ESIE.DE vs. EUNA.DE
ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)) and EUNA.DE (iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - ESIE.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD, while EUNA.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate Bond (EUR Hedged). Both are passively managed. Over the past 5 years, ESIE.DE returned 19.66%/yr vs -1.29%/yr for EUNA.DE. At a correlation of -0.17, they often move in opposite directions. ESIE.DE charges 0.18%/yr vs 0.10%/yr for EUNA.DE.
Performance
ESIE.DE vs. EUNA.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 EUNA.DE's -0.46% 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*
- —
EUNA.DE
- 1D
- 0.22%
- 1M
- 0.18%
- YTD
- -0.46%
- 6M
- -0.29%
- 1Y
- 1.18%
- 3Y*
- 2.28%
- 5Y*
- -1.29%
- 10Y*
- —
ESIE.DE vs. EUNA.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% |
EUNA.DE iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc | -0.46% | 2.79% | 1.60% | 4.36% | -13.52% | -2.37% | 0.16% |
Correlation
The correlation between ESIE.DE and EUNA.DE is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | -0.18 |
The correlation between ESIE.DE and EUNA.DE shifts across timeframes, from -0.27 (1 year) to -0.15 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
ESIE.DE vs. EUNA.DE — Risk / Return Rank
ESIE.DE
EUNA.DE
ESIE.DE vs. EUNA.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 Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.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 | EUNA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.06 | ||
| Sortino ratioReturn per unit of downside risk | +2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.06 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 4.45 | 0.43 | +4.03 |
| Martin ratioReturn relative to average drawdown | 14.31 | 1.18 | +13.13 |
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 | EUNA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 0.34 | +2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | -0.28 | +1.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | -0.05 | +0.98 |
Drawdowns
ESIE.DE vs. EUNA.DE - Drawdown Comparison
The maximum ESIE.DE drawdown since its inception was -26.20%, which is greater than EUNA.DE's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for ESIE.DE and EUNA.DE.
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Drawdown Indicators
| ESIE.DE | EUNA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.20% | -17.79% | -8.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -2.75% | -9.58% |
Max Drawdown (3Y)Largest decline over 3 years | -26.20% | -4.02% | -22.18% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | -17.03% | -9.17% |
Current DrawdownCurrent decline from peak | -6.72% | -8.66% | +1.94% |
Average DrawdownAverage peak-to-trough decline | -6.68% | -6.76% | +0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 0.99% | +2.85% |
Volatility
ESIE.DE vs. EUNA.DE - Volatility Comparison
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a higher volatility of 7.06% compared to iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) at 1.35%. This indicates that ESIE.DE's price experiences larger fluctuations and is considered to be riskier than EUNA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESIE.DE | EUNA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 1.35% | +5.71% |
Volatility (6M)Calculated over the trailing 6-month period | 19.84% | 2.82% | +17.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.89% | 3.46% | +19.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.75% | 4.64% | +19.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.16% | 4.27% | +19.89% |
ESIE.DE vs. EUNA.DE - Expense Ratio Comparison
ESIE.DE has a 0.18% expense ratio, which is higher than EUNA.DE's 0.10% 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. EUNA.DE - Dividend Comparison
Neither ESIE.DE nor EUNA.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIE.DE and EUNA.DE have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNA.DE is cheaper with a 0.10% expense ratio, compared with 0.18% for ESIE.DE.
ESIE.DE is categorized as Energy Equities, while EUNA.DE is Global Bonds. ESIE.DE tracks MSCI World/Energy NR USD, while EUNA.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged). Their fees differ too: 0.18% for ESIE.DE and 0.10% for EUNA.DE.
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