ESIF.DE vs. SXRV.DE
ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - ESIF.DE is a Financials Equities fund tracking the MSCI World/Financials NR USD, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, ESIF.DE returned 19.48%/yr vs 18.67%/yr for SXRV.DE. At a 0.40 correlation, their price movements are largely independent. ESIF.DE charges 0.18%/yr vs 0.36%/yr for SXRV.DE.
Performance
ESIF.DE vs. SXRV.DE - Performance Comparison
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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 SXRV.DE's 20.57% 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*
- —
SXRV.DE
- 1D
- -0.83%
- 1M
- 9.26%
- YTD
- 20.57%
- 6M
- 19.43%
- 1Y
- 37.81%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
ESIF.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 3.68% |
Correlation
The correlation between ESIF.DE and SXRV.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.40 |
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Return for Risk
ESIF.DE vs. SXRV.DE — Risk / Return Rank
ESIF.DE
SXRV.DE
ESIF.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.42 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 3.75 | -1.94 |
| Martin ratioReturn relative to average drawdown | 6.04 | 11.16 | -5.12 |
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 | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.40 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.93 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.91 | +0.26 |
Drawdowns
ESIF.DE vs. SXRV.DE - Drawdown Comparison
The maximum ESIF.DE drawdown since its inception was -22.93%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for ESIF.DE and SXRV.DE.
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Drawdown Indicators
| ESIF.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.93% | -32.80% | +9.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -10.03% | -2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -17.10% | -26.69% | +9.59% |
Max Drawdown (5Y)Largest decline over 5 years | -22.93% | -31.33% | +8.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -2.65% | -0.83% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -6.56% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 3.38% | +0.34% |
Volatility
ESIF.DE vs. SXRV.DE - Volatility Comparison
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) has a higher volatility of 5.37% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that ESIF.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.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.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 4.26% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 14.59% | 10.98% | +3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 15.67% | +2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.96% | 19.84% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 19.65% | -0.81% |
ESIF.DE vs. SXRV.DE - Expense Ratio Comparison
ESIF.DE has a 0.18% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
ESIF.DE vs. SXRV.DE - Dividend Comparison
Neither ESIF.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIF.DE and SXRV.DE have a correlation of 0.44, 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 0.36% for SXRV.DE.
ESIF.DE is categorized as Financials Equities, while SXRV.DE is Nasdaq-100. ESIF.DE tracks MSCI World/Financials NR USD, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.18% for ESIF.DE and 0.36% for SXRV.DE.
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