For the record, "downwind effect" is about maintaining ground reference when you should be attitude flying.
For the technically pedantic (such as myself) inertia will have small effects. Why keep demanding an inertial reference frame when a helicopter in a turn or flying through windshear is in a non-inertial frame? In a turn you're changing momentum. It takes energy to do that. In calm winds you can establish the tightest turn that the helicopter at max power can maintain for a long period of time. Some energy goes to drag, some goes to lift, some goes to turning the helicopter. When you do this in wind, you change the balance. There is now energy in the air. Like I said previously, it's a small effect. Try the test I outlined and you may be able to see some effect. Or maybe not.
In any case, always fly your turns with reference to your attitude and change your speed with reference to your attitude.
Is anybody else flying a mini Lego helicopter in circles around their keyboard?
Matthew.