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iShares MSCI Europe Energy Sector UCITS ETF EUR (A...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BMW42637
WKNA2QBZ1
IssueriShares
Inception DateNov 18, 2020
CategoryEnergy Equities
Index TrackedMSCI World/Energy NR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

The iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) features an expense ratio of 0.18%, falling within the medium range.


0.50%1.00%1.50%2.00%0.18%

Share Price Chart


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Compare to other instruments

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iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
4.05%
15.01%
ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc))
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) had a return of 10.97% year-to-date (YTD) and 16.76% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date10.97%6.12%
1 month10.09%-1.08%
6 months4.05%15.73%
1 year16.76%22.34%
5 years (annualized)N/A11.82%
10 years (annualized)N/A10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.14%-1.28%6.88%
20238.04%-1.55%-1.15%-0.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ESIE.DE is 58, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of ESIE.DE is 5858
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)(ESIE.DE)
The Sharpe Ratio Rank of ESIE.DE is 5555Sharpe Ratio Rank
The Sortino Ratio Rank of ESIE.DE is 5252Sortino Ratio Rank
The Omega Ratio Rank of ESIE.DE is 5454Omega Ratio Rank
The Calmar Ratio Rank of ESIE.DE is 7474Calmar Ratio Rank
The Martin Ratio Rank of ESIE.DE is 5656Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ESIE.DE
Sharpe ratio
The chart of Sharpe ratio for ESIE.DE, currently valued at 0.96, compared to the broader market0.002.004.000.96
Sortino ratio
The chart of Sortino ratio for ESIE.DE, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.001.37
Omega ratio
The chart of Omega ratio for ESIE.DE, currently valued at 1.17, compared to the broader market1.001.502.002.501.17
Calmar ratio
The chart of Calmar ratio for ESIE.DE, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.33
Martin ratio
The chart of Martin ratio for ESIE.DE, currently valued at 3.32, compared to the broader market0.0020.0040.0060.0080.003.32
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) Sharpe ratio is 0.96. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.96
2.37
ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc))
Benchmark (^GSPC)

Dividends

Dividend History


iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.16%
-2.40%
ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) was 19.31%, occurring on Jul 14, 2022. Recovery took 78 trading sessions.

The current iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) drawdown is 1.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.31%Jun 9, 202226Jul 14, 202278Nov 1, 2022104
-13.58%Feb 17, 202371May 31, 202371Sep 7, 2023142
-12.28%Jun 16, 202124Jul 19, 202147Sep 22, 202171
-12%Oct 21, 202127Nov 26, 202128Jan 7, 202255
-11.88%Oct 19, 202365Jan 22, 202451Apr 4, 2024116

Volatility

Volatility Chart

The current iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) volatility is 4.44%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
4.44%
3.31%
ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc))
Benchmark (^GSPC)