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ESIE.DE vs. ENGI.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESIE.DE vs. ENGI.PA

Last updated Jun 5, 2026

ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)) is Energy Equities fund tracking the MSCI World/Energy NR USD, while ENGI.PA (ENGIE SA) is a stock. Over the past 5 years, ESIE.DE returned 19.66%/yr vs 26.17%/yr for ENGI.PA. At a 0.22 correlation, their price movements are largely independent.

Performance

ESIE.DE vs. ENGI.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) and ENGIE SA (ENGI.PA). The values are adjusted to include any dividend payments, if applicable.

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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 ENGI.PA's 24.69% 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*
—

ENGI.PA

1D
-0.89%
1M
-4.08%
YTD
24.69%
6M
28.95%
1Y
47.57%
3Y*
33.20%
5Y*
26.17%
10Y*
14.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIE.DE vs. ENGI.PA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
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%
ENGI.PA
ENGIE SA		24.69%58.95%5.45%30.78%10.66%8.31%2.92%

Correlation

The correlation between ESIE.DE and ENGI.PA is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.18

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

0.17

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

0.22

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2020

0.22

Compare stocks, funds, or ETFs

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iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)

ENGIE SA

Often compared with ESIE.DE:
ESIE.DE vs. SXR8.DEESIE.DE vs. SPYN.DEESIE.DE vs. XUEN.DEESIE.DE vs. XDG7.DEESIE.DE vs. D6RD.DEESIE.DE vs. WDNR.DEESIE.DE vs. WDEE.DE
Often compared with ENGI.PA:
ENGI.PA vs. HSBK.LENGI.PA vs. IBE.MCENGI.PA vs. TTEENGI.PA vs. OTTRENGI.PA vs. TTE.LENGI.PA vs. NEEENGI.PA vs. TSM

Return for Risk

ESIE.DE vs. ENGI.PA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ESIE.DE
ESIE.DE Risk / Return Rank: 7474
Overall Rank
ESIE.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ESIE.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
ESIE.DE Omega Ratio Rank: 7171
Omega Ratio Rank
ESIE.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
ESIE.DE Martin Ratio Rank: 7676
Martin Ratio Rank
ENGI.PA
ENGI.PA Risk / Return Rank: 8888
Overall Rank
ENGI.PA Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ENGI.PA Sortino Ratio Rank: 8989
Sortino Ratio Rank
ENGI.PA Omega Ratio Rank: 8989
Omega Ratio Rank
ENGI.PA Calmar Ratio Rank: 8686
Calmar Ratio Rank
ENGI.PA Martin Ratio Rank: 8686
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.

ESIE.DE vs. ENGI.PA - 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 ENGIE SA (ENGI.PA). 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.DEENGI.PADifference
Sharpe ratioReturn per unit of total volatility
2.40
2.29

+0.11

Sortino ratioReturn per unit of downside risk
2.90
3.15

-0.25

Omega ratioGain probability vs. loss probability

1.41

1.41

+0.01

Calmar ratioReturn relative to maximum drawdown

4.45

3.52

+0.93

Martin ratioReturn relative to average drawdown

14.31

9.45

+4.87

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

ESIE.DE vs. ENGI.PA - Sharpe Ratio Comparison

The current ESIE.DE Sharpe Ratio is 2.40, which is comparable to the ENGI.PA Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of ESIE.DE and ENGI.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

ESIE.DEENGI.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.29

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

1.21

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.59

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.23

+0.70

Drawdowns

ESIE.DE vs. ENGI.PA - Drawdown Comparison

The maximum ESIE.DE drawdown since its inception was -26.20%, smaller than the maximum ENGI.PA drawdown of -58.20%. Use the drawdown chart below to compare losses from any high point for ESIE.DE and ENGI.PA.

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Drawdown Indicators

ESIE.DEENGI.PADifference

Max Drawdown

Largest peak-to-trough decline

-26.20%

-58.20%

+32.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-13.31%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-26.20%

-16.77%

-9.43%

Max Drawdown (5Y)

Largest decline over 5 years

-26.20%

-30.67%

+4.47%

Max Drawdown (10Y)

Largest decline over 10 years

—

-47.74%

—

Current Drawdown

Current decline from peak

-6.72%

-5.38%

-1.34%

Average Drawdown

Average peak-to-trough decline

-6.68%

-29.04%

+22.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

4.99%

-1.15%

Volatility

ESIE.DE vs. ENGI.PA - Volatility Comparison

iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a higher volatility of 7.06% compared to ENGIE SA (ENGI.PA) at 5.64%. This indicates that ESIE.DE's price experiences larger fluctuations and is considered to be riskier than ENGI.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ESIE.DEENGI.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

5.64%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

19.84%

17.08%

+2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

22.89%

20.47%

+2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.75%

21.30%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.16%

23.32%

+0.84%

Dividends

ESIE.DE vs. ENGI.PA - Dividend Comparison

ESIE.DE has not paid dividends to shareholders, while ENGI.PA's dividend yield for the trailing twelve months is around 5.08%.

PositionTTM20252024202320222021202020192018201720162015
ENGI.PA
ENGIE SA		5.08%6.60%9.34%8.80%6.35%4.07%0.00%5.21%5.75%5.93%8.25%6.13%
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%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ESIE.DE and ENGI.PA have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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