FSWD.L vs. EEDS.L
FSWD.L (iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)) and EEDS.L (iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist)) are both exchange-traded funds - FSWD.L is a Global Equities fund tracking the STOXX Developed World Equity Factor Screened Net Index, while EEDS.L is a Large Cap Blend Equities fund tracking the MSCI USA ESG Enhanced CTB Index. Both are passively managed. Over the past 5 years, FSWD.L returned 11.68%/yr vs 11.32%/yr for EEDS.L. Their correlation of 0.85 suggests significant overlap in exposure. FSWD.L charges 0.30%/yr vs 0.07%/yr for EEDS.L.
Performance
FSWD.L vs. EEDS.L - Performance Comparison
Loading charts...
Different Trading Currencies
FSWD.L is traded in GBp, while EEDS.L is traded in USD. To make them comparable, the EEDS.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, FSWD.L achieves a 12.10% return, which is significantly higher than EEDS.L's 8.23% return.
FSWD.L
- 1D
- -0.82%
- 1M
- -0.61%
- 6M
- 10.73%
- YTD
- 12.10%
- 1Y
- 24.41%
- 3Y*
- 18.45%
- 5Y*
- 11.68%
- 10Y*
- 11.49%
EEDS.L
- 1D
- -1.14%
- 1M
- -1.64%
- 6M
- 6.74%
- YTD
- 8.23%
- 1Y
- 17.90%
- 3Y*
- 16.57%
- 5Y*
- 11.32%
- 10Y*
- —
FSWD.L vs. EEDS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 12.10% | 17.16% | 18.87% | 9.04% | -5.40% | 22.11% | 6.89% | 10.00% |
EEDS.L iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) | 8.23% | 6.78% | 26.38% | 19.86% | -12.36% | 29.08% | 18.69% | 17.42% |
Correlation
The correlation between FSWD.L and EEDS.L is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.85 |
The correlation between FSWD.L and EEDS.L has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FSWD.L vs. EEDS.L — Risk / Return Rank
FSWD.L
EEDS.L
FSWD.L vs. EEDS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) and iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FSWD.L | EEDS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.26 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 2.05 | +2.07 |
| Martin ratioReturn relative to average drawdown | 15.80 | 6.63 | +9.17 |
Loading charts...
Drawdowns
FSWD.L vs. EEDS.L - Drawdown Comparison
The maximum FSWD.L drawdown since its inception was -37.43%, which is greater than EEDS.L's maximum drawdown of -25.65%. Use the drawdown chart below to compare losses from any high point for FSWD.L and EEDS.L.
Loading charts...
Drawdown Indicators
| FSWD.L | EEDS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -25.65% | -11.78% |
Max Drawdown (1Y)Largest decline over 1 year | -5.90% | -8.69% | +2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -19.93% | -22.21% | +2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -19.93% | -22.21% | +2.28% |
Max Drawdown (10Y)Largest decline over 10 years | -26.27% | — | — |
Current DrawdownCurrent decline from peak | -1.42% | -2.14% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -4.18% | -3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 2.69% | -1.15% |
Volatility
FSWD.L vs. EEDS.L - Volatility Comparison
The current volatility for iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) is 2.86%, while iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.L) has a volatility of 3.29%. This indicates that FSWD.L experiences smaller price fluctuations and is considered to be less risky than EEDS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FSWD.L | EEDS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 3.29% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | 9.58% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.94% | 12.74% | -1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 15.93% | +2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 17.26% | +0.14% |
FSWD.L vs. EEDS.L - Expense Ratio Comparison
FSWD.L has a 0.30% expense ratio, which is higher than EEDS.L's 0.07% expense ratio.
Dividends
FSWD.L vs. EEDS.L - Dividend Comparison
FSWD.L has not paid dividends to shareholders, while EEDS.L's dividend yield for the trailing twelve months is around 0.84%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EEDS.L iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) | 0.84% | 0.89% | 1.00% | 1.15% | 1.42% | 1.01% | 1.24% | 1.07% |
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FSWD.L and EEDS.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEDS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEDS.L is cheaper with a 0.07% expense ratio, compared with 0.30% for FSWD.L.
FSWD.L is categorized as Global Equities, while EEDS.L is Large Cap Blend Equities. FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index, while EEDS.L tracks MSCI USA ESG Enhanced CTB Index. Their fees differ too: 0.30% for FSWD.L and 0.07% for EEDS.L.
Find the right allocation for FSWD.L and EEDS.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer