PortfoliosLab logoPortfoliosLab logo
ESIE.DE vs. IS0D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIE.DE vs. IS0D.DE - 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 iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIE.DE vs. IS0D.DE - 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%
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.

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. IS0D.DE — 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

IS0D.DE
IS0D.DE Risk / Return Rank: 3737
Overall Rank
IS0D.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IS0D.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
IS0D.DE Omega Ratio Rank: 3737
Omega Ratio Rank
IS0D.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
IS0D.DE Martin Ratio Rank: 3434
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. 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.DEIS0D.DEDifference
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

ESIE.DE vs. IS0D.DE - Sharpe Ratio Comparison

The current ESIE.DE Sharpe Ratio is 2.40, which is higher than the IS0D.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of ESIE.DE and IS0D.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ESIE.DEIS0D.DEDifference

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.


Loading charts...

Drawdown Indicators


ESIE.DEIS0D.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.72%

-9.82%

+3.10%

Average Drawdown

Average peak-to-trough decline

-6.68%

-27.09%

+20.41%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


ESIE.DEIS0D.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for ESIE.DE and IS0D.DE

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