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

Performance

ESIE.DE vs. WNDY.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 Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESIE.DE
ESIE.DE Risk / Return Rank: 7474
Overall Rank
ESIE.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ESIE.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
ESIE.DE Omega Ratio Rank: 7171
Omega Ratio Rank
ESIE.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
ESIE.DE Martin Ratio Rank: 7676
Martin Ratio Rank

WNDY.DE
WNDY.DE Risk / Return Rank: 6767
Overall Rank
WNDY.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
WNDY.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
WNDY.DE Omega Ratio Rank: 5757
Omega Ratio Rank
WNDY.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
WNDY.DE Martin Ratio Rank: 7878
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. 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.DEWNDY.DEDifference
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

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

The current ESIE.DE Sharpe Ratio is 2.40, which is comparable to the WNDY.DE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of ESIE.DE and WNDY.DE, 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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Sharpe Ratios by Period


ESIE.DEWNDY.DEDifference

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.DEWNDY.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.72%

-23.24%

+16.52%

Average Drawdown

Average peak-to-trough decline

-6.68%

-30.02%

+23.34%

Ulcer Index

Depth 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.DEWNDY.DEDifference

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.


Tickers have no history of dividend payments

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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