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ESIE.DE vs. SPYN.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESIE.DE vs. SPYN.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 SPDR MSCI Europe Energy UCITS ETF (SPYN.DE). The values are adjusted to include any dividend payments, if applicable.

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ESIE.DE vs. SPYN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ESIE.DE
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
38.32%15.26%-6.63%8.58%35.56%35.47%6.12%
SPYN.DE
SPDR MSCI Europe Energy UCITS ETF
38.01%14.83%-5.83%8.31%37.38%35.64%5.74%

Returns By Period

The year-to-date returns for both stocks are quite close, with ESIE.DE having a 38.32% return and SPYN.DE slightly lower at 38.01%.


ESIE.DE

1D
-4.91%
1M
13.59%
YTD
38.32%
6M
43.11%
1Y
40.72%
3Y*
18.04%
5Y*
21.23%
10Y*

SPYN.DE

1D
-4.45%
1M
13.75%
YTD
38.01%
6M
43.48%
1Y
40.09%
3Y*
18.07%
5Y*
21.59%
10Y*
12.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESIE.DE vs. SPYN.DE - Expense Ratio Comparison

Both ESIE.DE and SPYN.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

ESIE.DE vs. SPYN.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: 8282
Overall Rank
ESIE.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ESIE.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
ESIE.DE Omega Ratio Rank: 8080
Omega Ratio Rank
ESIE.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
ESIE.DE Martin Ratio Rank: 8282
Martin Ratio Rank

SPYN.DE
SPYN.DE Risk / Return Rank: 8181
Overall Rank
SPYN.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SPYN.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
SPYN.DE Omega Ratio Rank: 8080
Omega Ratio Rank
SPYN.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
SPYN.DE Martin Ratio Rank: 8080
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. SPYN.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 SPDR MSCI Europe Energy UCITS ETF (SPYN.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.DESPYN.DEDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.75

+0.01

Sortino ratio

Return per unit of downside risk

2.17

2.15

+0.02

Omega ratio

Gain probability vs. loss probability

1.32

1.33

0.00

Calmar ratio

Return relative to maximum drawdown

2.63

2.52

+0.10

Martin ratio

Return relative to average drawdown

10.15

9.84

+0.31

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

The current ESIE.DE Sharpe Ratio is 1.76, which is comparable to the SPYN.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of ESIE.DE and SPYN.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ESIE.DESPYN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.75

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.91

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.32

+0.67

Correlation

The correlation between ESIE.DE and SPYN.DE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ESIE.DE vs. SPYN.DE - Dividend Comparison

Neither ESIE.DE nor SPYN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ESIE.DE vs. SPYN.DE - Drawdown Comparison

The maximum ESIE.DE drawdown since its inception was -26.20%, smaller than the maximum SPYN.DE drawdown of -58.67%. Use the drawdown chart below to compare losses from any high point for ESIE.DE and SPYN.DE.


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Drawdown Indicators


ESIE.DESPYN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.20%

-58.67%

+32.47%

Max Drawdown (1Y)

Largest decline over 1 year

-20.82%

-20.96%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.20%

-26.54%

+0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-58.67%

Current Drawdown

Current decline from peak

-4.91%

-4.45%

-0.46%

Average Drawdown

Average peak-to-trough decline

-6.67%

-11.47%

+4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

4.18%

-0.02%

Volatility

ESIE.DE vs. SPYN.DE - Volatility Comparison

iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a higher volatility of 10.30% compared to SPDR MSCI Europe Energy UCITS ETF (SPYN.DE) at 9.53%. This indicates that ESIE.DE's price experiences larger fluctuations and is considered to be riskier than SPYN.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.DESPYN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.30%

9.53%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

16.04%

15.34%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

23.06%

22.77%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.38%

23.36%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.86%

25.94%

-2.08%