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EEWG.L vs. SMT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EEWG.L vs. SMT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) (EEWG.L) and Scottish Mortgage Investment Trust plc (SMT.L). The values are adjusted to include any dividend payments, if applicable.

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EEWG.L vs. SMT.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EEWG.L
iShares MSCI World ESG Enhanced UCITS ETF USD (Dist)
-1.94%11.10%20.25%16.39%-10.66%24.27%13.73%0.95%
SMT.L
Scottish Mortgage Investment Trust plc
6.91%24.72%18.75%12.46%-45.71%10.46%110.49%10.81%
Different Trading Currencies

EEWG.L is traded in GBP, while SMT.L is traded in GBp. To make them comparable, the SMT.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EEWG.L achieves a -1.94% return, which is significantly lower than SMT.L's 6.91% return.


EEWG.L

1D
0.10%
1M
-2.03%
YTD
-1.94%
6M
0.96%
1Y
15.48%
3Y*
13.38%
5Y*
10.04%
10Y*

SMT.L

1D
0.75%
1M
8.14%
YTD
6.91%
6M
10.33%
1Y
35.13%
3Y*
24.42%
5Y*
2.18%
10Y*
17.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EEWG.L vs. SMT.L - Expense Ratio Comparison

EEWG.L has a 0.20% expense ratio, which is lower than SMT.L's 0.31% expense ratio.


Return for Risk

EEWG.L vs. SMT.L — Risk / Return Rank

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

EEWG.L
EEWG.L Risk / Return Rank: 6767
Overall Rank
EEWG.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EEWG.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
EEWG.L Omega Ratio Rank: 5757
Omega Ratio Rank
EEWG.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
EEWG.L Martin Ratio Rank: 8484
Martin Ratio Rank

SMT.L
SMT.L Risk / Return Rank: 8282
Overall Rank
SMT.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SMT.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
SMT.L Omega Ratio Rank: 7373
Omega Ratio Rank
SMT.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
SMT.L Martin Ratio Rank: 8585
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.

EEWG.L vs. SMT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) (EEWG.L) and Scottish Mortgage Investment Trust plc (SMT.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.


EEWG.LSMT.LDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.57

-0.49

Sortino ratio

Return per unit of downside risk

1.54

2.22

-0.68

Omega ratio

Gain probability vs. loss probability

1.22

1.29

-0.07

Calmar ratio

Return relative to maximum drawdown

2.89

3.40

-0.51

Martin ratio

Return relative to average drawdown

11.44

11.46

-0.02

EEWG.L vs. SMT.L - Sharpe Ratio Comparison

The current EEWG.L Sharpe Ratio is 1.08, which is lower than the SMT.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of EEWG.L and SMT.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


EEWG.LSMT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.57

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.07

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.54

+0.18

Correlation

The correlation between EEWG.L and SMT.L is 0.69, 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

EEWG.L vs. SMT.L - Dividend Comparison

EEWG.L's dividend yield for the trailing twelve months is around 1.21%, more than SMT.L's 0.35% yield.


TTM20252024202320222021202020192018201720162015
EEWG.L
iShares MSCI World ESG Enhanced UCITS ETF USD (Dist)
1.21%1.18%1.37%1.59%1.78%1.28%1.43%0.76%0.00%0.00%0.00%0.00%
SMT.L
Scottish Mortgage Investment Trust plc
0.35%0.37%0.44%0.51%0.51%0.26%0.27%0.54%0.66%0.67%0.93%1.05%

Drawdowns

EEWG.L vs. SMT.L - Drawdown Comparison

The maximum EEWG.L drawdown since its inception was -25.46%, smaller than the maximum SMT.L drawdown of -62.61%. Use the drawdown chart below to compare losses from any high point for EEWG.L and SMT.L.


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Drawdown Indicators


EEWG.LSMT.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.46%

-62.61%

+37.15%

Max Drawdown (1Y)

Largest decline over 1 year

-7.02%

-12.26%

+5.24%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

-60.11%

+41.11%

Max Drawdown (10Y)

Largest decline over 10 years

-60.11%

Current Drawdown

Current decline from peak

-3.89%

-16.14%

+12.25%

Average Drawdown

Average peak-to-trough decline

-4.04%

-16.09%

+12.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

3.63%

-1.86%

Volatility

EEWG.L vs. SMT.L - Volatility Comparison

The current volatility for iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) (EEWG.L) is 4.19%, while Scottish Mortgage Investment Trust plc (SMT.L) has a volatility of 9.04%. This indicates that EEWG.L experiences smaller price fluctuations and is considered to be less risky than SMT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EEWG.LSMT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

9.04%

-4.85%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

16.00%

-7.79%

Volatility (1Y)

Calculated over the trailing 1-year period

14.31%

22.36%

-8.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.43%

29.97%

-16.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.42%

28.67%

-13.25%