ESIE.DE vs. SXR8.DE
Compare and contrast key facts about iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
ESIE.DE and SXR8.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESIE.DE is a passively managed fund by iShares that tracks the performance of the MSCI World/Energy NR USD. It was launched on Nov 18, 2020. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both ESIE.DE and SXR8.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESIE.DE or SXR8.DE.
Key characteristics
| ESIE.DE | SXR8.DE | |
|---|---|---|
| YTD Return | 2.18% | 16.96% |
| 1Y Return | 6.50% | 23.19% |
| 3Y Return (Ann) | 19.67% | 10.78% |
| Sharpe Ratio | 0.25 | 1.93 |
| Daily Std Dev | 16.93% | 11.18% |
| Max Drawdown | -19.31% | -33.78% |
| Current Drawdown | -8.99% | -3.06% |
Correlation
The correlation between ESIE.DE and SXR8.DE is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ESIE.DE vs. SXR8.DE - Performance Comparison
In the year-to-date period, ESIE.DE achieves a 2.18% return, which is significantly lower than SXR8.DE's 16.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ESIE.DE vs. SXR8.DE - Expense Ratio Comparison
ESIE.DE has a 0.18% expense ratio, which is higher than SXR8.DE's 0.12% 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%.
Risk-Adjusted Performance
ESIE.DE vs. SXR8.DE - Risk-Adjusted Performance 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 S&P 500 UCITS ETF USD (Acc) (SXR8.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.
Dividends
ESIE.DE vs. SXR8.DE - Dividend Comparison
Neither ESIE.DE nor SXR8.DE has paid dividends to shareholders.
Drawdowns
ESIE.DE vs. SXR8.DE - Drawdown Comparison
The maximum ESIE.DE drawdown since its inception was -19.31%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for ESIE.DE and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
ESIE.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a higher volatility of 6.03% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 5.05%. This indicates that ESIE.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.