ESIE.L vs. VJPU.L
Compare and contrast key facts about iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.L) and Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L).
ESIE.L and VJPU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESIE.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Energy NR USD. It was launched on Nov 18, 2020. VJPU.L is a passively managed fund by Vanguard that tracks the performance of the FTSE Japan (USD Hedged). It was launched on Jan 31, 2020. Both ESIE.L and VJPU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESIE.L vs. VJPU.L - Performance Comparison
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ESIE.L vs. VJPU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ESIE.L iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) | 37.70% | 20.13% | -9.70% | 6.04% | 22.45% |
VJPU.L Vanguard FTSE Japan UCITS ETF USD Hedged Acc | 11.42% | 22.15% | 25.96% | 28.86% | -0.05% |
Different Trading Currencies
ESIE.L is traded in GBP, while VJPU.L is traded in USD. To make them comparable, the VJPU.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 VJPU.L's 11.42% 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*
- —
VJPU.L
- 1D
- 4.59%
- 1M
- -1.49%
- YTD
- 11.42%
- 6M
- 24.80%
- 1Y
- 43.37%
- 3Y*
- 27.16%
- 5Y*
- —
- 10Y*
- —
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ESIE.L vs. VJPU.L - Expense Ratio Comparison
ESIE.L has a 0.18% expense ratio, which is lower than VJPU.L's 0.20% 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. VJPU.L — Risk / Return Rank
ESIE.L
VJPU.L
ESIE.L vs. VJPU.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 Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.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.L | VJPU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.08 | 1.97 | +0.11 |
Sortino ratioReturn per unit of downside risk | 2.57 | 2.59 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.50 | 5.12 | -1.62 |
Martin ratioReturn relative to average drawdown | 12.14 | 16.29 | -4.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESIE.L | VJPU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 1.97 | +0.11 |
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 | 1.16 | -0.24 |
Correlation
The correlation between ESIE.L and VJPU.L is 0.17, 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. VJPU.L - Dividend Comparison
Neither ESIE.L nor VJPU.L has paid dividends to shareholders.
Drawdowns
ESIE.L vs. VJPU.L - Drawdown Comparison
The maximum ESIE.L drawdown since its inception was -27.35%, which is greater than VJPU.L's maximum drawdown of -24.99%. Use the drawdown chart below to compare losses from any high point for ESIE.L and VJPU.L.
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Drawdown Indicators
| ESIE.L | VJPU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.35% | -25.40% | -1.95% |
Max Drawdown (1Y)Largest decline over 1 year | -17.96% | -11.93% | -6.03% |
Max Drawdown (5Y)Largest decline over 5 years | -27.35% | — | — |
Current DrawdownCurrent decline from peak | -4.57% | -4.73% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -2.98% | -5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.66% | +1.32% |
Volatility
ESIE.L vs. VJPU.L - Volatility Comparison
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.L) has a higher volatility of 9.51% compared to Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) at 8.76%. This indicates that ESIE.L's price experiences larger fluctuations and is considered to be riskier than VJPU.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.L | VJPU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.51% | 8.76% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 15.48% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.31% | 21.92% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.97% | 20.42% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.32% | 20.42% | +3.90% |