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ESIE.L vs. IESU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIE.L vs. IESU.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 iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L). 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 IESU.L is traded in GBp. To make them comparable, the IESU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with ESIE.L having a 29.88% return and IESU.L slightly lower at 28.61%.


ESIE.L

1D
1.97%
1M
3.78%
6M
26.94%
YTD
29.88%
1Y
43.29%
3Y*
16.67%
5Y*
20.39%
10Y*

IESU.L

1D
1.07%
1M
4.80%
6M
20.56%
YTD
28.61%
1Y
35.99%
3Y*
13.44%
5Y*
22.82%
10Y*
8.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
ESIE.L
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
29.88%20.19%-9.72%6.00%44.93%26.73%-6.67%
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
28.61%2.26%5.45%-5.96%83.53%53.82%3.51%

Correlation

The correlation between ESIE.L and IESU.L is 0.72, 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

0.72

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

0.71

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

0.77

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

0.76

The correlation between ESIE.L and IESU.L has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

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Return for Risk

ESIE.L vs. IESU.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: 6565
Overall Rank
ESIE.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ESIE.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
ESIE.L Omega Ratio Rank: 7272
Omega Ratio Rank
ESIE.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
ESIE.L Martin Ratio Rank: 5353
Martin Ratio Rank

IESU.L
IESU.L Risk / Return Rank: 5252
Overall Rank
IESU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 5656
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 4242
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. IESU.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 iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.

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.LIESU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratioReturn relative to maximum drawdown

2.32

2.07

+0.26

Martin ratioReturn relative to average drawdown

6.97

5.01

+1.96

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

The current ESIE.L Sharpe Ratio is 1.85, which is comparable to the IESU.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of ESIE.L and IESU.L, 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. IESU.L - Drawdown Comparison

The maximum ESIE.L drawdown since its inception was -27.35%, smaller than the maximum IESU.L drawdown of -63.88%. Use the drawdown chart below to compare losses from any high point for ESIE.L and IESU.L.


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Drawdown Indicators


ESIE.LIESU.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.35%

-63.88%

+36.53%

Max Drawdown (1Y)

Largest decline over 1 year

-18.55%

-17.34%

-1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-27.35%

-26.36%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-27.35%

-26.36%

-0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-62.16%

Current Drawdown

Current decline from peak

-9.97%

-10.65%

+0.68%

Average Drawdown

Average peak-to-trough decline

-8.35%

-20.50%

+12.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.20%

7.16%

-0.96%

Volatility

ESIE.L vs. IESU.L - Volatility Comparison

The current volatility for iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.L) is 6.39%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a volatility of 7.50%. This indicates that ESIE.L experiences smaller price fluctuations and is considered to be less risky than IESU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIE.LIESU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

7.50%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

20.34%

21.74%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

23.31%

24.54%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.48%

29.08%

-4.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.81%

29.16%

-4.35%

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

ESIE.L has a 0.18% expense ratio, which is higher than IESU.L's 0.15% 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.L vs. IESU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ESIE.L and IESU.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IESU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IESU.L is cheaper with a 0.15% expense ratio, compared with 0.18% for ESIE.L.

ESIE.L tracks MSCI World/Energy NR USD, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. Their fees differ too: 0.18% for ESIE.L and 0.15% for IESU.L.

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