EEDS.L vs. XWQS.L
EEDS.L (iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist)) and XWQS.L (Xtrackers MSCI World Quality ESG UCITS ETF 1C) are both exchange-traded funds - EEDS.L is a Large Cap Blend Equities fund tracking the MSCI USA ESG Enhanced CTB Index, while XWQS.L is a ESG fund tracking the MSCI World Quality Low Carbon SRI Screened Select Index. Both are passively managed. Over the past 3 years, EEDS.L returned 17.80%/yr vs 19.43%/yr for XWQS.L. Their correlation of 0.84 suggests significant overlap in exposure. EEDS.L charges 0.07%/yr vs 0.25%/yr for XWQS.L.
Performance
EEDS.L vs. XWQS.L - Performance Comparison
Loading charts...
Different Trading Currencies
EEDS.L is traded in USD, while XWQS.L is traded in GBP. To make them comparable, the XWQS.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 8.07% return, which is significantly lower than XWQS.L's 12.44% 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*
- —
XWQS.L
- 1D
- 0.00%
- 1M
- 2.71%
- 6M
- 9.06%
- YTD
- 12.44%
- 1Y
- 27.34%
- 3Y*
- 19.43%
- 5Y*
- —
- 10Y*
- —
EEDS.L vs. XWQS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EEDS.L iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) | 8.07% | 14.97% | 24.21% | 8.33% |
XWQS.L Xtrackers MSCI World Quality ESG UCITS ETF 1C | 12.44% | 17.36% | 18.93% | -12.65% |
Correlation
The correlation between EEDS.L and XWQS.L is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2023 | 0.84 |
The correlation between EEDS.L and XWQS.L has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
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. XWQS.L — Risk / Return Rank
EEDS.L
XWQS.L
EEDS.L vs. XWQS.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 World Quality ESG UCITS ETF 1C (XWQS.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 | XWQS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.02 | +0.97 |
| Martin ratioReturn relative to average drawdown | 8.04 | 1.60 | +6.44 |
Loading charts...
Drawdowns
EEDS.L vs. XWQS.L - Drawdown Comparison
The maximum EEDS.L drawdown since its inception was -33.60%, which is greater than XWQS.L's maximum drawdown of -29.52%. Use the drawdown chart below to compare losses from any high point for EEDS.L and XWQS.L.
Loading charts...
Drawdown Indicators
| EEDS.L | XWQS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -29.52% | -4.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -26.73% | +17.63% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | -26.73% | +7.14% |
Max Drawdown (5Y)Largest decline over 5 years | -27.26% | — | — |
Current DrawdownCurrent decline from peak | -1.70% | -12.21% | +10.51% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -11.42% | +5.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 17.09% | -14.83% |
Volatility
EEDS.L vs. XWQS.L - Volatility Comparison
The current volatility for iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.L) is 3.14%, while Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) has a volatility of 3.45%. This indicates that EEDS.L experiences smaller price fluctuations and is considered to be less risky than XWQS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EEDS.L | XWQS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 3.45% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 9.73% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.49% | 43.44% | -30.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 30.59% | -14.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.82% | 30.59% | -12.77% |
EEDS.L vs. XWQS.L - Expense Ratio Comparison
EEDS.L has a 0.07% expense ratio, which is lower than XWQS.L's 0.25% 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. XWQS.L - Dividend Comparison
EEDS.L's dividend yield for the trailing twelve months is around 0.84%, while XWQS.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% |
XWQS.L Xtrackers MSCI World Quality ESG UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EEDS.L and XWQS.L have a correlation of 0.80, 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 0.25% for XWQS.L.
EEDS.L is categorized as Large Cap Blend Equities, while XWQS.L is ESG. EEDS.L tracks MSCI USA ESG Enhanced CTB Index, while XWQS.L tracks MSCI World Quality Low Carbon SRI Screened Select Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for EEDS.L and 0.25% for XWQS.L.
Find the right allocation for EEDS.L and XWQS.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