EEUD.L vs. 500P.L
Compare and contrast key facts about iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L) and Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L).
EEUD.L and 500P.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EEUD.L is a passively managed fund by BlackRock that tracks the performance of the MSCI Europe NR EUR. It was launched on Mar 6, 2019. 500P.L is a passively managed fund by Franklin that tracks the performance of the S&P 500 Net Zero 2050 Paris-Aligned ESG Index. It was launched on Jul 29, 2020. Both EEUD.L and 500P.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EEUD.L vs. 500P.L - Performance Comparison
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EEUD.L vs. 500P.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EEUD.L iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) | 1.20% | 23.28% | 3.38% | 13.27% | -6.77% | 17.17% | 12.16% |
500P.L Franklin S&P 500 Paris Aligned Climate UCITS ETF | -6.34% | 7.74% | 28.94% | 23.30% | -12.86% | 34.04% | 11.40% |
Returns By Period
In the year-to-date period, EEUD.L achieves a 1.20% return, which is significantly higher than 500P.L's -6.34% return.
EEUD.L
- 1D
- 2.36%
- 1M
- -4.73%
- YTD
- 1.20%
- 6M
- 6.74%
- 1Y
- 17.75%
- 3Y*
- 11.03%
- 5Y*
- 9.15%
- 10Y*
- —
500P.L
- 1D
- 1.60%
- 1M
- -3.81%
- YTD
- -6.34%
- 6M
- -3.44%
- 1Y
- 8.99%
- 3Y*
- 14.95%
- 5Y*
- 11.95%
- 10Y*
- —
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EEUD.L vs. 500P.L - Expense Ratio Comparison
EEUD.L has a 0.12% expense ratio, which is higher than 500P.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%.
Return for Risk
EEUD.L vs. 500P.L — Risk / Return Rank
EEUD.L
500P.L
EEUD.L vs. 500P.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L) and Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.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.
| EEUD.L | 500P.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.59 | +0.67 |
Sortino ratioReturn per unit of downside risk | 1.68 | 0.90 | +0.78 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.13 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 0.83 | +0.81 |
Martin ratioReturn relative to average drawdown | 6.21 | 2.70 | +3.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EEUD.L | 500P.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.59 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.80 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.92 | -0.32 |
Correlation
The correlation between EEUD.L and 500P.L is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EEUD.L vs. 500P.L - Dividend Comparison
EEUD.L's dividend yield for the trailing twelve months is around 2.51%, while 500P.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EEUD.L iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) | 2.51% | 2.54% | 2.94% | 2.76% | 2.92% | 2.30% | 1.92% | 2.72% |
500P.L Franklin S&P 500 Paris Aligned Climate UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EEUD.L vs. 500P.L - Drawdown Comparison
The maximum EEUD.L drawdown since its inception was -27.37%, which is greater than 500P.L's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for EEUD.L and 500P.L.
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Drawdown Indicators
| EEUD.L | 500P.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.37% | -20.32% | -7.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -10.81% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -18.30% | -20.32% | +2.02% |
Current DrawdownCurrent decline from peak | -6.97% | -8.52% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -4.06% | -4.23% | +0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.32% | -0.40% |
Volatility
EEUD.L vs. 500P.L - Volatility Comparison
iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L) has a higher volatility of 5.86% compared to Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) at 3.78%. This indicates that EEUD.L's price experiences larger fluctuations and is considered to be riskier than 500P.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEUD.L | 500P.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 3.78% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 8.28% | +1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.08% | 15.35% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 14.91% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 15.18% | +0.48% |