vs. HSUS.L - Dividend Comparison
EEDS.L's dividend yield for the trailing twelve months is around 0.83%, while HSUS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
HSUS.L HSBC USA Sustainable Equity UCITS ETF USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EEDS.L and HSUS.L have a correlation of 0.86, 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 0.12% for HSUS.L.
EEDS.L tracks MSCI USA ESG Enhanced CTB Index, while HSUS.L tracks Russell 1000 TR USD. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.07% for EEDS.L and 0.12% for HSUS.L.
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