EEJD.L vs. EEDS.L

Last updated Jul 17, 2026

EEJD.L (iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)) and EEDS.L (iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist)) are both exchange-traded funds - EEJD.L is a Japan Equities fund tracking the MSCI Japan ESG Enhanced CTB Index, while EEDS.L is a Large Cap Blend Equities fund tracking the MSCI USA ESG Enhanced CTB Index. Both are passively managed. Over the past 5 years, EEJD.L returned 8.73%/yr vs 11.10%/yr for EEDS.L. A 0.64 correlation means they provide meaningful diversification when combined. EEJD.L charges 0.15%/yr vs 0.07%/yr for EEDS.L.

Performance

EEJD.L vs. EEDS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.L) and iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EEJD.L achieves a 16.04% return, which is significantly higher than EEDS.L's 9.50% return.

EEJD.L

• 1D: -1.23%
• 1M: -1.25%
• 6M: 9.46%
• YTD: 16.04%
• 1Y: 35.96%
• 3Y*: 16.96%
• 5Y*: 8.73%
• 10Y*: —

EEDS.L

• 1D: 0.00%
• 1M: 0.44%
• 6M: 8.50%
• YTD: 9.50%
• 1Y: 21.44%
• 3Y*: 18.51%
• 5Y*: 11.10%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)	16.04%	26.10%	4.67%	19.98%	-17.73%	0.41%	17.33%	15.33%
EEDS.L iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist)	9.50%	14.97%	24.21%	26.17%	-21.67%	27.87%	22.28%	19.63%

Correlation

The correlation between EEJD.L and EEDS.L is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019	0.64

The correlation between EEJD.L and EEDS.L has been stable across timeframes, ranging from 0.58 to 0.64 - a consistent structural relationship.

Return for Risk

EEJD.L vs. EEDS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EEJD.L

EEJD.L Risk / Return Rank: 64
EEJD.L Sharpe Ratio Rank: 60
EEJD.L Sortino Ratio Rank: 64
EEJD.L Omega Ratio Rank: 61
EEJD.L Calmar Ratio Rank: 69
EEJD.L Martin Ratio Rank: 64

EEDS.L

EEDS.L Risk / Return Rank: 65
EEDS.L Sharpe Ratio Rank: 65
EEDS.L Sortino Ratio Rank: 71
EEDS.L Omega Ratio Rank: 65
EEDS.L Calmar Ratio Rank: 58
EEDS.L Martin Ratio Rank: 67

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.

EEJD.L vs. EEDS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.L) and iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.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.

	EEJD.L	EEDS.L	Difference
Sharpe ratio: Return per unit of total volatility	1.61	1.72	-0.11
Sortino ratio: Return per unit of downside risk	2.39	2.58	-0.19
Omega ratio: Gain probability vs. loss probability	1.30	1.31	-0.01
Calmar ratio: Return relative to maximum drawdown	2.76	2.35	+0.41
Martin ratio: Return relative to average drawdown	9.07	9.46	-0.40

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

The current EEJD.L Sharpe Ratio is 1.61, which is comparable to the EEDS.L Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of EEJD.L and EEDS.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

EEJD.L vs. EEDS.L - Drawdown Comparison

The maximum EEJD.L drawdown since its inception was -32.93%, roughly equal to the maximum EEDS.L drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for EEJD.L and EEDS.L.

Drawdown Indicators

	EEJD.L	EEDS.L	Difference
Max Drawdown Largest peak-to-trough decline	-32.93%	-33.60%	+0.67%
Max Drawdown (1Y) Largest decline over 1 year	-12.98%	-9.10%	-3.88%
Max Drawdown (3Y) Largest decline over 3 years	-14.11%	-19.59%	+5.48%
Max Drawdown (5Y) Largest decline over 5 years	-32.93%	-27.26%	-5.67%
Current Drawdown Current decline from peak	-4.03%	-0.40%	-3.63%
Average Drawdown Average peak-to-trough decline	-8.12%	-5.80%	-2.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.96%	2.26%	+1.70%

Volatility

EEJD.L vs. EEDS.L - Volatility Comparison

iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.L) has a higher volatility of 6.71% compared to iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.L) at 2.85%. This indicates that EEJD.L's price experiences larger fluctuations and is considered to be riskier than EEDS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EEJD.L	EEDS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.71%	2.85%	+3.86%
Volatility (6M) Calculated over the trailing 6-month period	18.42%	9.47%	+8.95%
Volatility (1Y) Calculated over the trailing 1-year period	22.18%	12.47%	+9.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.48%	16.53%	+1.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.79%	17.82%	+0.97%

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

EEJD.L has a 0.15% expense ratio, which is higher than EEDS.L's 0.07% 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

EEJD.L vs. EEDS.L - Dividend Comparison

EEJD.L's dividend yield for the trailing twelve months is around 1.46%, more than EEDS.L's 0.83% yield.

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%
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)	1.46%	1.58%	1.83%	1.74%	2.13%	1.71%	1.55%	1.73%

Frequently Asked Questions

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

EEJD.L and EEDS.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

EEDS.L is cheaper with a 0.07% expense ratio, compared with 0.15% for EEJD.L.

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

EEJD.L is categorized as Japan Equities, while EEDS.L is Large Cap Blend Equities. EEJD.L tracks MSCI Japan ESG Enhanced CTB Index, while EEDS.L tracks MSCI USA ESG Enhanced CTB Index. Their fees differ too: 0.15% for EEJD.L and 0.07% for EEDS.L.