IGSD.L vs. EEUD.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) and iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L).

IGSD.L and EEUD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGSD.L is a passively managed fund by BlackRock that tracks the performance of the Bloomberg US Corp 1-3 Yr TR USD. It was launched on Oct 16, 2013. EEUD.L is a passively managed fund by BlackRock that tracks the performance of the MSCI Europe NR EUR. It was launched on Mar 6, 2019. Both IGSD.L and EEUD.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

IGSD.L vs. EEUD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) and iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L). The values are adjusted to include any dividend payments, if applicable.

IGSD.L vs. EEUD.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
IGSD.L iShares USD Short Duration Corporate Bond UCITS ETF (Dist)	1.50%	-0.44%	7.51%	0.40%	7.27%	0.80%	1.22%	4.08%
EEUD.L iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist)	1.20%	23.28%	3.38%	13.27%	-6.77%	17.17%	4.21%	12.69%

Returns By Period

In the year-to-date period, IGSD.L achieves a 1.50% return, which is significantly higher than EEUD.L's 1.20% return.

IGSD.L

• 1D: -0.68%
• 1M: 0.23%
• YTD: 1.50%
• 6M: 2.96%
• 1Y: 2.22%
• 3Y*: 3.35%
• 5Y*: 3.72%
• 10Y*: 3.75%

EEUD.L

• 1D: 2.36%
• 1M: -4.73%
• YTD: 1.20%
• 6M: 6.74%
• 1Y: 17.75%
• 3Y*: 11.03%
• 5Y*: 9.15%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSD.L vs. EEUD.L - Expense Ratio Comparison

IGSD.L has a 0.20% expense ratio, which is higher than EEUD.L's 0.12% 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%.

IGSD.L

iShares USD Short Duration Corporate Bond UCITS ETF (Dist)

EEUD.L

iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist)

Return for Risk

IGSD.L vs. EEUD.L — Risk / Return Rank

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

IGSD.L

IGSD.L Risk / Return Rank: 19
IGSD.L Sharpe Ratio Rank: 21
IGSD.L Sortino Ratio Rank: 19
IGSD.L Omega Ratio Rank: 17
IGSD.L Calmar Ratio Rank: 21
IGSD.L Martin Ratio Rank: 17

EEUD.L

EEUD.L Risk / Return Rank: 63
EEUD.L Sharpe Ratio Rank: 68
EEUD.L Sortino Ratio Rank: 63
EEUD.L Omega Ratio Rank: 66
EEUD.L Calmar Ratio Rank: 59
EEUD.L Martin Ratio Rank: 59

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.

IGSD.L vs. EEUD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) and iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.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.

	IGSD.L	EEUD.L	Difference
Sharpe ratio Return per unit of total volatility	0.34	1.26	-0.92
Sortino ratio Return per unit of downside risk	0.53	1.68	-1.14
Omega ratio Gain probability vs. loss probability	1.06	1.25	-0.19
Calmar ratio Return relative to maximum drawdown	0.49	1.63	-1.14
Martin ratio Return relative to average drawdown	0.96	6.21	-5.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGSD.L vs. EEUD.L - Sharpe Ratio Comparison

The current IGSD.L Sharpe Ratio is 0.34, which is lower than the EEUD.L Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of IGSD.L and EEUD.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.

Sharpe Ratios by Period

	IGSD.L	EEUD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.34	1.26	-0.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.66	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.59	-0.08

Correlation

The correlation between IGSD.L and EEUD.L is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

IGSD.L vs. EEUD.L - Dividend Comparison

IGSD.L's dividend yield for the trailing twelve months is around 5.03%, more than EEUD.L's 2.51% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IGSD.L iShares USD Short Duration Corporate Bond UCITS ETF (Dist)	5.03%	5.08%	4.67%	3.69%	2.12%	1.71%	2.51%	3.32%	2.94%	2.50%	2.16%	2.11%
EEUD.L iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist)	2.51%	2.54%	2.94%	2.76%	2.92%	2.30%	1.92%	2.72%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IGSD.L vs. EEUD.L - Drawdown Comparison

The maximum IGSD.L drawdown since its inception was -14.83%, smaller than the maximum EEUD.L drawdown of -27.37%. Use the drawdown chart below to compare losses from any high point for IGSD.L and EEUD.L.

Drawdown Indicators

	IGSD.L	EEUD.L	Difference
Max Drawdown Largest peak-to-trough decline	-14.83%	-27.37%	+12.54%
Max Drawdown (1Y) Largest decline over 1 year	-5.35%	-11.10%	+5.75%
Max Drawdown (5Y) Largest decline over 5 years	-14.83%	-18.30%	+3.47%
Max Drawdown (10Y) Largest decline over 10 years	-14.83%	—	—
Current Drawdown Current decline from peak	-1.81%	-6.97%	+5.16%
Average Drawdown Average peak-to-trough decline	-5.20%	-4.06%	-1.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.72%	2.92%	-0.20%

Volatility

IGSD.L vs. EEUD.L - Volatility Comparison

The current volatility for iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) is 1.94%, while iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L) has a volatility of 5.86%. This indicates that IGSD.L experiences smaller price fluctuations and is considered to be less risky than EEUD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGSD.L	EEUD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.94%	5.86%	-3.92%
Volatility (6M) Calculated over the trailing 6-month period	4.19%	9.46%	-5.27%
Volatility (1Y) Calculated over the trailing 1-year period	6.47%	14.08%	-7.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.84%	13.85%	-6.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.17%	15.66%	-6.49%