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EEUD.L vs. ESGU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EEUD.L vs. ESGU.DE - 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 Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EEUD.L is traded in GBP, while ESGU.DE is traded in EUR. To make them comparable, the ESGU.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EEUD.L achieves a 6.81% return, which is significantly lower than ESGU.DE's 11.66% return.


EEUD.L

1D
0.66%
1M
3.78%
YTD
6.81%
6M
9.10%
1Y
18.95%
3Y*
12.96%
5Y*
8.83%
10Y*

ESGU.DE

1D
-0.39%
1M
6.07%
YTD
11.66%
6M
11.07%
1Y
28.53%
3Y*
19.09%
5Y*
14.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEUD.L vs. ESGU.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EEUD.L
iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist)
6.81%23.28%3.38%13.27%-6.77%17.17%4.21%4.54%
ESGU.DE
Invesco MSCI USA ESG Universal Screened UCITS ETF Acc
11.66%8.37%25.92%21.49%-13.17%30.10%18.58%8.93%

Correlation

The correlation between EEUD.L and ESGU.DE is 0.57, 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

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2019

0.64

The correlation between EEUD.L and ESGU.DE shifts across timeframes, from 0.53 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EEUD.L vs. ESGU.DE — 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: 4141
Overall Rank
EEUD.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
EEUD.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
EEUD.L Omega Ratio Rank: 4545
Omega Ratio Rank
EEUD.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
EEUD.L Martin Ratio Rank: 3838
Martin Ratio Rank

ESGU.DE
ESGU.DE Risk / Return Rank: 6363
Overall Rank
ESGU.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ESGU.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
ESGU.DE Omega Ratio Rank: 6565
Omega Ratio Rank
ESGU.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
ESGU.DE Martin Ratio Rank: 6161
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. ESGU.DE - 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 Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE). 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.LESGU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.28

1.45

-0.16

Calmar ratioReturn relative to maximum drawdown

1.70

3.52

-1.82

Martin ratioReturn relative to average drawdown

5.82

12.27

-6.45

EEUD.L vs. ESGU.DE - Sharpe Ratio Comparison

The current EEUD.L Sharpe Ratio is 1.50, which is lower than the ESGU.DE Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of EEUD.L and ESGU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EEUD.LESGU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

2.47

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.91

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.90

-0.27

Drawdowns

EEUD.L vs. ESGU.DE - Drawdown Comparison

The maximum EEUD.L drawdown since its inception was -27.37%, which is greater than ESGU.DE's maximum drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for EEUD.L and ESGU.DE.


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Drawdown Indicators


EEUD.LESGU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.37%

-25.10%

-2.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-8.07%

-3.03%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-22.42%

+9.73%

Max Drawdown (5Y)

Largest decline over 5 years

-18.30%

-22.42%

+4.12%

Current Drawdown

Current decline from peak

-1.81%

-0.39%

-1.42%

Average Drawdown

Average peak-to-trough decline

-4.06%

-4.35%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.32%

+0.93%

Volatility

EEUD.L vs. ESGU.DE - Volatility Comparison

iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L) has a higher volatility of 4.15% compared to Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) at 3.22%. This indicates that EEUD.L's price experiences larger fluctuations and is considered to be riskier than ESGU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EEUD.LESGU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

3.22%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

7.96%

+2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

11.49%

+1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.95%

15.23%

-1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

16.91%

-1.26%

EEUD.L vs. ESGU.DE - Expense Ratio Comparison

EEUD.L has a 0.12% expense ratio, which is higher than ESGU.DE's 0.09% 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

EEUD.L vs. ESGU.DE - Dividend Comparison

EEUD.L's dividend yield for the trailing twelve months is around 2.38%, while ESGU.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
EEUD.L
iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist)
2.38%2.54%2.94%2.76%2.92%2.30%1.92%2.72%
ESGU.DE
Invesco MSCI USA ESG Universal Screened UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EEUD.L and ESGU.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESGU.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESGU.DE is cheaper with a 0.09% expense ratio, compared with 0.12% for EEUD.L.

EEUD.L is categorized as Europe Equities, while ESGU.DE is Large Cap Blend Equities. EEUD.L tracks MSCI Europe NR EUR, while ESGU.DE tracks MSCI USA ESG Universal Select Business Screens. They also come from different issuers: BlackRock and Invesco. Their fees differ too: 0.12% for EEUD.L and 0.09% for ESGU.DE.

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