ESIE.DE vs. XLE
ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)) and XLE (State Street Energy Select Sector SPDR ETF) are both Energy Equities funds - ESIE.DE tracks the MSCI World/Energy NR USD while XLE tracks the Energy Select Sector Index. Both are passively managed. Over the past 5 years, ESIE.DE returned 19.66%/yr vs 21.57%/yr for XLE. A 0.60 correlation means they provide meaningful diversification when combined. ESIE.DE charges 0.18%/yr vs 0.08%/yr for XLE.
Performance
ESIE.DE vs. XLE - Performance Comparison
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Different Trading Currencies
ESIE.DE is traded in EUR, while XLE is traded in USD. To make them comparable, the XLE 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 35.70% return, which is significantly higher than XLE's 33.77% 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*
- —
XLE
- 1D
- -0.07%
- 1M
- -0.52%
- YTD
- 33.77%
- 6M
- 29.69%
- 1Y
- 45.50%
- 3Y*
- 14.61%
- 5Y*
- 21.57%
- 10Y*
- 9.75%
ESIE.DE vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIE.DE iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) | 35.70% | 15.26% | -6.63% | 8.58% | 35.56% | 35.47% | 6.12% |
XLE State Street Energy Select Sector SPDR ETF | 33.77% | -4.93% | 12.53% | -3.61% | 74.51% | 64.75% | 4.05% |
Correlation
The correlation between ESIE.DE and XLE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.60 |
The correlation between ESIE.DE and XLE has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.
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Return for Risk
ESIE.DE vs. XLE — Risk / Return Rank
ESIE.DE
XLE
ESIE.DE vs. XLE - 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 State Street Energy Select Sector SPDR ETF (XLE). 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 | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.45 | 3.26 | +1.20 |
| Martin ratioReturn relative to average drawdown | 14.31 | 9.67 | +4.65 |
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 | XLE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.08 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.82 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.24 | +0.69 |
Drawdowns
ESIE.DE vs. XLE - Drawdown Comparison
The maximum ESIE.DE drawdown since its inception was -26.20%, smaller than the maximum XLE drawdown of -66.17%. Use the drawdown chart below to compare losses from any high point for ESIE.DE and XLE.
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Drawdown Indicators
| ESIE.DE | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.20% | -66.17% | +39.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -14.04% | +1.71% |
Max Drawdown (3Y)Largest decline over 3 years | -26.20% | -25.14% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | -25.14% | -1.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.90% | — |
Current DrawdownCurrent decline from peak | -6.72% | -6.94% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -6.68% | -15.99% | +9.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 4.72% | -0.88% |
Volatility
ESIE.DE vs. XLE - Volatility Comparison
The current volatility for iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) is 7.06%, while State Street Energy Select Sector SPDR ETF (XLE) has a volatility of 8.99%. This indicates that ESIE.DE experiences smaller price fluctuations and is considered to be less risky than XLE 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 | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 8.99% | -1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 19.84% | 17.61% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.89% | 22.13% | +0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.75% | 26.52% | -2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.16% | 30.15% | -5.99% |
ESIE.DE vs. XLE - Expense Ratio Comparison
ESIE.DE has a 0.18% expense ratio, which is higher than XLE's 0.08% 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. XLE - Dividend Comparison
ESIE.DE has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 2.54%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
XLE State Street Energy Select Sector SPDR ETF | 2.54% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Frequently Asked Questions
ESIE.DE and XLE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XLE is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XLE is cheaper with a 0.08% expense ratio, compared with 0.18% for ESIE.DE.
ESIE.DE tracks MSCI World/Energy NR USD, while XLE tracks Energy Select Sector Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.18% for ESIE.DE and 0.08% for XLE.
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