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

Performance

ESIF.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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 IUSQ.DE's 12.65% 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*

IUSQ.DE

1D
-0.23%
1M
5.01%
YTD
12.65%
6M
13.33%
1Y
26.56%
3Y*
17.93%
5Y*
12.42%
10Y*
12.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIF.DE vs. IUSQ.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%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
12.65%9.02%24.53%18.57%-13.58%29.13%2.01%

Correlation

The correlation between ESIF.DE and IUSQ.DE is 0.64, 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

0.64

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

0.57

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

0.62

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

0.61

The correlation between ESIF.DE and IUSQ.DE has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.

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Return for Risk

ESIF.DE vs. IUSQ.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

IUSQ.DE
IUSQ.DE Risk / Return Rank: 7676
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 7474
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8383
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. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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.DEIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.37

Omega ratioGain probability vs. loss probability

1.22

1.43

-0.21

Calmar ratioReturn relative to maximum drawdown

1.81

4.08

-2.27

Martin ratioReturn relative to average drawdown

6.04

16.69

-10.65

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

The current ESIF.DE Sharpe Ratio is 1.25, which is lower than the IUSQ.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of ESIF.DE and IUSQ.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.DEIUSQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

2.31

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.88

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.76

+0.40

Drawdowns

ESIF.DE vs. IUSQ.DE - Drawdown Comparison

The maximum ESIF.DE drawdown since its inception was -22.93%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for ESIF.DE and IUSQ.DE.


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Drawdown Indicators


ESIF.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.93%

-33.60%

+10.67%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-6.48%

-5.90%

Max Drawdown (3Y)

Largest decline over 3 years

-17.10%

-21.25%

+4.15%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

-21.25%

-1.68%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

Current Drawdown

Current decline from peak

-2.65%

-0.55%

-2.10%

Average Drawdown

Average peak-to-trough decline

-4.14%

-4.19%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

1.59%

+2.13%

Volatility

ESIF.DE vs. IUSQ.DE - Volatility Comparison

iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) has a higher volatility of 5.37% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that ESIF.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIF.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

3.03%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

14.59%

8.26%

+6.33%

Volatility (1Y)

Calculated over the trailing 1-year period

17.99%

11.47%

+6.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.96%

13.94%

+5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

15.02%

+3.82%

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

ESIF.DE has a 0.18% expense ratio, which is lower than IUSQ.DE's 0.20% 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

ESIF.DE vs. IUSQ.DE - Dividend Comparison

Neither ESIF.DE nor IUSQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESIF.DE and IUSQ.DE have a correlation of 0.64, 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 0.20% for IUSQ.DE.

ESIF.DE is categorized as Financials Equities, while IUSQ.DE is Global Equities. ESIF.DE tracks MSCI World/Financials NR USD, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.18% for ESIF.DE and 0.20% for IUSQ.DE.

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