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iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE) Sharpe Ratio: 0.40

ESIH.DE's Sharpe Ratio of 0.40 indicates that for each unit of volatility, it generates 0.40 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 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.

ESIH.DE Sharpe Ratio Rank

ESIH.DE Sharpe Ratio Rank: 22.122
Below Average

ESIH.DE ranks above 22.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-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

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

ESIH.DE Sharpe Ratio Market Positioning

The chart shows ESIH.DE'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%): 0.49 or lower
  • Yellow zone (middle 50%): 0.49 to 1.43
  • Green zone (top 25%): 1.43 or higher
  • Top 1%: 5.87+
  • Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc)'s Sharpe Ratio with other ETFs in the Health & Biotech Equities category across multiple time periods, showing how ESIH.DE'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 Apr 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
NBTK.DEInvesco Nasdaq Biotech UCITS ETF1.37
2B70.DEiShares Nasdaq US Biotechnology UCITS ETF1.37
WRNA.DEWisdomTree BioRevolution UCITS ETF USD Acc1.17
ETLI.DEL&G Pharma Breakthrough UCITS ETF1.16
GN0M.DEGlobal X Genomics & Biotechnology UCITS ETF1.03
2B77.DEiShares Ageing Population UCITS ETF0.72
2B78.DEiShares Healthcare Innovation UCITS ETF0.68
XGEN.DEXtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C0.59
SPYH.DESPDR MSCI Europe Health Care UCITS ETF0.40
ESIH.DEiShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc)0.40

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ESIH.DE'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 ESIH.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore ESIH.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

ESIH.DE Sortino Ratio