ESIE.DE vs. IUSQ.DE
ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - ESIE.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 5 years, ESIE.DE returned 19.66%/yr vs 12.42%/yr for IUSQ.DE. At a 0.29 correlation, their price movements are largely independent. ESIE.DE charges 0.18%/yr vs 0.20%/yr for IUSQ.DE.
Performance
ESIE.DE vs. IUSQ.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 IUSQ.DE's 12.65% 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*
- —
IUSQ.DE
- 1D
- -0.23%
- 1M
- 5.01%
- YTD
- 12.65%
- 6M
- 13.33%
- 1Y
- 26.56%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
ESIE.DE vs. IUSQ.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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 2.01% |
Correlation
The correlation between ESIE.DE and IUSQ.DE is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.29 |
The correlation between ESIE.DE and IUSQ.DE shifts across timeframes, from -0.07 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ESIE.DE vs. IUSQ.DE — Risk / Return Rank
ESIE.DE
IUSQ.DE
ESIE.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.43 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.45 | 4.08 | +0.37 |
| Martin ratioReturn relative to average drawdown | 14.31 | 16.69 | -2.38 |
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 | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.31 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.88 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.76 | +0.17 |
Drawdowns
ESIE.DE vs. IUSQ.DE - Drawdown Comparison
The maximum ESIE.DE drawdown since its inception was -26.20%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for ESIE.DE and IUSQ.DE.
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Drawdown Indicators
| ESIE.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.20% | -33.60% | +7.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -6.48% | -5.85% |
Max Drawdown (3Y)Largest decline over 3 years | -26.20% | -21.25% | -4.95% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | -21.25% | -4.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | -6.72% | -0.55% | -6.17% |
Average DrawdownAverage peak-to-trough decline | -6.68% | -4.19% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 1.59% | +2.25% |
Volatility
ESIE.DE vs. IUSQ.DE - Volatility Comparison
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a higher volatility of 7.06% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that ESIE.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 3.03% | +4.03% |
Volatility (6M)Calculated over the trailing 6-month period | 19.84% | 8.26% | +11.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.89% | 11.47% | +11.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.75% | 13.94% | +9.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.16% | 15.02% | +9.14% |
ESIE.DE vs. IUSQ.DE - Expense Ratio Comparison
ESIE.DE has a 0.18% expense ratio, which is lower than IUSQ.DE's 0.20% expense ratio. Despite the difference, 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. IUSQ.DE - Dividend Comparison
Neither ESIE.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIE.DE and IUSQ.DE have a correlation of -0.07, 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 0.20% for IUSQ.DE.
ESIE.DE is categorized as Energy Equities, while IUSQ.DE is Global Equities. ESIE.DE tracks MSCI World/Energy NR USD, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.18% for ESIE.DE and 0.20% for IUSQ.DE.
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