ESIE.DE vs. WNDY.DE
ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)) and WNDY.DE (Global X Wind Energy UCITS ETF USD Accumulating) are both Energy Equities funds - ESIE.DE tracks the MSCI World/Energy NR USD while WNDY.DE tracks the Solactive Wind Energy. Both are passively managed. Over the past 3 years, ESIE.DE returned 17.75%/yr vs -0.54%/yr for WNDY.DE. At a 0.24 correlation, their price movements are largely independent. ESIE.DE charges 0.18%/yr vs 0.50%/yr for WNDY.DE.
Performance
ESIE.DE vs. WNDY.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 WNDY.DE's 17.83% 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*
- —
WNDY.DE
- 1D
- -2.17%
- 1M
- -7.34%
- YTD
- 17.83%
- 6M
- 18.89%
- 1Y
- 39.65%
- 3Y*
- -0.54%
- 5Y*
- —
- 10Y*
- —
ESIE.DE vs. WNDY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ESIE.DE iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) | 35.70% | 15.26% | -6.63% | 8.58% | 16.11% |
WNDY.DE Global X Wind Energy UCITS ETF USD Accumulating | 17.83% | 17.05% | -14.98% | -22.01% | -8.38% |
Correlation
The correlation between ESIE.DE and WNDY.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022 | 0.24 |
The correlation between ESIE.DE and WNDY.DE shifts across timeframes, from 0.14 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESIE.DE vs. WNDY.DE — Risk / Return Rank
ESIE.DE
WNDY.DE
ESIE.DE vs. WNDY.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 Global X Wind Energy UCITS ETF USD Accumulating (WNDY.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 | WNDY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.45 | 4.67 | -0.22 |
| Martin ratioReturn relative to average drawdown | 14.31 | 14.81 | -0.49 |
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 | WNDY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 1.96 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | -0.19 | +1.12 |
Drawdowns
ESIE.DE vs. WNDY.DE - Drawdown Comparison
The maximum ESIE.DE drawdown since its inception was -26.20%, smaller than the maximum WNDY.DE drawdown of -52.12%. Use the drawdown chart below to compare losses from any high point for ESIE.DE and WNDY.DE.
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Drawdown Indicators
| ESIE.DE | WNDY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.20% | -52.12% | +25.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -8.45% | -3.88% |
Max Drawdown (3Y)Largest decline over 3 years | -26.20% | -38.56% | +12.36% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | — | — |
Current DrawdownCurrent decline from peak | -6.72% | -23.24% | +16.52% |
Average DrawdownAverage peak-to-trough decline | -6.68% | -30.02% | +23.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 2.67% | +1.17% |
Volatility
ESIE.DE vs. WNDY.DE - Volatility Comparison
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a higher volatility of 7.06% compared to Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) at 5.39%. This indicates that ESIE.DE's price experiences larger fluctuations and is considered to be riskier than WNDY.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 | WNDY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 5.39% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 19.84% | 14.34% | +5.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.89% | 20.15% | +2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.75% | 21.04% | +2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.16% | 21.04% | +3.12% |
ESIE.DE vs. WNDY.DE - Expense Ratio Comparison
ESIE.DE has a 0.18% expense ratio, which is lower than WNDY.DE's 0.50% expense ratio.
Dividends
ESIE.DE vs. WNDY.DE - Dividend Comparison
Neither ESIE.DE nor WNDY.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIE.DE and WNDY.DE have a correlation of 0.14, 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 0.50% for WNDY.DE.
ESIE.DE tracks MSCI World/Energy NR USD, while WNDY.DE tracks Solactive Wind Energy. They also come from different issuers: iShares and Global X. Their fees differ too: 0.18% for ESIE.DE and 0.50% for WNDY.DE.
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