ESIE.DE vs. IS0D.DE
ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)) and IS0D.DE (iShares Oil & Gas Exploration & Production UCITS ETF) are both Energy Equities funds from iShares - ESIE.DE tracks the MSCI World/Energy NR USD while IS0D.DE tracks the S&P Commodity Producers Oil & Gas Exploration & Production. Both are passively managed. Over the past 5 years, ESIE.DE returned 19.66%/yr vs 17.33%/yr for IS0D.DE. A 0.76 correlation means they provide meaningful diversification when combined. ESIE.DE charges 0.18%/yr vs 0.55%/yr for IS0D.DE.
Performance
ESIE.DE vs. IS0D.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 IS0D.DE's 30.64% 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*
- —
IS0D.DE
- 1D
- 0.10%
- 1M
- -3.31%
- YTD
- 30.64%
- 6M
- 23.16%
- 1Y
- 36.10%
- 3Y*
- 11.88%
- 5Y*
- 17.33%
- 10Y*
- 6.95%
ESIE.DE vs. IS0D.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% |
IS0D.DE iShares Oil & Gas Exploration & Production UCITS ETF | 30.64% | -4.44% | 3.13% | -0.98% | 44.39% | 86.31% | 3.21% |
Correlation
The correlation between ESIE.DE and IS0D.DE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.76 |
The correlation between ESIE.DE and IS0D.DE has been stable across timeframes, ranging from 0.72 to 0.76 - a consistent structural relationship.
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Return for Risk
ESIE.DE vs. IS0D.DE — Risk / Return Rank
ESIE.DE
IS0D.DE
ESIE.DE vs. IS0D.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 Oil & Gas Exploration & Production UCITS ETF (IS0D.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 | IS0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.24 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.45 | 2.02 | +2.43 |
| Martin ratioReturn relative to average drawdown | 14.31 | 5.02 | +9.30 |
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 | IS0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 1.33 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.56 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.21 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.09 | +0.84 |
Drawdowns
ESIE.DE vs. IS0D.DE - Drawdown Comparison
The maximum ESIE.DE drawdown since its inception was -26.20%, smaller than the maximum IS0D.DE drawdown of -79.47%. Use the drawdown chart below to compare losses from any high point for ESIE.DE and IS0D.DE.
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Drawdown Indicators
| ESIE.DE | IS0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.20% | -79.47% | +53.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -17.75% | +5.42% |
Max Drawdown (3Y)Largest decline over 3 years | -26.20% | -30.80% | +4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | -32.34% | +6.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -73.73% | — |
Current DrawdownCurrent decline from peak | -6.72% | -9.82% | +3.10% |
Average DrawdownAverage peak-to-trough decline | -6.68% | -27.09% | +20.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 7.18% | -3.34% |
Volatility
ESIE.DE vs. IS0D.DE - Volatility Comparison
The current volatility for iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) is 7.06%, while iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) has a volatility of 7.78%. This indicates that ESIE.DE experiences smaller price fluctuations and is considered to be less risky than IS0D.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 | IS0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 7.78% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 19.84% | 22.48% | -2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.89% | 26.99% | -4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.75% | 30.37% | -6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.16% | 33.12% | -8.96% |
ESIE.DE vs. IS0D.DE - Expense Ratio Comparison
ESIE.DE has a 0.18% expense ratio, which is lower than IS0D.DE's 0.55% expense ratio.
Dividends
ESIE.DE vs. IS0D.DE - Dividend Comparison
Neither ESIE.DE nor IS0D.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIE.DE and IS0D.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIE.DE is cheaper with a 0.18% expense ratio, compared with 0.55% for IS0D.DE.
ESIE.DE tracks MSCI World/Energy NR USD, while IS0D.DE tracks S&P Commodity Producers Oil & Gas Exploration & Production. Their fees differ too: 0.18% for ESIE.DE and 0.55% for IS0D.DE.
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