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

Performance

ESIE.L vs. WDEE.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 Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.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 WDEE.L is traded in USD. To make them comparable, the WDEE.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 WDEE.L's 31.43% 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*

WDEE.L

1D
2.27%
1M
-0.02%
YTD
31.43%
6M
28.87%
1Y
40.47%
3Y*
16.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
ESIE.L
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
35.58%20.13%-9.70%3.35%
WDEE.L
Invesco S&P World Energy Targeted & Screened UCITS ETF Acc
31.43%1.24%5.84%4.65%

Correlation

The correlation between ESIE.L and WDEE.L is 0.78, 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

0.78

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

0.77

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.78

The correlation between ESIE.L and WDEE.L has been stable across timeframes, ranging from 0.77 to 0.78 - a consistent structural relationship.

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Return for Risk

ESIE.L vs. WDEE.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

WDEE.L
WDEE.L Risk / Return Rank: 6666
Overall Rank
WDEE.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
WDEE.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
WDEE.L Omega Ratio Rank: 6060
Omega Ratio Rank
WDEE.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
WDEE.L Martin Ratio Rank: 6767
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. WDEE.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 Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.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.LWDEE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.45

1.36

+0.08

Calmar ratioReturn relative to maximum drawdown

4.84

3.40

+1.44

Martin ratioReturn relative to average drawdown

14.81

10.68

+4.13

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

The current ESIE.L Sharpe Ratio is 2.56, which is comparable to the WDEE.L Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of ESIE.L and WDEE.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.LWDEE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.56

2.06

+0.50

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

0.68

+0.19

Drawdowns

ESIE.L vs. WDEE.L - Drawdown Comparison

The maximum ESIE.L drawdown since its inception was -27.35%, which is greater than WDEE.L's maximum drawdown of -21.91%. Use the drawdown chart below to compare losses from any high point for ESIE.L and WDEE.L.


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Drawdown Indicators


ESIE.LWDEE.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.35%

-21.91%

-5.44%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-11.86%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-27.35%

-21.91%

-5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-27.35%

Current Drawdown

Current decline from peak

-6.04%

-4.80%

-1.24%

Average Drawdown

Average peak-to-trough decline

-8.24%

-7.26%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

3.78%

+0.19%

Volatility

ESIE.L vs. WDEE.L - Volatility Comparison

iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.L) has a higher volatility of 8.04% compared to Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.L) at 7.33%. This indicates that ESIE.L's price experiences larger fluctuations and is considered to be riskier than WDEE.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.LWDEE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

7.33%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

19.14%

15.98%

+3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

22.89%

19.58%

+3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.32%

19.35%

+4.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.59%

19.35%

+5.24%

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

Both ESIE.L and WDEE.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ESIE.L vs. WDEE.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ESIE.L and WDEE.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ESIE.L and WDEE.L have the same expense ratio: 0.18% per year.

ESIE.L tracks MSCI World/Energy NR USD, while WDEE.L tracks S&P World Energy Targeted & Screened Index. They also come from different issuers: iShares and Invesco.

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