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iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.L) Sharpe Ratio: 1.66

ETF · Currency in GBP · Last updated Jul 16, 2026

ESIE.L is a passive ETF by iShares tracking the investment results of the MSCI World/Energy NR USD. ESIE.L launched on Nov 18, 2020 and has a 0.18% expense ratio.

ESIE.L's Sharpe Ratio of 1.66 indicates that for each unit of volatility, it generates 1.66 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

ESIE.L Sharpe Ratio Rank

ESIE.L Sharpe Ratio Rank: 61.562
Above Average

ESIE.L ranks above 61.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

ESIE.L Sharpe Ratio Market Positioning

The chart shows ESIE.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.50+
  • Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)'s Sharpe Ratio with other ETFs in the Energy Equities category across multiple time periods, showing how ESIE.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CWEU.LAmundi MSCI World Energy UCITS ETF-C USD2.68
NRJL.LLyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist2.57
ANRJ.LAmundi ETF MSCI Europe Energy UCITS ETF2.36
RENG.LL&G Clean Energy UCITS ETF1.95
GCLX.LInvesco Global Clean Energy UCITS ETF Acc1.81
GCLE.LInvesco Global Clean Energy UCITS ETF Acc1.75
ENGY.LSPDR® MSCI Europe Energy UCITS ETF1.74
PMLP.LHANetf Alerian Midstream Energy Dividend UCITS ETF1.71
EYED.LiShares MSCI Europe Energy Sector UCITS ETF EUR (Dist)1.70
ENGE.LSPDR MSCI Europe Energy UCITS ETF1.69
ESIE.LiShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)1.66

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ESIE.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ESIE.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ESIE.L fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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