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ESIE.L vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

ESIE.L vs. ^GSPC - 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.L) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ESIE.L is traded in GBP, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESIE.L achieves a 20.02% return, which is significantly higher than ^GSPC's 9.72% return.


ESIE.L

1D
-0.58%
1M
-9.55%
YTD
20.02%
6M
21.73%
1Y
37.60%
3Y*
13.92%
5Y*
16.51%
10Y*

^GSPC

1D
-0.23%
1M
-0.30%
YTD
9.72%
6M
8.62%
1Y
25.01%
3Y*
17.86%
5Y*
12.57%
10Y*
13.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIE.L vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ESIE.L
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
20.02%20.19%-9.72%6.00%44.93%26.73%-6.67%
^GSPC
S&P 500 Index
9.72%8.10%25.46%18.02%-9.86%28.09%0.91%

Correlation

The correlation between ESIE.L and ^GSPC is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2020

0.09

The correlation between ESIE.L and ^GSPC shifts across timeframes, from -0.05 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ESIE.L vs. ^GSPC — Risk / Return Rank

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

ESIE.L
ESIE.L Risk / Return Rank: 5151
Overall Rank
ESIE.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ESIE.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
ESIE.L Omega Ratio Rank: 5252
Omega Ratio Rank
ESIE.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
ESIE.L Martin Ratio Rank: 5151
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7070
Overall Rank
^GSPC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7171
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7171
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6262
Calmar Ratio Rank
^GSPC 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.L vs. ^GSPC - 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.L) and S&P 500 Index (^GSPC). 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.L^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.29

1.39

-0.10

Calmar ratioReturn relative to maximum drawdown

2.23

3.13

-0.90

Martin ratioReturn relative to average drawdown

7.66

11.46

-3.81

ESIE.L vs. ^GSPC - Sharpe Ratio Comparison

The current ESIE.L Sharpe Ratio is 1.62, which is comparable to the ^GSPC Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of ESIE.L and ^GSPC, 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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Drawdowns

ESIE.L vs. ^GSPC - Drawdown Comparison

The maximum ESIE.L drawdown since its inception was -27.35%, smaller than the maximum ^GSPC drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for ESIE.L and ^GSPC.


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Drawdown Indicators


ESIE.L^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-27.35%

-37.07%

+9.72%

Max Drawdown (1Y)

Largest decline over 1 year

-16.81%

-8.03%

-8.78%

Max Drawdown (3Y)

Largest decline over 3 years

-27.35%

-22.15%

-5.20%

Max Drawdown (5Y)

Largest decline over 5 years

-27.35%

-22.15%

-5.20%

Max Drawdown (10Y)

Largest decline over 10 years

-26.01%

Current Drawdown

Current decline from peak

-16.81%

-1.82%

-14.99%

Average Drawdown

Average peak-to-trough decline

-8.27%

-5.30%

-2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

2.19%

+2.71%

Volatility

ESIE.L vs. ^GSPC - Volatility Comparison

iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.L) has a higher volatility of 8.22% compared to S&P 500 Index (^GSPC) at 4.33%. This indicates that ESIE.L's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIE.L^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

4.33%

+3.89%

Volatility (6M)

Calculated over the trailing 6-month period

20.33%

8.97%

+11.36%

Volatility (1Y)

Calculated over the trailing 1-year period

23.13%

12.03%

+11.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.48%

15.96%

+8.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.84%

18.09%

+6.75%

Frequently Asked Questions


ESIE.L and ^GSPC have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ESIE.L and ^GSPC

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