ESIF.DE vs. SPYZ.DE
Compare and contrast key facts about iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) and SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE).
ESIF.DE and SPYZ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESIF.DE is a passively managed fund by iShares that tracks the performance of the MSCI World/Financials NR USD. It was launched on Nov 18, 2020. SPYZ.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Financials 20/35 Capped. It was launched on Dec 5, 2014. Both ESIF.DE and SPYZ.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESIF.DE vs. SPYZ.DE - Performance Comparison
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ESIF.DE vs. SPYZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | -3.07% | 47.69% | 25.31% | 21.61% | -2.88% | 29.09% | 3.24% |
SPYZ.DE SPDR MSCI Europe Financials UCITS ETF | -3.45% | 48.26% | 25.23% | 21.51% | -2.51% | 28.19% | 3.03% |
Returns By Period
In the year-to-date period, ESIF.DE achieves a -3.07% return, which is significantly higher than SPYZ.DE's -3.45% return.
ESIF.DE
- 1D
- 3.73%
- 1M
- -2.04%
- YTD
- -3.07%
- 6M
- 6.22%
- 1Y
- 20.62%
- 3Y*
- 27.81%
- 5Y*
- 19.07%
- 10Y*
- —
SPYZ.DE
- 1D
- 3.56%
- 1M
- -2.29%
- YTD
- -3.45%
- 6M
- 6.08%
- 1Y
- 20.61%
- 3Y*
- 27.78%
- 5Y*
- 19.05%
- 10Y*
- 12.05%
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ESIF.DE vs. SPYZ.DE - Expense Ratio Comparison
Both ESIF.DE and SPYZ.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
ESIF.DE vs. SPYZ.DE — Risk / Return Rank
ESIF.DE
SPYZ.DE
ESIF.DE vs. SPYZ.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 SPDR MSCI Europe Financials UCITS ETF (SPYZ.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.DE | SPYZ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.01 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.40 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.69 | +0.01 |
Martin ratioReturn relative to average drawdown | 5.56 | 5.60 | -0.04 |
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 | SPYZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.01 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 1.01 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.45 | +0.68 |
Correlation
The correlation between ESIF.DE and SPYZ.DE is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ESIF.DE vs. SPYZ.DE - Dividend Comparison
Neither ESIF.DE nor SPYZ.DE has paid dividends to shareholders.
Drawdowns
ESIF.DE vs. SPYZ.DE - Drawdown Comparison
The maximum ESIF.DE drawdown since its inception was -22.93%, smaller than the maximum SPYZ.DE drawdown of -45.16%. Use the drawdown chart below to compare losses from any high point for ESIF.DE and SPYZ.DE.
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Drawdown Indicators
| ESIF.DE | SPYZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.93% | -45.16% | +22.23% |
Max Drawdown (1Y)Largest decline over 1 year | -14.82% | -14.91% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -22.93% | -23.17% | +0.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.16% | — |
Current DrawdownCurrent decline from peak | -6.68% | -6.74% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -9.66% | +5.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 3.70% | +0.07% |
Volatility
ESIF.DE vs. SPYZ.DE - Volatility Comparison
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) and SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) have volatilities of 7.75% and 7.70%, 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 | SPYZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.75% | 7.70% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.10% | 12.99% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.63% | 20.27% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.74% | 18.55% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.75% | 21.33% | -2.58% |