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5MVW.DE vs. ESIE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5MVW.DE vs. ESIE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 5MVW.DE achieves a 32.79% return, which is significantly lower than ESIE.DE's 35.70% return.


5MVW.DE

1D
-0.61%
1M
3.30%
YTD
32.79%
6M
28.70%
1Y
44.89%
3Y*
15.65%
5Y*
20.31%
10Y*

ESIE.DE

1D
-1.24%
1M
1.63%
YTD
35.70%
6M
33.07%
1Y
55.14%
3Y*
17.75%
5Y*
19.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5MVW.DE vs. ESIE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
5MVW.DE
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
32.79%2.17%7.57%0.01%54.20%52.29%3.65%
ESIE.DE
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
35.70%15.26%-6.63%8.58%35.56%35.47%6.12%

Correlation

The correlation between 5MVW.DE and ESIE.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2020

0.85

The correlation between 5MVW.DE and ESIE.DE has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.

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Return for Risk

5MVW.DE vs. ESIE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

5MVW.DE
5MVW.DE Risk / Return Rank: 6060
Overall Rank
5MVW.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
5MVW.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
5MVW.DE Omega Ratio Rank: 6262
Omega Ratio Rank
5MVW.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
5MVW.DE Martin Ratio Rank: 5757
Martin Ratio Rank

ESIE.DE
ESIE.DE Risk / Return Rank: 7474
Overall Rank
ESIE.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ESIE.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
ESIE.DE Omega Ratio Rank: 7171
Omega Ratio Rank
ESIE.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
ESIE.DE Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

5MVW.DE vs. ESIE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE). 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.


5MVW.DEESIE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.37

1.41

-0.05

Calmar ratioReturn relative to maximum drawdown

2.97

4.45

-1.49

Martin ratioReturn relative to average drawdown

9.81

14.31

-4.50

5MVW.DE vs. ESIE.DE - Sharpe Ratio Comparison

The current 5MVW.DE Sharpe Ratio is 2.10, which is comparable to the ESIE.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of 5MVW.DE and ESIE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


5MVW.DEESIE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

2.40

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.82

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.93

-0.48

Drawdowns

5MVW.DE vs. ESIE.DE - Drawdown Comparison

The maximum 5MVW.DE drawdown since its inception was -56.87%, which is greater than ESIE.DE's maximum drawdown of -26.20%. Use the drawdown chart below to compare losses from any high point for 5MVW.DE and ESIE.DE.


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Drawdown Indicators


5MVW.DEESIE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.87%

-26.20%

-30.67%

Max Drawdown (1Y)

Largest decline over 1 year

-15.05%

-12.33%

-2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-23.76%

-26.20%

+2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-23.76%

-26.20%

+2.44%

Current Drawdown

Current decline from peak

-7.49%

-6.72%

-0.77%

Average Drawdown

Average peak-to-trough decline

-13.53%

-6.68%

-6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.56%

3.84%

+0.72%

Volatility

5MVW.DE vs. ESIE.DE - Volatility Comparison

iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) have volatilities of 6.76% and 7.06%, 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


5MVW.DEESIE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

7.06%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

18.33%

19.84%

-1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

21.33%

22.89%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.99%

23.75%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.20%

24.16%

+5.04%

5MVW.DE vs. ESIE.DE - Expense Ratio Comparison

Both 5MVW.DE and ESIE.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

5MVW.DE vs. ESIE.DE - Dividend Comparison

5MVW.DE's dividend yield for the trailing twelve months is around 2.48%, while ESIE.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
5MVW.DE
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
2.48%3.29%3.54%3.64%3.41%3.49%5.08%0.63%
ESIE.DE
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


5MVW.DE and ESIE.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

5MVW.DE and ESIE.DE have the same expense ratio: 0.18% per year.

5MVW.DE tracks MSCI World Energy, while ESIE.DE tracks MSCI World/Energy NR USD.

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