ESIE.DE vs. 5MVW.DE
ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)) and 5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) are both Energy Equities funds from iShares - ESIE.DE tracks the MSCI World/Energy NR USD while 5MVW.DE tracks the MSCI World Energy. Both are passively managed. Over the past 5 years, ESIE.DE returned 19.66%/yr vs 20.31%/yr for 5MVW.DE. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.18% expense ratio.
Performance
ESIE.DE vs. 5MVW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESIE.DE achieves a 35.70% return, which is significantly higher than 5MVW.DE's 32.79% return.
ESIE.DE
- 1D
- -1.24%
- 1M
- -2.61%
- YTD
- 35.70%
- 6M
- 31.40%
- 1Y
- 55.16%
- 3Y*
- 17.75%
- 5Y*
- 19.66%
- 10Y*
- —
5MVW.DE
- 1D
- -0.61%
- 1M
- -0.86%
- YTD
- 32.79%
- 6M
- 29.07%
- 1Y
- 44.87%
- 3Y*
- 15.65%
- 5Y*
- 20.31%
- 10Y*
- —
ESIE.DE vs. 5MVW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIE.DE iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) | 35.70% | 15.26% | -6.63% | 8.58% | 35.56% | 35.47% | 6.12% |
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 32.79% | 2.17% | 7.57% | 0.01% | 54.20% | 52.29% | 3.65% |
Correlation
The correlation between ESIE.DE and 5MVW.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.85 |
The correlation between ESIE.DE and 5MVW.DE has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
ESIE.DE vs. 5MVW.DE — Risk / Return Rank
ESIE.DE
5MVW.DE
ESIE.DE vs. 5MVW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.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.
| ESIE.DE | 5MVW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.45 | 2.97 | +1.49 |
| Martin ratioReturn relative to average drawdown | 14.31 | 9.81 | +4.50 |
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
| ESIE.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.10 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.84 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.45 | +0.48 |
Drawdowns
ESIE.DE vs. 5MVW.DE - Drawdown Comparison
The maximum ESIE.DE drawdown since its inception was -26.20%, smaller than the maximum 5MVW.DE drawdown of -56.87%. Use the drawdown chart below to compare losses from any high point for ESIE.DE and 5MVW.DE.
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Drawdown Indicators
| ESIE.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.20% | -56.87% | +30.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -15.05% | +2.72% |
Max Drawdown (3Y)Largest decline over 3 years | -26.20% | -23.76% | -2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | -23.76% | -2.44% |
Current DrawdownCurrent decline from peak | -6.72% | -7.49% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -6.68% | -13.53% | +6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 4.56% | -0.72% |
Volatility
ESIE.DE vs. 5MVW.DE - Volatility Comparison
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) have volatilities of 7.06% and 6.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESIE.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 6.76% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 19.84% | 18.33% | +1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.89% | 21.33% | +1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.75% | 23.99% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.16% | 29.20% | -5.04% |
ESIE.DE vs. 5MVW.DE - Expense Ratio Comparison
Both ESIE.DE and 5MVW.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
ESIE.DE vs. 5MVW.DE - Dividend Comparison
ESIE.DE has not paid dividends to shareholders, while 5MVW.DE's dividend yield for the trailing twelve months is around 2.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 2.48% | 3.29% | 3.54% | 3.64% | 3.41% | 3.49% | 5.08% | 0.63% |
ESIE.DE iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ESIE.DE and 5MVW.DE have a correlation of 0.82, 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.
ESIE.DE and 5MVW.DE have the same expense ratio: 0.18% per year.
ESIE.DE tracks MSCI World/Energy NR USD, while 5MVW.DE tracks MSCI World Energy.
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