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ESIF.DE vs. EXX1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIF.DE vs. EXX1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) and iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESIF.DE achieves a 3.87% return, which is significantly lower than EXX1.DE's 5.47% return.


ESIF.DE

1D
0.61%
1M
3.50%
YTD
3.87%
6M
10.14%
1Y
22.51%
3Y*
28.94%
5Y*
19.48%
10Y*

EXX1.DE

1D
0.88%
1M
6.39%
YTD
5.47%
6M
12.15%
1Y
41.16%
3Y*
45.42%
5Y*
28.85%
10Y*
14.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIF.DE vs. EXX1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)
3.87%47.69%25.31%21.61%-2.88%29.09%3.24%
EXX1.DE
iShares EURO STOXX Banks 30-15 UCITS ETF (DE)
5.47%90.63%30.20%30.03%0.67%39.66%4.57%

Correlation

The correlation between ESIF.DE and EXX1.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2020

0.89

The correlation between ESIF.DE and EXX1.DE has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

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Return for Risk

ESIF.DE vs. EXX1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESIF.DE
ESIF.DE Risk / Return Rank: 3636
Overall Rank
ESIF.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ESIF.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
ESIF.DE Omega Ratio Rank: 3434
Omega Ratio Rank
ESIF.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
ESIF.DE Martin Ratio Rank: 3939
Martin Ratio Rank

EXX1.DE
EXX1.DE Risk / Return Rank: 4949
Overall Rank
EXX1.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EXX1.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
EXX1.DE Omega Ratio Rank: 4646
Omega Ratio Rank
EXX1.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
EXX1.DE Martin Ratio Rank: 4747
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.

ESIF.DE vs. EXX1.DE - 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 EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.DE). 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.DEEXX1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.22

1.29

-0.07

Calmar ratioReturn relative to maximum drawdown

1.81

2.41

-0.60

Martin ratioReturn relative to average drawdown

6.04

7.65

-1.61

ESIF.DE vs. EXX1.DE - Sharpe Ratio Comparison

The current ESIF.DE Sharpe Ratio is 1.25, which is comparable to the EXX1.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of ESIF.DE and EXX1.DE, 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


ESIF.DEEXX1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.74

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

1.13

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.10

+1.06

Drawdowns

ESIF.DE vs. EXX1.DE - Drawdown Comparison

The maximum ESIF.DE drawdown since its inception was -22.93%, smaller than the maximum EXX1.DE drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for ESIF.DE and EXX1.DE.


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Drawdown Indicators


ESIF.DEEXX1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.93%

-84.32%

+61.39%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-16.98%

+4.60%

Max Drawdown (3Y)

Largest decline over 3 years

-17.10%

-20.17%

+3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

-34.17%

+11.24%

Max Drawdown (10Y)

Largest decline over 10 years

-62.43%

Current Drawdown

Current decline from peak

-2.65%

-1.57%

-1.08%

Average Drawdown

Average peak-to-trough decline

-4.14%

-49.66%

+45.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

5.36%

-1.64%

Volatility

ESIF.DE vs. EXX1.DE - Volatility Comparison

iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) and iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.DE) have volatilities of 5.37% and 5.65%, 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.DEEXX1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

5.65%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

14.59%

18.82%

-4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

17.99%

23.58%

-5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.96%

25.22%

-6.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

28.34%

-9.50%

ESIF.DE vs. EXX1.DE - Expense Ratio Comparison

ESIF.DE has a 0.18% expense ratio, which is lower than EXX1.DE's 0.52% expense ratio.


Dividends

ESIF.DE vs. EXX1.DE - Dividend Comparison

ESIF.DE has not paid dividends to shareholders, while EXX1.DE's dividend yield for the trailing twelve months is around 3.59%.


PositionTTM20252024202320222021202020192018201720162015
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%
EXX1.DE
iShares EURO STOXX Banks 30-15 UCITS ETF (DE)
3.59%3.40%5.16%4.44%7.03%0.75%1.20%4.32%4.44%7.30%3.48%2.67%

Frequently Asked Questions


With a correlation of 0.91, ESIF.DE and EXX1.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.52% for EXX1.DE.

ESIF.DE tracks MSCI World/Financials NR USD, while EXX1.DE tracks EURO STOXX® Banks 30-15. Their fees differ too: 0.18% for ESIF.DE and 0.52% for EXX1.DE.

Portfolio Optimizer

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