ESIE.DE vs. CSP1.L
ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)) and CSP1.L (iShares Core S&P 500 UCITS ETF) are both exchange-traded funds - ESIE.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD, while CSP1.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, ESIE.DE returned 19.14%/yr vs 14.23%/yr for CSP1.L. At a 0.20 correlation, their price movements are largely independent. ESIE.DE charges 0.18%/yr vs 0.07%/yr for CSP1.L.
Performance
ESIE.DE vs. CSP1.L - Performance Comparison
Loading charts...
Different Trading Currencies
ESIE.DE is traded in EUR, while CSP1.L is traded in GBp. To make them comparable, the CSP1.L 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 34.60% return, which is significantly higher than CSP1.L's 9.90% return.
ESIE.DE
- 1D
- -1.99%
- 1M
- 1.06%
- YTD
- 34.60%
- 6M
- 36.03%
- 1Y
- 46.88%
- 3Y*
- 16.90%
- 5Y*
- 19.14%
- 10Y*
- —
CSP1.L
- 1D
- 1.37%
- 1M
- 1.48%
- YTD
- 9.90%
- 6M
- 10.98%
- 1Y
- 24.28%
- 3Y*
- 17.89%
- 5Y*
- 14.23%
- 10Y*
- 14.86%
ESIE.DE vs. CSP1.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIE.DE iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) | 34.60% | 15.21% | -6.63% | 8.64% | 35.56% | 35.28% | 5.16% |
CSP1.L iShares Core S&P 500 UCITS ETF | 9.90% | 3.67% | 33.49% | 22.33% | -13.74% | 39.60% | 0.56% |
Correlation
The correlation between ESIE.DE and CSP1.L 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 | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2020 | 0.20 |
The correlation between ESIE.DE and CSP1.L shifts across timeframes, from -0.05 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ESIE.DE vs. CSP1.L — Risk / Return Rank
ESIE.DE
CSP1.L
ESIE.DE vs. CSP1.L - 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 Core S&P 500 UCITS ETF (CSP1.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ESIE.DE | CSP1.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 3.37 | +0.41 |
| Martin ratioReturn relative to average drawdown | 11.72 | 12.09 | -0.37 |
Loading charts...
Drawdowns
ESIE.DE vs. CSP1.L - Drawdown Comparison
The maximum ESIE.DE drawdown since its inception was -26.16%, smaller than the maximum CSP1.L drawdown of -32.91%. Use the drawdown chart below to compare losses from any high point for ESIE.DE and CSP1.L.
Loading charts...
Drawdown Indicators
| ESIE.DE | CSP1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.16% | -32.91% | +6.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -7.17% | -5.17% |
Max Drawdown (3Y)Largest decline over 3 years | -26.16% | -22.35% | -3.81% |
Max Drawdown (5Y)Largest decline over 5 years | -26.16% | -22.35% | -3.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.91% | — |
Current DrawdownCurrent decline from peak | -7.50% | -1.87% | -5.63% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -4.35% | -2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 2.00% | +1.99% |
Volatility
ESIE.DE vs. CSP1.L - Volatility Comparison
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a higher volatility of 7.16% compared to iShares Core S&P 500 UCITS ETF (CSP1.L) at 3.02%. This indicates that ESIE.DE's price experiences larger fluctuations and is considered to be riskier than CSP1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ESIE.DE | CSP1.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 3.02% | +4.14% |
Volatility (6M)Calculated over the trailing 6-month period | 20.12% | 7.72% | +12.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.02% | 11.51% | +11.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.78% | 20.58% | +3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.15% | 18.89% | +5.26% |
ESIE.DE vs. CSP1.L - Expense Ratio Comparison
ESIE.DE has a 0.18% expense ratio, which is higher than CSP1.L's 0.07% 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%.
Dividends
ESIE.DE vs. CSP1.L - Dividend Comparison
Neither ESIE.DE nor CSP1.L has paid dividends to shareholders.
Frequently Asked Questions
ESIE.DE and CSP1.L 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.
On fees, CSP1.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSP1.L is cheaper with a 0.07% expense ratio, compared with 0.18% for ESIE.DE.
ESIE.DE is categorized as Energy Equities, while CSP1.L is S&P 500. ESIE.DE tracks MSCI World/Energy NR USD, while CSP1.L tracks S&P 500 Index. Their fees differ too: 0.18% for ESIE.DE and 0.07% for CSP1.L.
Find the right allocation for ESIE.DE and CSP1.L
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