ESIF.DE vs. VGEK.DE
ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) and VGEK.DE (Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating) are both exchange-traded funds - ESIF.DE is a Financials Equities fund tracking the MSCI World/Financials NR USD, while VGEK.DE is a Asia Pacific Equities fund tracking the FTSE Developed Asia Pacific ex Japan. Both are passively managed. Over the past 5 years, ESIF.DE returned 19.48%/yr vs 12.83%/yr for VGEK.DE. A 0.55 correlation means they provide meaningful diversification when combined. ESIF.DE charges 0.18%/yr vs 0.15%/yr for VGEK.DE.
Performance
ESIF.DE vs. VGEK.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 VGEK.DE's 49.52% 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*
- —
VGEK.DE
- 1D
- -3.21%
- 1M
- 10.22%
- YTD
- 49.52%
- 6M
- 55.71%
- 1Y
- 79.92%
- 3Y*
- 24.83%
- 5Y*
- 12.83%
- 10Y*
- —
ESIF.DE vs. VGEK.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% |
VGEK.DE Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating | 49.52% | 25.03% | 1.02% | 6.43% | -7.37% | 9.39% | 6.37% |
Correlation
The correlation between ESIF.DE and VGEK.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 | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.55 |
The correlation between ESIF.DE and VGEK.DE shifts across timeframes, from 0.44 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ESIF.DE vs. VGEK.DE — Risk / Return Rank
ESIF.DE
VGEK.DE
ESIF.DE vs. VGEK.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 Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.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 | VGEK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.53 | ||
| Sortino ratioReturn per unit of downside risk | -2.84 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.66 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 6.17 | -4.36 |
| Martin ratioReturn relative to average drawdown | 6.04 | 24.03 | -17.99 |
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 | VGEK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 3.77 | -2.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.76 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.69 | +0.48 |
Drawdowns
ESIF.DE vs. VGEK.DE - Drawdown Comparison
The maximum ESIF.DE drawdown since its inception was -22.93%, smaller than the maximum VGEK.DE drawdown of -36.64%. Use the drawdown chart below to compare losses from any high point for ESIF.DE and VGEK.DE.
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Drawdown Indicators
| ESIF.DE | VGEK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.93% | -36.64% | +13.71% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -12.88% | +0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -17.10% | -19.68% | +2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -22.93% | -19.68% | -3.25% |
Current DrawdownCurrent decline from peak | -2.65% | -3.76% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -6.08% | +1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 3.32% | +0.40% |
Volatility
ESIF.DE vs. VGEK.DE - Volatility Comparison
The current volatility for iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) is 5.37%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) has a volatility of 10.20%. This indicates that ESIF.DE experiences smaller price fluctuations and is considered to be less risky than VGEK.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 | VGEK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 10.20% | -4.83% |
Volatility (6M)Calculated over the trailing 6-month period | 14.59% | 18.52% | -3.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 21.09% | -3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.96% | 16.60% | +2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 19.60% | -0.76% |
ESIF.DE vs. VGEK.DE - Expense Ratio Comparison
ESIF.DE has a 0.18% expense ratio, which is higher than VGEK.DE's 0.15% expense ratio. However, 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. VGEK.DE - Dividend Comparison
Neither ESIF.DE nor VGEK.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIF.DE and VGEK.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, VGEK.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGEK.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for ESIF.DE.
ESIF.DE is categorized as Financials Equities, while VGEK.DE is Asia Pacific Equities. ESIF.DE tracks MSCI World/Financials NR USD, while VGEK.DE tracks FTSE Developed Asia Pacific ex Japan. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for ESIF.DE and 0.15% for VGEK.DE.
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