XWQS.L vs. EEDS.L
XWQS.L (Xtrackers MSCI World Quality ESG UCITS ETF 1C) and EEDS.L (iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist)) are both exchange-traded funds - XWQS.L is a ESG fund tracking the MSCI World Quality Low Carbon SRI Screened Select 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 3 years, XWQS.L returned 18.11%/yr vs 16.57%/yr for EEDS.L. Their correlation of 0.83 suggests significant overlap in exposure. XWQS.L charges 0.25%/yr vs 0.07%/yr for EEDS.L.
Performance
XWQS.L vs. EEDS.L - Performance Comparison
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Different Trading Currencies
XWQS.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, XWQS.L achieves a 12.26% return, which is significantly higher than EEDS.L's 8.23% return.
XWQS.L
- 1D
- 0.00%
- 1M
- 1.28%
- 6M
- 8.25%
- YTD
- 12.26%
- 1Y
- 26.75%
- 3Y*
- 18.11%
- 5Y*
- —
- 10Y*
- —
EEDS.L
- 1D
- -1.14%
- 1M
- -1.64%
- 6M
- 6.74%
- YTD
- 8.23%
- 1Y
- 17.90%
- 3Y*
- 16.57%
- 5Y*
- 11.32%
- 10Y*
- —
XWQS.L vs. EEDS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XWQS.L Xtrackers MSCI World Quality ESG UCITS ETF 1C | 12.26% | 9.12% | 20.95% | -12.78% |
EEDS.L iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) | 8.23% | 6.78% | 26.38% | 8.17% |
Correlation
The correlation between XWQS.L and EEDS.L is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2023 | 0.83 |
The correlation between XWQS.L and EEDS.L has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
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Return for Risk
XWQS.L vs. EEDS.L — Risk / Return Rank
XWQS.L
EEDS.L
XWQS.L vs. EEDS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.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.
| XWQS.L | EEDS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.26 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 2.05 | -1.01 |
| Martin ratioReturn relative to average drawdown | 1.53 | 6.63 | -5.10 |
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Drawdowns
XWQS.L vs. EEDS.L - Drawdown Comparison
The maximum XWQS.L drawdown since its inception was -25.70%, roughly equal to the maximum EEDS.L drawdown of -25.65%. Use the drawdown chart below to compare losses from any high point for XWQS.L and EEDS.L.
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Drawdown Indicators
| XWQS.L | EEDS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.70% | -25.65% | -0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -25.70% | -8.69% | -17.01% |
Max Drawdown (3Y)Largest decline over 3 years | -25.70% | -22.21% | -3.49% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.21% | — |
Current DrawdownCurrent decline from peak | -13.30% | -2.14% | -11.16% |
Average DrawdownAverage peak-to-trough decline | -11.33% | -4.18% | -7.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.48% | 2.69% | +14.79% |
Volatility
XWQS.L vs. EEDS.L - Volatility Comparison
Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) and iShares MSCI USA CTB Enhanced ESG UCITS ETF USD (Dist) (EEDS.L) have volatilities of 3.38% and 3.29%, 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
| XWQS.L | EEDS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 3.29% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 9.58% | -1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.31% | 12.74% | +30.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.20% | 15.93% | +14.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.20% | 17.26% | +12.94% |
XWQS.L vs. EEDS.L - Expense Ratio Comparison
XWQS.L has a 0.25% expense ratio, which is higher than EEDS.L's 0.07% 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%.
Dividends
XWQS.L vs. EEDS.L - Dividend Comparison
XWQS.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% |
XWQS.L Xtrackers MSCI World Quality ESG UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XWQS.L and EEDS.L have a correlation of 0.77, 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 0.25% for XWQS.L.
XWQS.L is categorized as ESG, while EEDS.L is Large Cap Blend Equities. XWQS.L tracks MSCI World Quality Low Carbon SRI Screened Select Index, while EEDS.L tracks MSCI USA ESG Enhanced CTB Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XWQS.L and 0.07% for EEDS.L.
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