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ESIE.DE vs. VDPG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIE.DE vs. VDPG.L - 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 Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ESIE.DE is traded in EUR, while VDPG.L is traded in GBP. To make them comparable, the VDPG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESIE.DE achieves a 34.60% return, which is significantly lower than VDPG.L's 49.24% return.


ESIE.DE

1D
-1.99%
1M
1.06%
YTD
34.60%
6M
36.03%
1Y
46.88%
3Y*
16.90%
5Y*
19.14%
10Y*

VDPG.L

1D
4.09%
1M
4.97%
YTD
49.24%
6M
55.50%
1Y
76.77%
3Y*
23.73%
5Y*
12.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIE.DE vs. VDPG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ESIE.DE
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
34.60%15.21%-6.63%8.64%35.56%35.28%5.16%
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
49.24%23.76%1.62%6.31%-6.95%8.58%7.35%

Correlation

The correlation between ESIE.DE and VDPG.L is -0.00, 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

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2020

0.30

The correlation between ESIE.DE and VDPG.L shifts across timeframes, from -0.00 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ESIE.DE vs. VDPG.L — 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: 7070
Overall Rank
ESIE.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ESIE.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
ESIE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
ESIE.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
ESIE.DE Martin Ratio Rank: 7171
Martin Ratio Rank

VDPG.L
VDPG.L Risk / Return Rank: 9494
Overall Rank
VDPG.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VDPG.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
VDPG.L Omega Ratio Rank: 9595
Omega Ratio Rank
VDPG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
VDPG.L Martin Ratio Rank: 9292
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. VDPG.L - 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 Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESIE.DEVDPG.LDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.35

1.61

-0.26

Calmar ratioReturn relative to maximum drawdown

3.78

5.79

-2.01

Martin ratioReturn relative to average drawdown

11.72

20.94

-9.22

ESIE.DE vs. VDPG.L - Sharpe Ratio Comparison

The current ESIE.DE Sharpe Ratio is 2.03, which is lower than the VDPG.L Sharpe Ratio of 3.42. The chart below compares the historical Sharpe Ratios of ESIE.DE and VDPG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ESIE.DE vs. VDPG.L - Drawdown Comparison

The maximum ESIE.DE drawdown since its inception was -26.16%, smaller than the maximum VDPG.L drawdown of -43.68%. Use the drawdown chart below to compare losses from any high point for ESIE.DE and VDPG.L.


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Drawdown Indicators


ESIE.DEVDPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.16%

-43.68%

+17.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-13.18%

+0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-26.16%

-24.49%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-26.16%

-24.49%

-1.67%

Current Drawdown

Current decline from peak

-7.50%

-4.73%

-2.77%

Average Drawdown

Average peak-to-trough decline

-6.66%

-10.44%

+3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

3.65%

+0.34%

Volatility

ESIE.DE vs. VDPG.L - Volatility Comparison

The current volatility for iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) is 7.16%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) has a volatility of 10.92%. This indicates that ESIE.DE experiences smaller price fluctuations and is considered to be less risky than VDPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIE.DEVDPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

10.92%

-3.76%

Volatility (6M)

Calculated over the trailing 6-month period

20.12%

19.97%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

23.02%

22.38%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.78%

21.84%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.15%

24.04%

+0.11%

ESIE.DE vs. VDPG.L - Expense Ratio Comparison

ESIE.DE has a 0.18% expense ratio, which is higher than VDPG.L's 0.15% 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%.


Dividends

ESIE.DE vs. VDPG.L - Dividend Comparison

Neither ESIE.DE nor VDPG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESIE.DE and VDPG.L have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDPG.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDPG.L is cheaper with a 0.15% expense ratio, compared with 0.18% for ESIE.DE.

ESIE.DE is categorized as Energy Equities, while VDPG.L is Asia Pacific Equities. ESIE.DE tracks MSCI World/Energy NR USD, while VDPG.L tracks MSCI AC Asia Pac Ex JPN NR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for ESIE.DE and 0.15% for VDPG.L.

Portfolio Optimizer

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