EEDS.L vs. XMVU.L
EEDS.L (iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist)) and XMVU.L (Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D) are both Large Cap Blend Equities funds - EEDS.L tracks the MSCI USA ESG Enhanced CTB Index while XMVU.L tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, EEDS.L returned 11.09%/yr vs 6.51%/yr for XMVU.L. A 0.77 correlation means they provide meaningful diversification when combined. EEDS.L charges 0.07%/yr vs 0.20%/yr for XMVU.L.
Performance
EEDS.L vs. XMVU.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EEDS.L achieves a 9.44% return, which is significantly higher than XMVU.L's 2.34% 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*
- —
XMVU.L
- 1D
- -0.79%
- 1M
- 0.15%
- 6M
- 2.61%
- YTD
- 2.34%
- 1Y
- 5.54%
- 3Y*
- 10.63%
- 5Y*
- 6.51%
- 10Y*
- —
EEDS.L vs. XMVU.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% |
XMVU.L Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D | 2.34% | 7.93% | 15.69% | 9.79% | -9.52% | 21.61% | 4.40% | 16.82% |
Correlation
The correlation between EEDS.L and XMVU.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.77 |
Over the past year, the correlation between EEDS.L and XMVU.L has dropped to 0.46 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EEDS.L vs. XMVU.L — Risk / Return Rank
EEDS.L
XMVU.L
EEDS.L vs. XMVU.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 Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.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 | XMVU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.12 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 1.02 | +1.32 |
| Martin ratioReturn relative to average drawdown | 9.44 | 3.16 | +6.27 |
Loading charts...
Drawdowns
EEDS.L vs. XMVU.L - Drawdown Comparison
The maximum EEDS.L drawdown since its inception was -33.60%, roughly equal to the maximum XMVU.L drawdown of -32.98%. Use the drawdown chart below to compare losses from any high point for EEDS.L and XMVU.L.
Loading charts...
Drawdown Indicators
| EEDS.L | XMVU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -32.98% | -0.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -5.39% | -3.71% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | -9.99% | -9.60% |
Max Drawdown (5Y)Largest decline over 5 years | -27.26% | -17.75% | -9.51% |
Current DrawdownCurrent decline from peak | -0.46% | -2.10% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -3.62% | -2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 1.75% | +0.51% |
Volatility
EEDS.L vs. XMVU.L - Volatility Comparison
iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.L) and Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L) have volatilities of 2.85% and 2.95%, 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.
Loading charts...
Volatility by Period
| EEDS.L | XMVU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 2.95% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 5.92% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.47% | 7.90% | +4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 11.61% | +4.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.82% | 13.02% | +4.80% |
EEDS.L vs. XMVU.L - Expense Ratio Comparison
EEDS.L has a 0.07% expense ratio, which is lower than XMVU.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. XMVU.L - Dividend Comparison
EEDS.L's dividend yield for the trailing twelve months is around 0.83%, less than XMVU.L's 1.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
XMVU.L Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D | 1.18% | 1.24% | 1.31% | 1.33% | 1.82% | 1.27% | 1.81% | 1.55% | 1.36% |
Frequently Asked Questions
EEDS.L and XMVU.L have a correlation of 0.46, 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 0.20% for XMVU.L.
EEDS.L tracks MSCI USA ESG Enhanced CTB Index, while XMVU.L tracks Russell 1000 TR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for EEDS.L and 0.20% for XMVU.L.
Find the right allocation for EEDS.L and XMVU.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer