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FRUE.L vs. EEDG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FRUE.L vs. EEDG.L

Last updated Apr 2, 2026

Compare and contrast key facts about Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) and iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.L).

FRUE.L and EEDG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FRUE.L is a passively managed fund by Franklin Templeton that tracks the performance of the Russell 1000 TR USD. It was launched on Sep 6, 2017. EEDG.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 6, 2019. Both FRUE.L and EEDG.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

FRUE.L vs. EEDG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) and iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.L). The values are adjusted to include any dividend payments, if applicable.

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FRUE.L vs. EEDG.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
FRUE.L
Franklin LibertyQ U.S. Equity UCITS ETF		-1.66%21.39%10.18%15.31%-8.72%26.85%24.24%
EEDG.L
iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)		-5.36%15.16%24.10%25.61%-21.68%28.24%34.64%
Different Trading Currencies

FRUE.L is traded in USD, while EEDG.L is traded in GBP. To make them comparable, the EEDG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FRUE.L achieves a -1.66% return, which is significantly higher than EEDG.L's -5.36% return.

FRUE.L

1D
2.86%
1M
-3.19%
YTD
-1.66%
6M
0.79%
1Y
22.18%
3Y*
13.80%
5Y*
10.31%
10Y*
—

EEDG.L

1D
2.23%
1M
-4.28%
YTD
-5.36%
6M
-2.74%
1Y
15.73%
3Y*
17.01%
5Y*
9.73%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Franklin LibertyQ U.S. Equity UCITS ETF

iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)

Often compared with FRUE.L:
FRUE.L vs. LCUS.LFRUE.L vs. XZMD.LFRUE.L vs. FRUC.LFRUE.L vs. BBUS.LFRUE.L vs. DGRA.LFRUE.L vs. CAPS.LFRUE.L vs. FEX.L
Often compared with EEDG.L:
EEDG.L vs. S5SD.LEEDG.L vs. IITU.LEEDG.L vs. SWDA.LEEDG.L vs. ISDU.LEEDG.L vs. BBSU.LEEDG.L vs. CNDX.LEEDG.L vs. ISAC.L

FRUE.L vs. EEDG.L - Expense Ratio Comparison

FRUE.L has a 0.25% expense ratio, which is higher than EEDG.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%.

FRUE.L
Franklin LibertyQ U.S. Equity UCITS ETF
EEDG.L
iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)

Return for Risk

FRUE.L vs. EEDG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FRUE.L
FRUE.L Risk / Return Rank: 7575
Overall Rank
FRUE.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FRUE.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
FRUE.L Omega Ratio Rank: 7171
Omega Ratio Rank
FRUE.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
FRUE.L Martin Ratio Rank: 8484
Martin Ratio Rank
EEDG.L
EEDG.L Risk / Return Rank: 4242
Overall Rank
EEDG.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EEDG.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
EEDG.L Omega Ratio Rank: 3939
Omega Ratio Rank
EEDG.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
EEDG.L Martin Ratio Rank: 4444
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.

FRUE.L vs. EEDG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) and iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.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.

FRUE.LEEDG.LDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.94

+0.39

Sortino ratio

Return per unit of downside risk

1.92

1.40

+0.52

Omega ratio

Gain probability vs. loss probability

1.28

1.20

+0.08

Calmar ratio

Return relative to maximum drawdown

2.49

1.53

+0.96

Martin ratio

Return relative to average drawdown

10.63

6.21

+4.42

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FRUE.L vs. EEDG.L - Sharpe Ratio Comparison

The current FRUE.L Sharpe Ratio is 1.34, which is higher than the EEDG.L Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of FRUE.L and EEDG.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

FRUE.LEEDG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.94

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.60

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.91

-0.14

Correlation

The correlation between FRUE.L and EEDG.L is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

FRUE.L vs. EEDG.L - Dividend Comparison

FRUE.L has not paid dividends to shareholders, while EEDG.L's dividend yield for the trailing twelve months is around 0.92%.

TTM202520242023202220212020
FRUE.L
Franklin LibertyQ U.S. Equity UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EEDG.L
iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)		0.92%0.88%0.99%1.15%1.39%1.00%1.30%

Drawdowns

FRUE.L vs. EEDG.L - Drawdown Comparison

The maximum FRUE.L drawdown since its inception was -33.46%, which is greater than EEDG.L's maximum drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for FRUE.L and EEDG.L.

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Drawdown Indicators

FRUE.LEEDG.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.46%

-21.95%

-11.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.21%

-10.71%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-19.23%

-21.95%

+2.72%

Current Drawdown

Current decline from peak

-4.81%

-6.22%

+1.41%

Average Drawdown

Average peak-to-trough decline

-3.86%

-4.24%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.56%

-0.54%

Volatility

FRUE.L vs. EEDG.L - Volatility Comparison

Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) has a higher volatility of 5.43% compared to iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.L) at 4.56%. This indicates that FRUE.L's price experiences larger fluctuations and is considered to be riskier than EEDG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FRUE.LEEDG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

4.56%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

8.91%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.56%

16.64%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

16.15%

-1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.75%

16.67%

-0.92%