ESIF.DE vs. EUFN
ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) and EUFN (iShares MSCI Europe Financials ETF) are both Financials Equities funds from iShares - ESIF.DE tracks the MSCI World/Financials NR USD while EUFN tracks the MSCI Europe Financials Index. Both are passively managed. Over the past 5 years, ESIF.DE returned 19.33%/yr vs 18.57%/yr for EUFN. A 0.79 correlation means they provide meaningful diversification when combined. ESIF.DE charges 0.18%/yr vs 0.48%/yr for EUFN.
Performance
ESIF.DE vs. EUFN - Performance Comparison
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Different Trading Currencies
ESIF.DE is traded in EUR, while EUFN is traded in USD. To make them comparable, the EUFN values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESIF.DE achieves a 3.24% return, which is significantly higher than EUFN's 2.75% return.
ESIF.DE
- 1D
- -1.74%
- 1M
- 3.46%
- YTD
- 3.24%
- 6M
- 10.32%
- 1Y
- 21.74%
- 3Y*
- 28.40%
- 5Y*
- 19.33%
- 10Y*
- —
EUFN
- 1D
- -1.82%
- 1M
- 3.32%
- YTD
- 2.75%
- 6M
- 9.36%
- 1Y
- 20.61%
- 3Y*
- 27.44%
- 5Y*
- 18.57%
- 10Y*
- 11.75%
ESIF.DE vs. EUFN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 3.24% | 47.69% | 25.31% | 21.61% | -2.88% | 29.09% | 3.24% |
EUFN iShares MSCI Europe Financials ETF | 2.75% | 46.06% | 24.94% | 22.36% | -3.13% | 28.04% | 2.38% |
Correlation
The correlation between ESIF.DE and EUFN 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 | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.79 |
The correlation between ESIF.DE and EUFN has been stable across timeframes, ranging from 0.77 to 0.79 - a consistent structural relationship.
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Return for Risk
ESIF.DE vs. EUFN — Risk / Return Rank
ESIF.DE
EUFN
ESIF.DE vs. EUFN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) and iShares MSCI Europe Financials ETF (EUFN). 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.
| ESIF.DE | EUFN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.57 | +0.18 |
| Martin ratioReturn relative to average drawdown | 5.84 | 5.61 | +0.23 |
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
| ESIF.DE | EUFN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.16 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.98 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.34 | +0.82 |
Drawdowns
ESIF.DE vs. EUFN - Drawdown Comparison
The maximum ESIF.DE drawdown since its inception was -22.93%, smaller than the maximum EUFN drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for ESIF.DE and EUFN.
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Drawdown Indicators
| ESIF.DE | EUFN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.93% | -46.82% | +23.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -13.16% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -17.10% | -17.16% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -22.93% | -23.70% | +0.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.82% | — |
Current DrawdownCurrent decline from peak | -3.24% | -2.97% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -11.30% | +7.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 3.68% | +0.03% |
Volatility
ESIF.DE vs. EUFN - Volatility Comparison
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) and iShares MSCI Europe Financials ETF (EUFN) have volatilities of 6.10% and 6.07%, 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.
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Volatility by Period
| ESIF.DE | EUFN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 6.07% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 14.58% | 14.70% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.98% | 17.80% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.96% | 19.09% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 22.97% | -4.12% |
ESIF.DE vs. EUFN - Expense Ratio Comparison
ESIF.DE has a 0.18% expense ratio, which is lower than EUFN's 0.48% expense ratio.
Dividends
ESIF.DE vs. EUFN - Dividend Comparison
ESIF.DE has not paid dividends to shareholders, while EUFN's dividend yield for the trailing twelve months is around 3.52%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUFN iShares MSCI Europe Financials ETF | 3.52% | 3.57% | 5.36% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% |
Frequently Asked Questions
ESIF.DE and EUFN 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.
On fees, ESIF.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIF.DE is cheaper with a 0.18% expense ratio, compared with 0.48% for EUFN.
ESIF.DE tracks MSCI World/Financials NR USD, while EUFN tracks MSCI Europe Financials Index. Their fees differ too: 0.18% for ESIF.DE and 0.48% for EUFN.
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