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ESIC.L vs. ESIS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESIC.L vs. ESIS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc) (ESIC.L) and iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L). The values are adjusted to include any dividend payments, if applicable.

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ESIC.L vs. ESIS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ESIC.L
iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc)
-15.90%7.11%-1.15%12.93%-11.01%14.25%5.78%
ESIS.L
iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)
-1.80%12.15%-6.75%-1.03%-2.95%12.22%2.78%

Returns By Period

In the year-to-date period, ESIC.L achieves a -15.90% return, which is significantly lower than ESIS.L's -1.80% return.


ESIC.L

1D
2.76%
1M
-6.45%
YTD
-15.90%
6M
-12.32%
1Y
-7.62%
3Y*
-5.01%
5Y*
-0.80%
10Y*

ESIS.L

1D
0.54%
1M
-9.45%
YTD
-1.80%
6M
2.47%
1Y
3.22%
3Y*
-1.06%
5Y*
2.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESIC.L vs. ESIS.L - Expense Ratio Comparison

Both ESIC.L and ESIS.L 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%.


Return for Risk

ESIC.L vs. ESIS.L — Risk / Return Rank

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

ESIC.L
ESIC.L Risk / Return Rank: 55
Overall Rank
ESIC.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ESIC.L Sortino Ratio Rank: 55
Sortino Ratio Rank
ESIC.L Omega Ratio Rank: 55
Omega Ratio Rank
ESIC.L Calmar Ratio Rank: 77
Calmar Ratio Rank
ESIC.L Martin Ratio Rank: 33
Martin Ratio Rank

ESIS.L
ESIS.L Risk / Return Rank: 1717
Overall Rank
ESIS.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ESIS.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
ESIS.L Omega Ratio Rank: 1515
Omega Ratio Rank
ESIS.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
ESIS.L Martin Ratio Rank: 1717
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.

ESIC.L vs. ESIS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc) (ESIC.L) and iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L). 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.


ESIC.LESIS.LDifference

Sharpe ratio

Return per unit of total volatility

-0.40

0.23

-0.64

Sortino ratio

Return per unit of downside risk

-0.44

0.41

-0.86

Omega ratio

Gain probability vs. loss probability

0.95

1.05

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.35

0.26

-0.61

Martin ratio

Return relative to average drawdown

-1.07

0.88

-1.95

ESIC.L vs. ESIS.L - Sharpe Ratio Comparison

The current ESIC.L Sharpe Ratio is -0.40, which is lower than the ESIS.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of ESIC.L and ESIS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ESIC.LESIS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

0.23

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.23

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.19

-0.12

Correlation

The correlation between ESIC.L and ESIS.L is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ESIC.L vs. ESIS.L - Dividend Comparison

Neither ESIC.L nor ESIS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ESIC.L vs. ESIS.L - Drawdown Comparison

The maximum ESIC.L drawdown since its inception was -28.93%, which is greater than ESIS.L's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for ESIC.L and ESIS.L.


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Drawdown Indicators


ESIC.LESIS.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.93%

-17.71%

-11.22%

Max Drawdown (1Y)

Largest decline over 1 year

-21.82%

-13.78%

-8.04%

Max Drawdown (5Y)

Largest decline over 5 years

-28.93%

-17.71%

-11.22%

Current Drawdown

Current decline from peak

-19.68%

-11.87%

-7.81%

Average Drawdown

Average peak-to-trough decline

-9.13%

-7.33%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.10%

4.12%

+2.98%

Volatility

ESIC.L vs. ESIS.L - Volatility Comparison

iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc) (ESIC.L) has a higher volatility of 6.74% compared to iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L) at 5.06%. This indicates that ESIC.L's price experiences larger fluctuations and is considered to be riskier than ESIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIC.LESIS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

5.06%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

10.62%

+2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

13.91%

+4.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.58%

12.56%

+8.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.22%

12.56%

+7.66%