ESGL.L vs. ESIF.DE
Compare and contrast key facts about Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.L) and iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE).
ESGL.L and ESIF.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGL.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Feb 12, 2019. ESIF.DE is a passively managed fund by iShares that tracks the performance of the MSCI World/Financials NR USD. It was launched on Nov 18, 2020. Both ESGL.L and ESIF.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESGL.L vs. ESIF.DE - Performance Comparison
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ESGL.L vs. ESIF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESGL.L Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc | 0.35% | 19.00% | 2.42% | 13.82% | -6.20% | 16.59% | 3.28% |
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | -2.79% | 55.37% | 19.85% | 19.19% | 2.44% | 19.99% | 4.40% |
Different Trading Currencies
ESGL.L is traded in GBP, while ESIF.DE is traded in EUR. To make them comparable, the ESIF.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESGL.L achieves a 0.35% return, which is significantly higher than ESIF.DE's -2.79% return.
ESGL.L
- 1D
- 2.62%
- 1M
- -5.20%
- YTD
- 0.35%
- 6M
- 4.25%
- 1Y
- 14.48%
- 3Y*
- 8.97%
- 5Y*
- 8.20%
- 10Y*
- —
ESIF.DE
- 1D
- 3.87%
- 1M
- -1.73%
- YTD
- -2.79%
- 6M
- 6.77%
- 1Y
- 26.35%
- 3Y*
- 27.60%
- 5Y*
- 19.72%
- 10Y*
- —
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ESGL.L vs. ESIF.DE - Expense Ratio Comparison
ESGL.L has a 0.20% expense ratio, which is higher than ESIF.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
ESGL.L vs. ESIF.DE — Risk / Return Rank
ESGL.L
ESIF.DE
ESGL.L vs. ESIF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.L) and iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.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.
| ESGL.L | ESIF.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.31 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.80 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.22 | -0.94 |
Martin ratioReturn relative to average drawdown | 4.98 | 7.68 | -2.70 |
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
| ESGL.L | ESIF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.31 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 1.04 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.11 | -0.72 |
Correlation
The correlation between ESGL.L and ESIF.DE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ESGL.L vs. ESIF.DE - Dividend Comparison
Neither ESGL.L nor ESIF.DE has paid dividends to shareholders.
Drawdowns
ESGL.L vs. ESIF.DE - Drawdown Comparison
The maximum ESGL.L drawdown since its inception was -34.24%, which is greater than ESIF.DE's maximum drawdown of -23.98%. Use the drawdown chart below to compare losses from any high point for ESGL.L and ESIF.DE.
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Drawdown Indicators
| ESGL.L | ESIF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.24% | -22.93% | -11.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.50% | -14.82% | +3.32% |
Max Drawdown (5Y)Largest decline over 5 years | -20.06% | -22.93% | +2.87% |
Current DrawdownCurrent decline from peak | -7.35% | -6.68% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -4.19% | -1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 3.77% | -0.80% |
Volatility
ESGL.L vs. ESIF.DE - Volatility Comparison
The current volatility for Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.L) is 6.06%, while iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) has a volatility of 7.82%. This indicates that ESGL.L experiences smaller price fluctuations and is considered to be less risky than ESIF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGL.L | ESIF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 7.82% | -1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 13.46% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.24% | 20.10% | -5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.50% | 18.76% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.58% | 18.71% | -0.13% |