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

SAUM.L vs. IEDL.L

Last updated Jun 5, 2026

SAUM.L (iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc)) and IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) are both Europe Equities funds from iShares - SAUM.L tracks the MSCI EMU NR EUR while IEDL.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, SAUM.L returned 10.39%/yr vs 14.62%/yr for IEDL.L. Their correlation of 0.86 suggests significant overlap in exposure. SAUM.L charges 0.12%/yr vs 0.25%/yr for IEDL.L.

Performance

SAUM.L vs. IEDL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SAUM.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

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

Returns By Period

In the year-to-date period, SAUM.L achieves a 7.86% return, which is significantly lower than IEDL.L's 13.19% return.

SAUM.L

1D
0.58%
1M
5.64%
YTD
7.86%
6M
9.55%
1Y
20.35%
3Y*
15.71%
5Y*
10.39%
10Y*
—

IEDL.L

1D
0.03%
1M
4.86%
YTD
13.19%
6M
15.86%
1Y
36.33%
3Y*
21.75%
5Y*
14.62%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
SAUM.L
iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc)		7.86%28.60%4.78%17.25%-7.39%14.31%6.03%18.94%-3.56%
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		13.19%42.22%5.44%11.24%1.22%19.20%-3.60%14.87%-3.93%

Correlation

The correlation between SAUM.L and IEDL.L is 0.89, 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

0.89

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

0.87

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

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2018

0.86

The correlation between SAUM.L and IEDL.L has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.

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

Sectors
SAUM.L
IEDL.L

Financial Services

26.6%
22.6%

Technology

17.7%
12.2%

Industrials

17.1%
17.0%

Consumer Cyclical

8.3%
6.2%

Utilities

6.5%
4.5%

Healthcare

5.6%
12.3%

Consumer Defensive

5.5%
8.6%

Communication Services

4.1%
3.7%

Energy

3.9%
5.1%

Basic Materials

3.7%
6.2%

Real Estate

1.0%
0.6%

Financial Services

SAUM.L
26.6%
IEDL.L
22.6%

Technology

SAUM.L
17.7%
IEDL.L
12.2%

Industrials

SAUM.L
17.1%
IEDL.L
17.0%

Consumer Cyclical

SAUM.L
8.3%
IEDL.L
6.2%

Utilities

SAUM.L
6.5%
IEDL.L
4.5%

Healthcare

SAUM.L
5.6%
IEDL.L
12.3%

Consumer Defensive

SAUM.L
5.5%
IEDL.L
8.6%

Communication Services

SAUM.L
4.1%
IEDL.L
3.7%

Energy

SAUM.L
3.9%
IEDL.L
5.1%

Basic Materials

SAUM.L
3.7%
IEDL.L
6.2%

Real Estate

SAUM.L
1.0%
IEDL.L
0.6%

Compare stocks, funds, or ETFs

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iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc)

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

Often compared with SAUM.L:
SAUM.L vs. SWPPXSAUM.L vs. QQQMSAUM.L vs. VUAG.LSAUM.L vs. WDEP.LSAUM.L vs. GLDSAUM.L vs. IUIT.LSAUM.L vs. CNDX.L
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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SAUM.L
SAUM.L Risk / Return Rank: 4242
Overall Rank
SAUM.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SAUM.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
SAUM.L Omega Ratio Rank: 4444
Omega Ratio Rank
SAUM.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
SAUM.L Martin Ratio Rank: 4141
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SAUM.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.

SAUM.LIEDL.LDifference
Sharpe ratioReturn per unit of total volatility
1.47
2.68

-1.22

Sortino ratioReturn per unit of downside risk
2.11
3.61

-1.49

Omega ratioGain probability vs. loss probability

1.27

1.48

-0.21

Calmar ratioReturn relative to maximum drawdown

1.86

3.43

-1.57

Martin ratioReturn relative to average drawdown

6.50

12.68

-6.19

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

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

The current SAUM.L Sharpe Ratio is 1.47, which is lower than the IEDL.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of SAUM.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

SAUM.LIEDL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

2.68

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.95

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.59

-0.02

Drawdowns

SAUM.L vs. IEDL.L - Drawdown Comparison

The maximum SAUM.L drawdown since its inception was -31.05%, smaller than the maximum IEDL.L drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for SAUM.L and IEDL.L.

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Drawdown Indicators

SAUM.LIEDL.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.05%

-34.37%

+3.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-10.54%

-0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-12.45%

-16.23%

+3.78%

Max Drawdown (5Y)

Largest decline over 5 years

-22.52%

-16.28%

-6.24%

Current Drawdown

Current decline from peak

-0.04%

-0.80%

+0.76%

Average Drawdown

Average peak-to-trough decline

-4.82%

-5.72%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.86%

+0.26%

Volatility

SAUM.L vs. IEDL.L - Volatility Comparison

The current volatility for iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SAUM.L) is 4.37%, while iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) has a volatility of 4.75%. This indicates that SAUM.L experiences smaller price fluctuations and is considered to be less risky than IEDL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SAUM.LIEDL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

4.75%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

11.06%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

13.82%

13.48%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

15.30%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.01%

17.59%

+1.42%

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

SAUM.L has a 0.12% expense ratio, which is lower than IEDL.L's 0.25% 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

SAUM.L vs. IEDL.L - Dividend Comparison

SAUM.L has not paid dividends to shareholders, while IEDL.L's dividend yield for the trailing twelve months is around 3.01%.

PositionTTM20252024202320222021202020192018
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%
SAUM.L
iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SAUM.L and IEDL.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SAUM.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SAUM.L is cheaper with a 0.12% expense ratio, compared with 0.25% for IEDL.L.

SAUM.L tracks MSCI EMU NR EUR, while IEDL.L tracks MSCI Europe Value NR EUR. Their fees differ too: 0.12% for SAUM.L and 0.25% for IEDL.L.

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