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ISEU.L vs. IEDL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISEU.L vs. IEDL.L

Last updated Jun 5, 2026

ISEU.L (iShares MSCI Europe UCITS Dist) and IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) are both Europe Equities funds from iShares - ISEU.L tracks the MSCI Europe NR EUR while IEDL.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, ISEU.L returned 8.98%/yr vs 13.39%/yr for IEDL.L. Their correlation of 0.91 suggests significant overlap in exposure. ISEU.L charges 1.00%/yr vs 0.25%/yr for IEDL.L.

Performance

ISEU.L vs. IEDL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Europe UCITS Dist (ISEU.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISEU.L is traded in USD, while IEDL.L is traded in EUR. To make them comparable, the IEDL.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISEU.L achieves a 6.49% return, which is significantly lower than IEDL.L's 12.73% return.

ISEU.L

1D
0.66%
1M
2.76%
YTD
6.49%
6M
9.55%
1Y
18.11%
3Y*
16.86%
5Y*
8.98%
10Y*
—

IEDL.L

1D
0.03%
1M
3.90%
YTD
12.73%
6M
16.66%
1Y
35.02%
3Y*
24.89%
5Y*
13.39%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISEU.L vs. IEDL.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
ISEU.L
iShares MSCI Europe UCITS Dist		6.49%35.19%2.19%19.52%-13.73%15.84%5.73%23.56%-14.42%
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		12.73%53.13%3.63%17.09%-9.53%18.08%-0.69%19.41%-17.80%

Correlation

The correlation between ISEU.L and IEDL.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2018

0.91

The correlation between ISEU.L and IEDL.L has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

ISEU.L vs. IEDL.L - Sectors Allocation Comparison

Sectors
ISEU.L
IEDL.L

Financial Services

23.3%
22.6%

Industrials

19.7%
17.0%

Healthcare

13.1%
12.3%

Technology

8.6%
12.2%

Consumer Defensive

8.4%
8.6%

Consumer Cyclical

6.3%
6.2%

Basic Materials

5.6%
6.2%

Energy

5.4%
5.1%

Utilities

5.1%
4.5%

Communication Services

3.7%
3.7%

Real Estate

0.8%
0.6%

Financial Services

ISEU.L
23.3%
IEDL.L
22.6%

Industrials

ISEU.L
19.7%
IEDL.L
17.0%

Healthcare

ISEU.L
13.1%
IEDL.L
12.3%

Technology

ISEU.L
8.6%
IEDL.L
12.2%

Consumer Defensive

ISEU.L
8.4%
IEDL.L
8.6%

Consumer Cyclical

ISEU.L
6.3%
IEDL.L
6.2%

Basic Materials

ISEU.L
5.6%
IEDL.L
6.2%

Energy

ISEU.L
5.4%
IEDL.L
5.1%

Utilities

ISEU.L
5.1%
IEDL.L
4.5%

Communication Services

ISEU.L
3.7%
IEDL.L
3.7%

Real Estate

ISEU.L
0.8%
IEDL.L
0.6%

Compare stocks, funds, or ETFs

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iShares MSCI Europe UCITS Dist

iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)

Often compared with ISEU.L:
ISEU.L vs. ISX5.LISEU.L vs. EMMISEU.L vs. MJMT.DEISEU.L vs. VEUR.LISEU.L vs. QQQISEU.L vs. CSPX.LISEU.L vs. ^GSPC
Often compared with IEDL.L:
IEDL.L vs. S7XP.LIEDL.L vs. XHYG.DEIEDL.L vs. MVEW.DEIEDL.L vs. T3KE.DEIEDL.L vs. EUMD.LIEDL.L vs. CNX1.LIEDL.L vs. VEUR.L

Return for Risk

ISEU.L vs. IEDL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISEU.L
ISEU.L Risk / Return Rank: 3434
Overall Rank
ISEU.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ISEU.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
ISEU.L Omega Ratio Rank: 3434
Omega Ratio Rank
ISEU.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
ISEU.L Martin Ratio Rank: 3737
Martin Ratio Rank
IEDL.L
IEDL.L Risk / Return Rank: 7272
Overall Rank
IEDL.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IEDL.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
IEDL.L Omega Ratio Rank: 7575
Omega Ratio Rank
IEDL.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IEDL.L Martin Ratio Rank: 6868
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.

ISEU.L vs. IEDL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe UCITS Dist (ISEU.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.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.

ISEU.LIEDL.LDifference
Sharpe ratioReturn per unit of total volatility
1.19
2.23

-1.04

Sortino ratioReturn per unit of downside risk
1.77
3.01

-1.24

Omega ratioGain probability vs. loss probability

1.22

1.40

-0.18

Calmar ratioReturn relative to maximum drawdown

1.57

3.02

-1.45

Martin ratioReturn relative to average drawdown

5.63

10.80

-5.17

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

ISEU.L vs. IEDL.L - Sharpe Ratio Comparison

The current ISEU.L Sharpe Ratio is 1.19, which is lower than the IEDL.L Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of ISEU.L and IEDL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

ISEU.LIEDL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

2.23

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.72

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.49

+0.11

Drawdowns

ISEU.L vs. IEDL.L - Drawdown Comparison

The maximum ISEU.L drawdown since its inception was -36.02%, smaller than the maximum IEDL.L drawdown of -43.17%. Use the drawdown chart below to compare losses from any high point for ISEU.L and IEDL.L.

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Drawdown Indicators

ISEU.LIEDL.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.02%

-43.17%

+7.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-11.53%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-14.15%

-17.39%

+3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-30.77%

-31.20%

+0.43%

Current Drawdown

Current decline from peak

-1.38%

-0.86%

-0.52%

Average Drawdown

Average peak-to-trough decline

-6.33%

-8.50%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.23%

-0.02%

Volatility

ISEU.L vs. IEDL.L - Volatility Comparison

iShares MSCI Europe UCITS Dist (ISEU.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) have volatilities of 5.35% and 5.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISEU.LIEDL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

5.40%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.62%

12.50%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

15.64%

-0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

18.58%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

20.11%

-2.50%

ISEU.L vs. IEDL.L - Expense Ratio Comparison

ISEU.L has a 1.00% expense ratio, which is higher than IEDL.L's 0.25% expense ratio.

Dividends

ISEU.L vs. IEDL.L - Dividend Comparison

ISEU.L's dividend yield for the trailing twelve months is around 2.54%, less than IEDL.L's 3.01% yield.

PositionTTM202520242023202220212020201920182017
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		3.01%3.44%4.22%4.76%4.23%3.56%2.32%3.86%3.19%0.00%
ISEU.L
iShares MSCI Europe UCITS Dist		2.54%2.46%3.00%2.81%2.86%2.36%1.91%3.03%3.28%2.48%

Frequently Asked Questions

With a correlation of 0.91, ISEU.L and IEDL.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IEDL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEDL.L is cheaper with a 0.25% expense ratio, compared with 1.00% for ISEU.L.

ISEU.L tracks MSCI Europe NR EUR, while IEDL.L tracks MSCI Europe Value NR EUR. Their fees differ too: 1.00% for ISEU.L and 0.25% for IEDL.L.

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