ESIE.DE vs. AMZN
ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)) is Energy Equities fund tracking the MSCI World/Energy NR USD, while AMZN (Amazon.com, Inc) is a stock. Over the past 5 years, ESIE.DE returned 19.66%/yr vs 10.32%/yr for AMZN. At a correlation of -0.01, they often move in opposite directions.
Performance
ESIE.DE vs. AMZN - Performance Comparison
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Different Trading Currencies
ESIE.DE is traded in EUR, while AMZN is traded in USD. To make them comparable, the AMZN values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESIE.DE achieves a 35.70% return, which is significantly higher than AMZN's 9.62% 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*
- —
AMZN
- 1D
- 0.00%
- 1M
- -7.94%
- YTD
- 9.62%
- 6M
- 9.48%
- 1Y
- 18.69%
- 3Y*
- 22.57%
- 5Y*
- 10.32%
- 10Y*
- 21.01%
ESIE.DE vs. AMZN - 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% |
AMZN Amazon.com, Inc | 11.20% | -7.28% | 53.92% | 75.46% | -46.49% | 10.03% | 1.94% |
Correlation
The correlation between ESIE.DE and AMZN is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | -0.01 |
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Return for Risk
ESIE.DE vs. AMZN — Risk / Return Rank
ESIE.DE
AMZN
ESIE.DE vs. AMZN - 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 Amazon.com, Inc (AMZN). 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 | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.13 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 4.45 | 0.78 | +3.67 |
| Martin ratioReturn relative to average drawdown | 14.31 | 1.90 | +12.41 |
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 | AMZN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 0.62 | +1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.29 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.70 | +0.23 |
Drawdowns
ESIE.DE vs. AMZN - Drawdown Comparison
The maximum ESIE.DE drawdown since its inception was -26.20%, smaller than the maximum AMZN drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for ESIE.DE and AMZN.
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Drawdown Indicators
| ESIE.DE | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.20% | -60.20% | +34.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -24.04% | +11.71% |
Max Drawdown (3Y)Largest decline over 3 years | -26.20% | -37.68% | +11.48% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | -52.70% | +26.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.70% | — |
Current DrawdownCurrent decline from peak | -6.72% | -8.69% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -6.68% | -12.38% | +5.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 9.85% | -6.01% |
Volatility
ESIE.DE vs. AMZN - Volatility Comparison
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) and Amazon.com, Inc (AMZN) have volatilities of 7.06% and 6.81%, 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 | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 6.81% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 19.84% | 19.87% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.89% | 30.40% | -7.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.75% | 35.35% | -11.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.16% | 32.73% | -8.57% |
Dividends
ESIE.DE vs. AMZN - Dividend Comparison
Neither ESIE.DE nor AMZN has paid dividends to shareholders.
Frequently Asked Questions
ESIE.DE and AMZN have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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