ESIE.DE vs. VUKG.L
ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)) and VUKG.L (Vanguard FTSE 100 UCITS ETF (GBP) Accumulating) are both exchange-traded funds - ESIE.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD, while VUKG.L is a Europe Equities fund tracking the FTSE AllSh TR GBP. Both are passively managed. Over the past 5 years, ESIE.DE returned 19.14%/yr vs 15.18%/yr for VUKG.L. At a 0.47 correlation, their price movements are largely independent. ESIE.DE charges 0.18%/yr vs 0.09%/yr for VUKG.L.
Performance
ESIE.DE vs. VUKG.L - Performance Comparison
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Different Trading Currencies
ESIE.DE is traded in EUR, while VUKG.L is traded in GBP. To make them comparable, the VUKG.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 higher than VUKG.L's 7.76% 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*
- —
VUKG.L
- 1D
- 1.47%
- 1M
- 2.06%
- YTD
- 7.76%
- 6M
- 11.67%
- 1Y
- 19.42%
- 3Y*
- 17.65%
- 5Y*
- 15.18%
- 10Y*
- —
ESIE.DE vs. VUKG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | 7.76% | 20.66% | 19.04% | 13.83% | 4.16% | 30.27% | 2.65% |
Correlation
The correlation between ESIE.DE and VUKG.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2020 | 0.47 |
Over the past year, the correlation between ESIE.DE and VUKG.L has dropped to 0.12 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
ESIE.DE vs. VUKG.L — Risk / Return Rank
ESIE.DE
VUKG.L
ESIE.DE vs. VUKG.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 100 UCITS ETF (GBP) Accumulating (VUKG.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.DE | VUKG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.30 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 2.51 | +1.27 |
| Martin ratioReturn relative to average drawdown | 11.72 | 8.66 | +3.06 |
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Drawdowns
ESIE.DE vs. VUKG.L - Drawdown Comparison
The maximum ESIE.DE drawdown since its inception was -26.16%, smaller than the maximum VUKG.L drawdown of -39.87%. Use the drawdown chart below to compare losses from any high point for ESIE.DE and VUKG.L.
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Drawdown Indicators
| ESIE.DE | VUKG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.16% | -39.87% | +13.71% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -7.70% | -4.64% |
Max Drawdown (3Y)Largest decline over 3 years | -26.16% | -15.55% | -10.61% |
Max Drawdown (5Y)Largest decline over 5 years | -26.16% | -15.55% | -10.61% |
Current DrawdownCurrent decline from peak | -7.50% | -1.71% | -5.79% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -4.74% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 2.24% | +1.75% |
Volatility
ESIE.DE vs. VUKG.L - Volatility Comparison
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a higher volatility of 7.16% compared to Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) at 3.75%. This indicates that ESIE.DE's price experiences larger fluctuations and is considered to be riskier than VUKG.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.DE | VUKG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 3.75% | +3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 20.12% | 9.96% | +10.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.02% | 11.84% | +11.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.78% | 14.16% | +9.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.15% | 17.81% | +6.34% |
ESIE.DE vs. VUKG.L - Expense Ratio Comparison
ESIE.DE has a 0.18% expense ratio, which is higher than VUKG.L's 0.09% 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. VUKG.L - Dividend Comparison
Neither ESIE.DE nor VUKG.L has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ESIE.DE iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | 0.00% | 0.79% | 3.67% | 3.71% | 3.84% | 3.84% | 3.06% | 1.92% |
Frequently Asked Questions
ESIE.DE and VUKG.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUKG.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUKG.L is cheaper with a 0.09% expense ratio, compared with 0.18% for ESIE.DE.
ESIE.DE is categorized as Energy Equities, while VUKG.L is Europe Equities. ESIE.DE tracks MSCI World/Energy NR USD, while VUKG.L tracks FTSE AllSh TR GBP. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for ESIE.DE and 0.09% for VUKG.L.
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