ENR.DE vs. AYEW.DE
ENR.DE (Siemens Energy AG) is a stock, while AYEW.DE (iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)) is Technology Equities fund tracking the MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped. Over the past 5 years, ENR.DE returned 44.85%/yr vs 21.48%/yr for AYEW.DE. At a 0.43 correlation, their price movements are largely independent.
Performance
ENR.DE vs. AYEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ENR.DE achieves a 33.02% return, which is significantly higher than AYEW.DE's 24.61% return.
ENR.DE
- 1D
- -0.42%
- 1M
- -14.18%
- YTD
- 33.02%
- 6M
- 36.83%
- 1Y
- 81.09%
- 3Y*
- 87.75%
- 5Y*
- 44.85%
- 10Y*
- —
AYEW.DE
- 1D
- -1.67%
- 1M
- 15.12%
- YTD
- 24.61%
- 6M
- 23.38%
- 1Y
- 45.27%
- 3Y*
- 27.99%
- 5Y*
- 21.48%
- 10Y*
- —
ENR.DE vs. AYEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 33.02% | 138.98% | 319.83% | -31.34% | -21.45% | -25.03% | 41.44% |
AYEW.DE iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) | 24.61% | 9.65% | 33.73% | 55.77% | -29.69% | 41.89% | 8.40% |
Correlation
The correlation between ENR.DE and AYEW.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2020 | 0.43 |
The correlation between ENR.DE and AYEW.DE shifts across timeframes, from 0.41 (3 years) to 0.52 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ENR.DE vs. AYEW.DE — Risk / Return Rank
ENR.DE
AYEW.DE
ENR.DE vs. AYEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (ENR.DE) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.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.
| ENR.DE | AYEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 3.01 | +1.32 |
| Martin ratioReturn relative to average drawdown | 12.06 | 8.00 | +4.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ENR.DE | AYEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 2.26 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.93 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 1.02 | -0.17 |
Drawdowns
ENR.DE vs. AYEW.DE - Drawdown Comparison
The maximum ENR.DE drawdown since its inception was -79.40%, which is greater than AYEW.DE's maximum drawdown of -31.36%. Use the drawdown chart below to compare losses from any high point for ENR.DE and AYEW.DE.
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Drawdown Indicators
| ENR.DE | AYEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.40% | -31.36% | -48.04% |
Max Drawdown (1Y)Largest decline over 1 year | -18.61% | -14.98% | -3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -71.74% | -29.01% | -42.73% |
Max Drawdown (5Y)Largest decline over 5 years | -74.32% | -30.10% | -44.22% |
Current DrawdownCurrent decline from peak | -15.00% | -2.13% | -12.87% |
Average DrawdownAverage peak-to-trough decline | -28.38% | -7.74% | -20.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.69% | 5.64% | +1.05% |
Volatility
ENR.DE vs. AYEW.DE - Volatility Comparison
Siemens Energy AG (ENR.DE) has a higher volatility of 12.07% compared to iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE) at 6.77%. This indicates that ENR.DE's price experiences larger fluctuations and is considered to be riskier than AYEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENR.DE | AYEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.07% | 6.77% | +5.30% |
Volatility (6M)Calculated over the trailing 6-month period | 34.65% | 14.89% | +19.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.82% | 19.98% | +27.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.87% | 22.77% | +29.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.35% | 23.48% | +26.87% |
Dividends
ENR.DE vs. AYEW.DE - Dividend Comparison
ENR.DE's dividend yield for the trailing twelve months is around 0.44%, more than AYEW.DE's 0.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AYEW.DE iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) | 0.25% | 0.31% | 0.38% | 0.46% | 0.82% | 0.40% | 0.65% | 0.12% |
ENR.DE Siemens Energy AG | 0.44% | 0.00% | 0.00% | 0.83% | 0.57% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ENR.DE and AYEW.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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