ESIE.L vs. XDW0.L

Last updated Jun 5, 2026

ESIE.L (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)) and XDW0.L (Xtrackers MSCI World Energy UCITS ETF 1C) are both Energy Equities funds tracking the MSCI World/Energy NR USD, from iShares and Xtrackers respectively. Both are passively managed. Over the past 5 years, ESIE.L returned 19.85%/yr vs 20.48%/yr for XDW0.L. Their correlation of 0.83 suggests significant overlap in exposure. ESIE.L charges 0.18%/yr vs 0.25%/yr for XDW0.L.

Performance

ESIE.L vs. XDW0.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 Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ESIE.L is traded in GBP, while XDW0.L is traded in USD. To make them comparable, the XDW0.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 34.22% return, which is significantly higher than XDW0.L's 31.44% 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*: —

XDW0.L

• 1D: -0.57%
• 1M: -0.95%
• YTD: 31.44%
• 6M: 27.91%
• 1Y: 48.84%
• 3Y*: 15.80%
• 5Y*: 20.48%
• 10Y*: 10.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIE.L vs. XDW0.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ESIE.L iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)	34.22%	20.13%	-9.70%	6.04%	44.68%	26.96%	1.47%
XDW0.L Xtrackers MSCI World Energy UCITS ETF 1C	31.44%	6.49%	3.89%	-1.50%	63.67%	40.54%	0.59%

Correlation

The correlation between ESIE.L and XDW0.L is 0.79, 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	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Nov 24, 2020	0.83

The correlation between ESIE.L and XDW0.L has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

ESIE.L vs. XDW0.L - Sectors Allocation Comparison

Sectors	ESIE.L	XDW0.L
Energy	99.1%	99.9%
Communication Services	0.9%	0.1%
Basic Materials	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Financial Services	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

ESIE.L vs. XDW0.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: 78
ESIE.L Sharpe Ratio Rank: 81
ESIE.L Sortino Ratio Rank: 68
ESIE.L Omega Ratio Rank: 77
ESIE.L Calmar Ratio Rank: 87
ESIE.L Martin Ratio Rank: 78

XDW0.L

XDW0.L Risk / Return Rank: 73
XDW0.L Sharpe Ratio Rank: 77
XDW0.L Sortino Ratio Rank: 67
XDW0.L Omega Ratio Rank: 71
XDW0.L Calmar Ratio Rank: 77
XDW0.L Martin Ratio Rank: 70

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. XDW0.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 Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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	XDW0.L	Difference
Sharpe ratio: Return per unit of total volatility	2.58	2.39	+0.19
Sortino ratio: Return per unit of downside risk	3.08	2.91	+0.17
Omega ratio: Gain probability vs. loss probability	1.45	1.42	+0.03
Calmar ratio: Return relative to maximum drawdown	4.87	3.40	+1.47
Martin ratio: Return relative to average drawdown	14.82	10.88	+3.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESIE.L vs. XDW0.L - Sharpe Ratio Comparison

The current ESIE.L Sharpe Ratio is 2.58, which is comparable to the XDW0.L Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of ESIE.L and XDW0.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.

Sharpe Ratios by Period

	ESIE.L	XDW0.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.58	2.39	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	0.86	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.42	+0.43

Drawdowns

ESIE.L vs. XDW0.L - Drawdown Comparison

The maximum ESIE.L drawdown since its inception was -27.35%, smaller than the maximum XDW0.L drawdown of -59.07%. Use the drawdown chart below to compare losses from any high point for ESIE.L and XDW0.L.

Drawdown Indicators

	ESIE.L	XDW0.L	Difference
Max Drawdown Largest peak-to-trough decline	-27.35%	-59.07%	+31.72%
Max Drawdown (1Y) Largest decline over 1 year	-12.13%	-14.30%	+2.17%
Max Drawdown (3Y) Largest decline over 3 years	-27.35%	-21.61%	-5.74%
Max Drawdown (5Y) Largest decline over 5 years	-27.35%	-22.02%	-5.33%
Max Drawdown (10Y) Largest decline over 10 years	—	-59.07%	—
Current Drawdown Current decline from peak	-6.99%	-7.68%	+0.69%
Average Drawdown Average peak-to-trough decline	-8.23%	-13.88%	+5.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.99%	4.48%	-0.49%

Volatility

ESIE.L vs. XDW0.L - Volatility Comparison

iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.L) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) have volatilities of 8.04% and 7.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESIE.L	XDW0.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.04%	7.80%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	19.18%	17.20%	+1.98%
Volatility (1Y) Calculated over the trailing 1-year period	22.92%	20.41%	+2.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.32%	23.73%	+0.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.58%	25.59%	-1.01%

ESIE.L vs. XDW0.L - Expense Ratio Comparison

ESIE.L has a 0.18% expense ratio, which is lower than XDW0.L's 0.25% 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%.

Dividends

ESIE.L vs. XDW0.L - Dividend Comparison

Neither ESIE.L nor XDW0.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both ESIE.L and XDW0.L in my portfolio?

ESIE.L and XDW0.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ESIE.L or XDW0.L?

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.

Which ETF is cheaper, ESIE.L or XDW0.L?

ESIE.L is cheaper with a 0.18% expense ratio, compared with 0.25% for XDW0.L.

What is the main difference between ESIE.L and XDW0.L?

Both ETFs track MSCI World/Energy NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for ESIE.L and 0.25% for XDW0.L.