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

Performance

ESIE.L vs. NCLP.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 WisdomTree Uranium and Nuclear Energy UCITS ETF USD Accumulating (NCLP.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 NCLP.L is traded in GBp. To make them comparable, the NCLP.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 35.58% return, which is significantly higher than NCLP.L's 17.42% return.


ESIE.L

1D
2.01%
1M
-0.45%
YTD
35.58%
6M
31.87%
1Y
58.97%
3Y*
18.27%
5Y*
20.09%
10Y*

NCLP.L

1D
-3.79%
1M
-7.92%
YTD
17.42%
6M
16.76%
1Y
79.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between ESIE.L and NCLP.L is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2025

-0.04

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Return for Risk

ESIE.L vs. NCLP.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: 7777
Overall Rank
ESIE.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ESIE.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
ESIE.L Omega Ratio Rank: 7575
Omega Ratio Rank
ESIE.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
ESIE.L Martin Ratio Rank: 7777
Martin Ratio Rank

NCLP.L
NCLP.L Risk / Return Rank: 4949
Overall Rank
NCLP.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
NCLP.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
NCLP.L Omega Ratio Rank: 4545
Omega Ratio Rank
NCLP.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
NCLP.L Martin Ratio Rank: 4646
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. NCLP.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 WisdomTree Uranium and Nuclear Energy UCITS ETF USD Accumulating (NCLP.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.LNCLP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.45

1.28

+0.16

Calmar ratioReturn relative to maximum drawdown

4.84

2.92

+1.92

Martin ratioReturn relative to average drawdown

14.81

7.64

+7.18

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

The current ESIE.L Sharpe Ratio is 2.56, which is higher than the NCLP.L Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of ESIE.L and NCLP.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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Sharpe Ratios by Period


ESIE.LNCLP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.56

1.75

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

2.13

-1.26

Drawdowns

ESIE.L vs. NCLP.L - Drawdown Comparison

The maximum ESIE.L drawdown since its inception was -27.35%, roughly equal to the maximum NCLP.L drawdown of -26.96%. Use the drawdown chart below to compare losses from any high point for ESIE.L and NCLP.L.


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Drawdown Indicators


ESIE.LNCLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.35%

-26.96%

-0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-26.96%

+14.83%

Max Drawdown (3Y)

Largest decline over 3 years

-27.35%

Max Drawdown (5Y)

Largest decline over 5 years

-27.35%

Current Drawdown

Current decline from peak

-6.04%

-14.84%

+8.80%

Average Drawdown

Average peak-to-trough decline

-8.24%

-7.50%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

10.33%

-6.36%

Volatility

ESIE.L vs. NCLP.L - Volatility Comparison

The current volatility for iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.L) is 8.04%, while WisdomTree Uranium and Nuclear Energy UCITS ETF USD Accumulating (NCLP.L) has a volatility of 12.83%. This indicates that ESIE.L experiences smaller price fluctuations and is considered to be less risky than NCLP.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.LNCLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

12.83%

-4.79%

Volatility (6M)

Calculated over the trailing 6-month period

19.14%

31.80%

-12.66%

Volatility (1Y)

Calculated over the trailing 1-year period

22.89%

45.20%

-22.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.32%

45.49%

-21.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.59%

45.49%

-20.90%

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

ESIE.L has a 0.18% expense ratio, which is lower than NCLP.L's 0.45% expense ratio.


Dividends

ESIE.L vs. NCLP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ESIE.L and NCLP.L have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESIE.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESIE.L is cheaper with a 0.18% expense ratio, compared with 0.45% for NCLP.L.

ESIE.L tracks MSCI World/Energy NR USD, while NCLP.L tracks WisdomTree Uranium and Nuclear Energy UCITS Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.18% for ESIE.L and 0.45% for NCLP.L.

Portfolio Optimizer

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