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EEUD.L vs. 500P.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EEUD.L vs. 500P.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L) and Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L). The values are adjusted to include any dividend payments, if applicable.

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EEUD.L vs. 500P.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

EEUD.L
EEUD.L Risk / Return Rank: 6363
Overall Rank
EEUD.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EEUD.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
EEUD.L Omega Ratio Rank: 6666
Omega Ratio Rank
EEUD.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
EEUD.L Martin Ratio Rank: 5959
Martin Ratio Rank

500P.L
500P.L Risk / Return Rank: 2929
Overall Rank
500P.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
500P.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
500P.L Omega Ratio Rank: 2929
Omega Ratio Rank
500P.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
500P.L Martin Ratio Rank: 3030
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.

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.L500P.LDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.59

+0.67

Sortino ratio

Return per unit of downside risk

1.68

0.90

+0.78

Omega ratio

Gain probability vs. loss probability

1.25

1.13

+0.12

Calmar ratio

Return relative to maximum drawdown

1.63

0.83

+0.81

Martin ratio

Return relative to average drawdown

6.21

2.70

+3.51

EEUD.L vs. 500P.L - Sharpe Ratio Comparison

The current EEUD.L Sharpe Ratio is 1.26, which is higher than the 500P.L Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of EEUD.L and 500P.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EEUD.L500P.LDifference

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.


TTM2025202420232022202120202019
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.L500P.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.97%

-8.52%

+1.55%

Average Drawdown

Average peak-to-trough decline

-4.06%

-4.23%

+0.17%

Ulcer Index

Depth 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.L500P.LDifference

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%