EEDS.L vs. LGUS.L
EEDS.L (iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist)) and LGUS.L (L&G US Equity UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - EEDS.L tracks the MSCI USA ESG Enhanced CTB Index while LGUS.L tracks the Solactive Core United States Large & Mid Cap Index NTR. Both are passively managed. Over the past 5 years, EEDS.L returned 10.81%/yr vs 12.54%/yr for LGUS.L. With a 0.97 correlation, they move nearly in lockstep. EEDS.L charges 0.07%/yr vs 0.05%/yr for LGUS.L.
Performance
EEDS.L vs. LGUS.L - Performance Comparison
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Returns By Period
In the year-to-date period, EEDS.L achieves a 8.07% return, which is significantly lower than LGUS.L's 9.01% 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*
- —
LGUS.L
- 1D
- -1.30%
- 1M
- -0.36%
- 6M
- 8.07%
- YTD
- 9.01%
- 1Y
- 19.79%
- 3Y*
- 19.73%
- 5Y*
- 12.54%
- 10Y*
- —
EEDS.L vs. LGUS.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) | 8.07% | 14.97% | 24.21% | 26.17% | -21.67% | 27.87% | 22.28% | 19.63% |
LGUS.L L&G US Equity UCITS ETF USD (Acc) | 9.01% | 17.98% | 25.09% | 28.66% | -20.46% | 27.91% | 21.16% | 18.72% |
Correlation
The correlation between EEDS.L and LGUS.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.97 |
The correlation between EEDS.L and LGUS.L has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
EEDS.L vs. LGUS.L — Risk / Return Rank
EEDS.L
LGUS.L
EEDS.L vs. LGUS.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 L&G US Equity UCITS ETF USD (Acc) (LGUS.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 | LGUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.28 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.30 | -0.30 |
| Martin ratioReturn relative to average drawdown | 8.04 | 8.84 | -0.81 |
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Drawdowns
EEDS.L vs. LGUS.L - Drawdown Comparison
The maximum EEDS.L drawdown since its inception was -33.60%, roughly equal to the maximum LGUS.L drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for EEDS.L and LGUS.L.
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Drawdown Indicators
| EEDS.L | LGUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -34.26% | +0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -8.58% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | -19.46% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -27.26% | -25.64% | -1.62% |
Current DrawdownCurrent decline from peak | -1.70% | -1.69% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -5.29% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.23% | +0.03% |
Volatility
EEDS.L vs. LGUS.L - Volatility Comparison
iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.L) and L&G US Equity UCITS ETF USD (Acc) (LGUS.L) have volatilities of 3.14% and 3.15%, 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.L | LGUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 3.15% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 9.50% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.49% | 12.53% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 16.52% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.82% | 18.10% | -0.28% |
EEDS.L vs. LGUS.L - Expense Ratio Comparison
EEDS.L has a 0.07% expense ratio, which is higher than LGUS.L's 0.05% expense ratio. However, 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. LGUS.L - Dividend Comparison
EEDS.L's dividend yield for the trailing twelve months is around 0.84%, while LGUS.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) | 0.84% | 0.89% | 1.00% | 1.15% | 1.42% | 1.01% | 1.24% | 1.07% |
LGUS.L L&G US Equity UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, EEDS.L and LGUS.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.
On fees, LGUS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LGUS.L is cheaper with a 0.05% expense ratio, compared with 0.07% for EEDS.L.
EEDS.L tracks MSCI USA ESG Enhanced CTB Index, while LGUS.L tracks Solactive Core United States Large & Mid Cap Index NTR. They also come from different issuers: iShares and L&G. Their fees differ too: 0.07% for EEDS.L and 0.05% for LGUS.L.
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