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AYEW.DE vs. ESIT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AYEW.DE vs. ESIT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE) and iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.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, AYEW.DE achieves a 18.08% return, which is significantly lower than ESIT.DE's 31.64% return.


AYEW.DE

1D
-1.83%
1M
-3.51%
6M
16.95%
YTD
18.08%
1Y
28.78%
3Y*
24.81%
5Y*
17.69%
10Y*

ESIT.DE

1D
-2.54%
1M
-12.45%
6M
17.82%
YTD
31.64%
1Y
40.46%
3Y*
18.66%
5Y*
10.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AYEW.DE vs. ESIT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AYEW.DE
iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)
18.08%9.71%33.71%55.81%-29.73%41.85%5.09%
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)
31.64%10.04%7.42%34.97%-28.99%36.95%8.15%

Correlation

The correlation between AYEW.DE and ESIT.DE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.74

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

0.74

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

0.78

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2020

0.78

The correlation between AYEW.DE and ESIT.DE has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.

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Return for Risk

AYEW.DE vs. ESIT.DE — Risk / Return Rank

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

AYEW.DE
AYEW.DE Risk / Return Rank: 4545
Overall Rank
AYEW.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
AYEW.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
AYEW.DE Omega Ratio Rank: 4444
Omega Ratio Rank
AYEW.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
AYEW.DE Martin Ratio Rank: 3939
Martin Ratio Rank

ESIT.DE
ESIT.DE Risk / Return Rank: 5959
Overall Rank
ESIT.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ESIT.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
ESIT.DE Omega Ratio Rank: 4949
Omega Ratio Rank
ESIT.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
ESIT.DE Martin Ratio Rank: 6363
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.

AYEW.DE vs. ESIT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE) and iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AYEW.DEESIT.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratioReturn relative to maximum drawdown

1.91

2.93

-1.02

Martin ratioReturn relative to average drawdown

4.85

8.48

-3.63

AYEW.DE vs. ESIT.DE - Sharpe Ratio Comparison

The current AYEW.DE Sharpe Ratio is 1.34, which is comparable to the ESIT.DE Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of AYEW.DE and ESIT.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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Drawdowns

AYEW.DE vs. ESIT.DE - Drawdown Comparison

The maximum AYEW.DE drawdown since its inception was -31.30%, smaller than the maximum ESIT.DE drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for AYEW.DE and ESIT.DE.


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Drawdown Indicators


AYEW.DEESIT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.30%

-38.29%

+6.99%

Max Drawdown (1Y)

Largest decline over 1 year

-14.98%

-13.74%

-1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-28.96%

-27.07%

-1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-30.17%

-38.29%

+8.12%

Current Drawdown

Current decline from peak

-7.22%

-13.74%

+6.52%

Average Drawdown

Average peak-to-trough decline

-7.68%

-11.86%

+4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.92%

4.65%

+1.27%

Volatility

AYEW.DE vs. ESIT.DE - Volatility Comparison

The current volatility for iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE) is 7.31%, while iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.DE) has a volatility of 10.46%. This indicates that AYEW.DE experiences smaller price fluctuations and is considered to be less risky than ESIT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AYEW.DEESIT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

10.46%

-3.15%

Volatility (6M)

Calculated over the trailing 6-month period

16.50%

22.98%

-6.48%

Volatility (1Y)

Calculated over the trailing 1-year period

21.55%

27.98%

-6.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.08%

26.24%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.57%

25.57%

-2.00%

AYEW.DE vs. ESIT.DE - Expense Ratio Comparison

Both AYEW.DE and ESIT.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

AYEW.DE vs. ESIT.DE - Dividend Comparison

AYEW.DE's dividend yield for the trailing twelve months is around 0.26%, while ESIT.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
AYEW.DE
iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)
0.26%0.31%0.38%0.46%0.82%0.40%0.65%0.12%
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AYEW.DE and ESIT.DE have a correlation of 0.74, 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.

AYEW.DE and ESIT.DE have the same expense ratio: 0.18% per year.

AYEW.DE tracks MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped, while ESIT.DE tracks MSCI World/Information Tech NR USD.

Portfolio Optimizer

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