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

Performance

ESIE.DE vs. XLE - 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 State Street Energy Select Sector SPDR ETF (XLE). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIE.DE vs. XLE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

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

XLE
XLE Risk / Return Rank: 7070
Overall Rank
XLE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 6767
Sortino Ratio Rank
XLE Omega Ratio Rank: 6464
Omega Ratio Rank
XLE Calmar Ratio Rank: 7979
Calmar Ratio Rank
XLE Martin Ratio Rank: 6565
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. 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.DEXLEDifference
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

ESIE.DE vs. XLE - Sharpe Ratio Comparison

The current ESIE.DE Sharpe Ratio is 2.40, which is comparable to the XLE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of ESIE.DE and XLE, 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.DEXLEDifference

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.DEXLEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.72%

-6.94%

+0.22%

Average Drawdown

Average peak-to-trough decline

-6.68%

-15.99%

+9.31%

Ulcer Index

Depth 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.DEXLEDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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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