EEDS.L vs. ISAC.L

Last updated Jul 16, 2026

EEDS.L (iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist)) and ISAC.L (iShares MSCI ACWI UCITS ETF USD (Acc)) are both exchange-traded funds - EEDS.L is a Large Cap Blend Equities fund tracking the MSCI USA ESG Enhanced CTB Index, while ISAC.L is a Global Equities fund tracking the MSCI All Country World Index (Net). Both are passively managed. Over the past 5 years, EEDS.L returned 11.09%/yr vs 11.12%/yr for ISAC.L. Their correlation of 0.95 suggests significant overlap in exposure. EEDS.L charges 0.07%/yr vs 0.20%/yr for ISAC.L.

Performance

EEDS.L vs. ISAC.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 MSCI ACWI UCITS ETF USD (Acc) (ISAC.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EEDS.L achieves a 9.44% return, which is significantly lower than ISAC.L's 11.18% 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*: —

ISAC.L

• 1D: 0.12%
• 1M: -0.60%
• 6M: 9.67%
• YTD: 11.18%
• 1Y: 23.73%
• 3Y*: 19.02%
• 5Y*: 11.12%
• 10Y*: 12.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EEDS.L vs. ISAC.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%
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc)	11.18%	22.36%	17.81%	22.57%	-18.16%	18.85%	15.66%	15.35%

Correlation

The correlation between EEDS.L and ISAC.L is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019	0.95

The correlation between EEDS.L and ISAC.L has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

Return for Risk

EEDS.L vs. ISAC.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: 65
EEDS.L Sharpe Ratio Rank: 64
EEDS.L Sortino Ratio Rank: 71
EEDS.L Omega Ratio Rank: 64
EEDS.L Calmar Ratio Rank: 58
EEDS.L Martin Ratio Rank: 66

ISAC.L

ISAC.L Risk / Return Rank: 72
ISAC.L Sharpe Ratio Rank: 71
ISAC.L Sortino Ratio Rank: 77
ISAC.L Omega Ratio Rank: 71
ISAC.L Calmar Ratio Rank: 67
ISAC.L Martin Ratio Rank: 73

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. ISAC.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 MSCI ACWI UCITS ETF USD (Acc) (ISAC.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	ISAC.L	Difference
Sharpe ratio: Return per unit of total volatility	1.71	1.83	-0.12
Sortino ratio: Return per unit of downside risk	2.57	2.75	-0.17
Omega ratio: Gain probability vs. loss probability	1.31	1.34	-0.02
Calmar ratio: Return relative to maximum drawdown	2.34	2.70	-0.36
Martin ratio: Return relative to average drawdown	9.44	10.76	-1.32

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

The current EEDS.L Sharpe Ratio is 1.71, which is comparable to the ISAC.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of EEDS.L and ISAC.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.

Drawdowns

EEDS.L vs. ISAC.L - Drawdown Comparison

The maximum EEDS.L drawdown since its inception was -33.60%, roughly equal to the maximum ISAC.L drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for EEDS.L and ISAC.L.

Drawdown Indicators

	EEDS.L	ISAC.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.60%	-33.82%	+0.22%
Max Drawdown (1Y) Largest decline over 1 year	-9.10%	-8.77%	-0.33%
Max Drawdown (3Y) Largest decline over 3 years	-19.59%	-16.56%	-3.03%
Max Drawdown (5Y) Largest decline over 5 years	-27.26%	-26.07%	-1.19%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.82%	—
Current Drawdown Current decline from peak	-0.46%	-1.03%	+0.57%
Average Drawdown Average peak-to-trough decline	-5.80%	-4.62%	-1.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	2.20%	+0.06%

Volatility

EEDS.L vs. ISAC.L - Volatility Comparison

The current volatility for iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.L) is 2.85%, while iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) has a volatility of 3.18%. This indicates that EEDS.L experiences smaller price fluctuations and is considered to be less risky than ISAC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EEDS.L	ISAC.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.85%	3.18%	-0.33%
Volatility (6M) Calculated over the trailing 6-month period	9.47%	10.57%	-1.10%
Volatility (1Y) Calculated over the trailing 1-year period	12.47%	12.88%	-0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.53%	15.65%	+0.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.82%	15.82%	+2.00%

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

EEDS.L has a 0.07% expense ratio, which is lower than ISAC.L's 0.20% 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. ISAC.L - Dividend Comparison

EEDS.L's dividend yield for the trailing twelve months is around 0.83%, while ISAC.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%
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EEDS.L and ISAC.L in my portfolio?

With a correlation of 0.94, EEDS.L and ISAC.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.

Which ETF is better, EEDS.L or ISAC.L?

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.

Which ETF is cheaper, EEDS.L or ISAC.L?

EEDS.L is cheaper with a 0.07% expense ratio, compared with 0.20% for ISAC.L.

What is the main difference between EEDS.L and ISAC.L?

EEDS.L is categorized as Large Cap Blend Equities, while ISAC.L is Global Equities. EEDS.L tracks MSCI USA ESG Enhanced CTB Index, while ISAC.L tracks MSCI All Country World Index (Net). Their fees differ too: 0.07% for EEDS.L and 0.20% for ISAC.L.