MXUD.L vs. ESUS.L
MXUD.L (Invesco MSCI USA UCITS ETF Dist) and ESUS.L (Invesco MSCI USA ESG Universal Screened UCITS ETF Dist) are both Large Cap Blend Equities funds from Invesco tracking the Russell 1000 TR USD. Both are passively managed. Over the past 3 years, MXUD.L returned 22.52%/yr vs 22.12%/yr for ESUS.L. Their correlation of 0.92 suggests significant overlap in exposure. MXUD.L charges 0.05%/yr vs 0.09%/yr for ESUS.L.
Performance
MXUD.L vs. ESUS.L - Performance Comparison
Loading charts...
Different Trading Currencies
MXUD.L is traded in USD, while ESUS.L is traded in GBp. To make them comparable, the ESUS.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MXUD.L achieves a 10.40% return, which is significantly lower than ESUS.L's 11.50% return.
MXUD.L
- 1D
- 0.01%
- 1M
- 4.69%
- YTD
- 10.40%
- 6M
- 11.09%
- 1Y
- 27.70%
- 3Y*
- 22.52%
- 5Y*
- 13.61%
- 10Y*
- —
ESUS.L
- 1D
- -0.34%
- 1M
- 5.17%
- YTD
- 11.50%
- 6M
- 11.95%
- 1Y
- 27.37%
- 3Y*
- 22.12%
- 5Y*
- —
- 10Y*
- —
MXUD.L vs. ESUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MXUD.L Invesco MSCI USA UCITS ETF Dist | 10.40% | 17.43% | 25.46% | 27.86% | -19.91% | 6.89% |
ESUS.L Invesco MSCI USA ESG Universal Screened UCITS ETF Dist | 11.50% | 15.60% | 24.54% | 27.53% | -21.86% | 8.13% |
Correlation
The correlation between MXUD.L and ESUS.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 | 0.92 |
Correlation (All Time) Calculated using the full available price history since Aug 13, 2021 | 0.92 |
The correlation between MXUD.L and ESUS.L has been stable across timeframes, ranging from 0.91 to 0.92 - 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
MXUD.L vs. ESUS.L — Risk / Return Rank
MXUD.L
ESUS.L
MXUD.L vs. ESUS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF Dist (MXUD.L) and Invesco MSCI USA ESG Universal Screened UCITS ETF Dist (ESUS.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.
| MXUD.L | ESUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.42 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 2.89 | +0.38 |
| Martin ratioReturn relative to average drawdown | 14.10 | 12.33 | +1.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MXUD.L | ESUS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.37 | 2.37 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.74 | +0.12 |
Drawdowns
MXUD.L vs. ESUS.L - Drawdown Comparison
The maximum MXUD.L drawdown since its inception was -34.70%, which is greater than ESUS.L's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for MXUD.L and ESUS.L.
Loading charts...
Drawdown Indicators
| MXUD.L | ESUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.70% | -28.49% | -6.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.43% | -9.44% | +1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -19.43% | -19.28% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -25.22% | — | — |
Current DrawdownCurrent decline from peak | -0.44% | -0.63% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -5.78% | -7.24% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 2.21% | -0.25% |
Volatility
MXUD.L vs. ESUS.L - Volatility Comparison
Invesco MSCI USA UCITS ETF Dist (MXUD.L) has a higher volatility of 3.28% compared to Invesco MSCI USA ESG Universal Screened UCITS ETF Dist (ESUS.L) at 2.81%. This indicates that MXUD.L's price experiences larger fluctuations and is considered to be riskier than ESUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MXUD.L | ESUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 2.81% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 8.54% | 8.49% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 11.50% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 16.35% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 16.35% | +2.11% |
MXUD.L vs. ESUS.L - Expense Ratio Comparison
MXUD.L has a 0.05% expense ratio, which is lower than ESUS.L's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
MXUD.L vs. ESUS.L - Dividend Comparison
MXUD.L's dividend yield for the trailing twelve months is around 1.05%, more than ESUS.L's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
ESUS.L Invesco MSCI USA ESG Universal Screened UCITS ETF Dist | 0.83% | 0.90% | 0.96% | 1.19% | 1.36% | 0.33% |
MXUD.L Invesco MSCI USA UCITS ETF Dist | 1.05% | 1.14% | 1.30% | 1.47% | 1.66% | 0.62% |
Frequently Asked Questions
With a correlation of 0.91, MXUD.L and ESUS.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, MXUD.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MXUD.L is cheaper with a 0.05% expense ratio, compared with 0.09% for ESUS.L.
Both ETFs track Russell 1000 TR USD. Their fees differ too: 0.05% for MXUD.L and 0.09% for ESUS.L.
Find the right allocation for MXUD.L and ESUS.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