PortfoliosLab logoPortfoliosLab logo
ESIE.L vs. CWEU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESIE.L vs. CWEU.L - 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 Amundi MSCI World Energy UCITS ETF-C USD (CWEU.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ESIE.L vs. CWEU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESIE.L
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
37.70%20.13%-9.70%6.04%44.68%15.87%
CWEU.L
Amundi MSCI World Energy UCITS ETF-C USD
28.26%17.28%-19.78%-2.65%59.88%14.38%
Different Trading Currencies

ESIE.L is traded in GBP, while CWEU.L is traded in USD. To make them comparable, the CWEU.L 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 37.70% return, which is significantly higher than CWEU.L's 28.26% return.


ESIE.L

1D
-4.57%
1M
12.93%
YTD
37.70%
6M
43.65%
1Y
46.63%
3Y*
17.71%
5Y*
21.80%
10Y*

CWEU.L

1D
-2.14%
1M
9.41%
YTD
28.26%
6M
32.99%
1Y
54.09%
3Y*
7.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ESIE.L vs. CWEU.L - Expense Ratio Comparison

ESIE.L has a 0.18% expense ratio, which is lower than CWEU.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

ESIE.L vs. CWEU.L — 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: 8989
Overall Rank
ESIE.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ESIE.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
ESIE.L Omega Ratio Rank: 8888
Omega Ratio Rank
ESIE.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
ESIE.L Martin Ratio Rank: 8989
Martin Ratio Rank

CWEU.L
CWEU.L Risk / Return Rank: 9797
Overall Rank
CWEU.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CWEU.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
CWEU.L Omega Ratio Rank: 9797
Omega Ratio Rank
CWEU.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
CWEU.L Martin Ratio Rank: 9898
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. CWEU.L - 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 Amundi MSCI World Energy UCITS ETF-C USD (CWEU.L). 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.LCWEU.LDifference

Sharpe ratio

Return per unit of total volatility

2.08

3.38

-1.30

Sortino ratio

Return per unit of downside risk

2.57

4.39

-1.83

Omega ratio

Gain probability vs. loss probability

1.38

1.64

-0.26

Calmar ratio

Return relative to maximum drawdown

3.50

3.17

+0.33

Martin ratio

Return relative to average drawdown

12.14

12.58

-0.44

ESIE.L vs. CWEU.L - Sharpe Ratio Comparison

The current ESIE.L Sharpe Ratio is 2.08, which is lower than the CWEU.L Sharpe Ratio of 3.38. The chart below compares the historical Sharpe Ratios of ESIE.L and CWEU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ESIE.LCWEU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

3.38

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

1.41

-0.49

Correlation

The correlation between ESIE.L and CWEU.L is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ESIE.L vs. CWEU.L - Dividend Comparison

Neither ESIE.L nor CWEU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ESIE.L vs. CWEU.L - Drawdown Comparison

The maximum ESIE.L drawdown since its inception was -27.35%, smaller than the maximum CWEU.L drawdown of -36.66%. Use the drawdown chart below to compare losses from any high point for ESIE.L and CWEU.L.


Loading graphics...

Drawdown Indicators


ESIE.LCWEU.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.35%

-29.78%

+2.43%

Max Drawdown (1Y)

Largest decline over 1 year

-17.96%

-6.84%

-11.12%

Max Drawdown (5Y)

Largest decline over 5 years

-27.35%

Current Drawdown

Current decline from peak

-4.57%

-1.91%

-2.66%

Average Drawdown

Average peak-to-trough decline

-8.27%

-9.01%

+0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

2.10%

+1.88%

Volatility

ESIE.L vs. CWEU.L - Volatility Comparison

iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.L) has a higher volatility of 9.51% compared to Amundi MSCI World Energy UCITS ETF-C USD (CWEU.L) at 7.17%. This indicates that ESIE.L's price experiences larger fluctuations and is considered to be riskier than CWEU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ESIE.LCWEU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.51%

7.17%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

15.25%

11.69%

+3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

22.31%

17.42%

+4.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.97%

34.62%

-10.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.32%

34.62%

-10.30%