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

Performance

ESIE.L vs. WNDG.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 Global X Wind Energy UCITS ETF USD Accumulating (WNDG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESIE.L achieves a 34.22% return, which is significantly higher than WNDG.L's 16.77% return.


ESIE.L

1D
-1.00%
1M
-2.31%
YTD
34.22%
6M
30.17%
1Y
59.36%
3Y*
17.82%
5Y*
19.85%
10Y*

WNDG.L

1D
-1.72%
1M
-7.33%
YTD
16.77%
6M
17.87%
1Y
43.50%
3Y*
-0.34%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
ESIE.L
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
34.22%20.13%-9.70%6.04%22.21%
WNDG.L
Global X Wind Energy UCITS ETF USD Accumulating
16.77%23.53%-18.76%-23.82%-3.71%

Correlation

The correlation between ESIE.L and WNDG.L is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.22

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2022

0.23

The correlation between ESIE.L and WNDG.L shifts across timeframes, from 0.10 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ESIE.L vs. WNDG.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: 7878
Overall Rank
ESIE.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ESIE.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
ESIE.L Omega Ratio Rank: 7777
Omega Ratio Rank
ESIE.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
ESIE.L Martin Ratio Rank: 7878
Martin Ratio Rank

WNDG.L
WNDG.L Risk / Return Rank: 7474
Overall Rank
WNDG.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
WNDG.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
WNDG.L Omega Ratio Rank: 6565
Omega Ratio Rank
WNDG.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
WNDG.L Martin Ratio Rank: 8282
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. WNDG.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 Global X Wind Energy UCITS ETF USD Accumulating (WNDG.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.LWNDG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.45

1.39

+0.06

Calmar ratioReturn relative to maximum drawdown

4.87

4.94

-0.07

Martin ratioReturn relative to average drawdown

14.82

16.13

-1.32

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

The current ESIE.L Sharpe Ratio is 2.58, which is comparable to the WNDG.L Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of ESIE.L and WNDG.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.LWNDG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

2.23

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

-0.17

+1.02

Drawdowns

ESIE.L vs. WNDG.L - Drawdown Comparison

The maximum ESIE.L drawdown since its inception was -27.35%, smaller than the maximum WNDG.L drawdown of -52.03%. Use the drawdown chart below to compare losses from any high point for ESIE.L and WNDG.L.


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Drawdown Indicators


ESIE.LWNDG.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.35%

-52.03%

+24.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-8.76%

-3.37%

Max Drawdown (3Y)

Largest decline over 3 years

-27.35%

-39.56%

+12.21%

Max Drawdown (5Y)

Largest decline over 5 years

-27.35%

Current Drawdown

Current decline from peak

-6.99%

-21.30%

+14.31%

Average Drawdown

Average peak-to-trough decline

-8.23%

-28.82%

+20.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

2.69%

+1.30%

Volatility

ESIE.L vs. WNDG.L - Volatility Comparison

iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.L) has a higher volatility of 8.04% compared to Global X Wind Energy UCITS ETF USD Accumulating (WNDG.L) at 4.77%. This indicates that ESIE.L's price experiences larger fluctuations and is considered to be riskier than WNDG.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.LWNDG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

4.77%

+3.27%

Volatility (6M)

Calculated over the trailing 6-month period

19.18%

13.61%

+5.57%

Volatility (1Y)

Calculated over the trailing 1-year period

22.92%

19.43%

+3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.32%

20.70%

+3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.58%

20.70%

+3.88%

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

ESIE.L has a 0.18% expense ratio, which is lower than WNDG.L's 0.50% expense ratio.


Dividends

ESIE.L vs. WNDG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ESIE.L and WNDG.L have a correlation of 0.10, 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 0.50% for WNDG.L.

ESIE.L tracks MSCI World/Energy NR USD, while WNDG.L tracks S&P Global Clean Energy TR USD. They also come from different issuers: iShares and Global X. Their fees differ too: 0.18% for ESIE.L and 0.50% for WNDG.L.

Portfolio Optimizer

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