PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ESIC.L vs. GOOGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESIC.L vs. GOOGL

Last updated Jun 5, 2026

ESIC.L (iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc)) is Consumer Discretionary Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while GOOGL (Alphabet Inc. Class A) is a stock. Over the past 5 years, ESIC.L returned -1.55%/yr vs 27.04%/yr for GOOGL. At a 0.22 correlation, their price movements are largely independent.

Performance

ESIC.L vs. GOOGL - 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 Alphabet Inc. Class A (GOOGL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ESIC.L is traded in GBP, while GOOGL is traded in USD. To make them comparable, the GOOGL values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESIC.L achieves a -11.67% return, which is significantly lower than GOOGL's 19.48% return.

ESIC.L

1D
0.48%
1M
7.15%
YTD
-11.67%
6M
-11.51%
1Y
-3.34%
3Y*
-2.82%
5Y*
-1.55%
10Y*
—

GOOGL

1D
3.68%
1M
-3.30%
YTD
19.48%
6M
16.53%
1Y
124.40%
3Y*
40.26%
5Y*
27.04%
10Y*
27.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIC.L vs. GOOGL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
ESIC.L
iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc)		-11.67%7.11%-1.15%12.93%-11.01%14.25%5.78%
GOOGL
Alphabet Inc. Class A		19.48%54.17%38.38%50.41%-31.85%66.86%-1.07%

Correlation

The correlation between ESIC.L and GOOGL is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.21

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

0.14

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

0.23

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2020

0.22

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc)

Alphabet Inc. Class A

Often compared with ESIC.L:
ESIC.L vs. ESIN.LESIC.L vs. ESIS.LESIC.L vs. VOOESIC.L vs. XLVESIC.L vs. XDEQ.LESIC.L vs. XLYP.LESIC.L vs. VJPU.L
Often compared with GOOGL:
GOOGL vs. GOOGGOOGL vs. MSFTGOOGL vs. AAPLGOOGL vs. VOOGOOGL vs. SPYGOOGL vs. VGTGOOGL vs. AMZN

Return for Risk

ESIC.L vs. GOOGL — 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: 77
Overall Rank
ESIC.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
ESIC.L Sortino Ratio Rank: 77
Sortino Ratio Rank
ESIC.L Omega Ratio Rank: 77
Omega Ratio Rank
ESIC.L Calmar Ratio Rank: 88
Calmar Ratio Rank
ESIC.L Martin Ratio Rank: 77
Martin Ratio Rank
GOOGL
GOOGL Risk / Return Rank: 9696
Overall Rank
GOOGL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9797
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9494
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9696
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. GOOGL - 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 Alphabet Inc. Class A (GOOGL). 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.LGOOGLDifference
Sharpe ratioReturn per unit of total volatility
-0.17
4.40

-4.57

Sortino ratioReturn per unit of downside risk
-0.12
5.64

-5.76

Omega ratioGain probability vs. loss probability

0.99

1.70

-0.71

Calmar ratioReturn relative to maximum drawdown

-0.15

7.08

-7.23

Martin ratioReturn relative to average drawdown

-0.35

24.74

-25.09

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESIC.L vs. GOOGL - Sharpe Ratio Comparison

The current ESIC.L Sharpe Ratio is -0.17, which is lower than the GOOGL Sharpe Ratio of 4.40. The chart below compares the historical Sharpe Ratios of ESIC.L and GOOGL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

ESIC.LGOOGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.17

4.40

-4.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.89

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.93

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.74

-0.62

Drawdowns

ESIC.L vs. GOOGL - Drawdown Comparison

The maximum ESIC.L drawdown since its inception was -28.93%, smaller than the maximum GOOGL drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for ESIC.L and GOOGL.

Loading charts...

Drawdown Indicators

ESIC.LGOOGLDifference

Max Drawdown

Largest peak-to-trough decline

-28.93%

-52.64%

+23.71%

Max Drawdown (1Y)

Largest decline over 1 year

-21.82%

-17.68%

-4.14%

Max Drawdown (3Y)

Largest decline over 3 years

-23.39%

-33.18%

+9.79%

Max Drawdown (5Y)

Largest decline over 5 years

-28.93%

-36.22%

+7.29%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.22%

—

Current Drawdown

Current decline from peak

-15.64%

-7.32%

-8.32%

Average Drawdown

Average peak-to-trough decline

-9.39%

-9.92%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.50%

5.05%

+4.45%

Volatility

ESIC.L vs. GOOGL - Volatility Comparison

The current volatility for iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc) (ESIC.L) is 6.36%, while Alphabet Inc. Class A (GOOGL) has a volatility of 8.85%. This indicates that ESIC.L experiences smaller price fluctuations and is considered to be less risky than GOOGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

ESIC.LGOOGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

8.85%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

15.17%

19.59%

-4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

19.03%

28.44%

-9.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.84%

30.42%

-9.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.37%

29.19%

-8.82%

Dividends

ESIC.L vs. GOOGL - Dividend Comparison

ESIC.L has not paid dividends to shareholders, while GOOGL's dividend yield for the trailing twelve months is around 0.23%.

PositionTTM20252024
ESIC.L
iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc)		0.00%0.00%0.00%
GOOGL
Alphabet Inc. Class A		0.23%0.27%0.32%

Frequently Asked Questions

ESIC.L and GOOGL have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ESIC.L and GOOGL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer