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

Performance

EEDS.L vs. MXUS.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 Invesco MSCI USA UCITS ETF (MXUS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EEDS.L achieves a 9.44% return, which is significantly lower than MXUS.L's 10.31% 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*

MXUS.L

1D
0.14%
1M
0.23%
6M
9.97%
YTD
10.31%
1Y
21.58%
3Y*
20.27%
5Y*
12.78%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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%
MXUS.L
Invesco MSCI USA UCITS ETF
10.31%17.34%25.58%27.83%-20.03%27.90%20.98%18.70%

Correlation

The correlation between EEDS.L and MXUS.L is 0.99 - 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

0.99

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

0.99

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

0.99

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

0.98

The correlation between EEDS.L and MXUS.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

EEDS.L vs. MXUS.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: 6565
Overall Rank
EEDS.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EEDS.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
EEDS.L Omega Ratio Rank: 6464
Omega Ratio Rank
EEDS.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
EEDS.L Martin Ratio Rank: 6666
Martin Ratio Rank

MXUS.L
MXUS.L Risk / Return Rank: 6868
Overall Rank
MXUS.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
MXUS.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
MXUS.L Omega Ratio Rank: 6767
Omega Ratio Rank
MXUS.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
MXUS.L Martin Ratio Rank: 7070
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. MXUS.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 Invesco MSCI USA UCITS ETF (MXUS.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.LMXUS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.31

1.32

-0.01

Calmar ratioReturn relative to maximum drawdown

2.34

2.57

-0.23

Martin ratioReturn relative to average drawdown

9.44

10.29

-0.86

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

The current EEDS.L Sharpe Ratio is 1.71, which is comparable to the MXUS.L Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of EEDS.L and MXUS.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. MXUS.L - Drawdown Comparison

The maximum EEDS.L drawdown since its inception was -33.60%, roughly equal to the maximum MXUS.L drawdown of -34.38%. Use the drawdown chart below to compare losses from any high point for EEDS.L and MXUS.L.


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Drawdown Indicators


EEDS.LMXUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-34.38%

+0.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-8.35%

-0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-18.78%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-27.26%

-25.25%

-2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

Current Drawdown

Current decline from peak

-0.46%

-0.45%

-0.01%

Average Drawdown

Average peak-to-trough decline

-5.80%

-3.91%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.09%

+0.17%

Volatility

EEDS.L vs. MXUS.L - Volatility Comparison

iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.L) and Invesco MSCI USA UCITS ETF (MXUS.L) have volatilities of 2.85% and 2.84%, 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.LMXUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

2.84%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

9.31%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

12.47%

12.09%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

16.26%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

16.28%

+1.54%

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

EEDS.L has a 0.07% expense ratio, which is higher than MXUS.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. MXUS.L - Dividend Comparison

EEDS.L's dividend yield for the trailing twelve months is around 0.83%, while MXUS.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
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%
MXUS.L
Invesco MSCI USA UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, EEDS.L and MXUS.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, MXUS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MXUS.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 MXUS.L tracks Russell 1000 TR USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for EEDS.L and 0.05% for MXUS.L.

Portfolio Optimizer

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