EEWG.L vs. TDGB.L
Compare and contrast key facts about iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) (EEWG.L) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L).
EEWG.L and TDGB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EEWG.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Mar 8, 2019. TDGB.L is a passively managed fund by VanEck that tracks the performance of the Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. It was launched on May 23, 2016. Both EEWG.L and TDGB.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
EEWG.L vs. TDGB.L - Performance Comparison
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EEWG.L vs. TDGB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
TDGB.L VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 9.90% | 30.88% | 10.65% | 9.06% | 22.49% | 19.59% | -5.61% | 0.26% |
Returns By Period
In the year-to-date period, EEWG.L achieves a -1.94% return, which is significantly lower than TDGB.L's 9.90% 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*
- —
TDGB.L
- 1D
- 0.79%
- 1M
- 2.71%
- YTD
- 9.90%
- 6M
- 18.50%
- 1Y
- 30.58%
- 3Y*
- 20.23%
- 5Y*
- 18.65%
- 10Y*
- —
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EEWG.L vs. TDGB.L - Expense Ratio Comparison
EEWG.L has a 0.20% expense ratio, which is lower than TDGB.L's 0.38% expense ratio.
Return for Risk
EEWG.L vs. TDGB.L — Risk / Return Rank
EEWG.L
TDGB.L
EEWG.L vs. TDGB.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.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.L | TDGB.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 2.59 | -1.51 |
Sortino ratioReturn per unit of downside risk | 1.54 | 3.15 | -1.62 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.54 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 2.89 | 7.09 | -4.21 |
Martin ratioReturn relative to average drawdown | 11.44 | 24.65 | -13.21 |
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
| EEWG.L | TDGB.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 2.59 | -1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 1.63 | -0.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 1.01 | -0.29 |
Correlation
The correlation between EEWG.L and TDGB.L is 0.67, 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. TDGB.L - Dividend Comparison
EEWG.L's dividend yield for the trailing twelve months is around 1.21%, less than TDGB.L's 3.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
TDGB.L VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 3.25% | 3.50% | 4.27% | 4.93% | 4.40% | 4.06% | 4.16% | 4.52% |
Drawdowns
EEWG.L vs. TDGB.L - Drawdown Comparison
The maximum EEWG.L drawdown since its inception was -25.46%, smaller than the maximum TDGB.L drawdown of -29.60%. Use the drawdown chart below to compare losses from any high point for EEWG.L and TDGB.L.
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Drawdown Indicators
| EEWG.L | TDGB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.46% | -29.60% | +4.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -9.11% | +2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -12.41% | -6.59% |
Current DrawdownCurrent decline from peak | -3.89% | -0.56% | -3.33% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -3.75% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.34% | +0.43% |
Volatility
EEWG.L vs. TDGB.L - Volatility Comparison
iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) (EEWG.L) has a higher volatility of 4.19% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) at 3.42%. This indicates that EEWG.L's price experiences larger fluctuations and is considered to be riskier than TDGB.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.L | TDGB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 3.42% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 6.98% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.31% | 11.75% | +2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.43% | 11.45% | +1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.42% | 14.54% | +0.88% |