PortfoliosLab logoPortfoliosLab logo
ESIF.DE vs. VWCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIF.DE vs. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ESIF.DE achieves a 7.54% return, which is significantly lower than VWCE.DE's 13.19% return.


ESIF.DE

1D
1.42%
1M
6.38%
YTD
7.54%
6M
11.44%
1Y
29.59%
3Y*
29.86%
5Y*
20.35%
10Y*

VWCE.DE

1D
1.32%
1M
3.24%
YTD
13.19%
6M
14.70%
1Y
28.01%
3Y*
17.53%
5Y*
12.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)
7.54%47.72%25.25%21.60%-2.85%29.01%2.38%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
13.19%9.16%24.41%18.18%-13.47%28.62%1.97%

Correlation

The correlation between ESIF.DE and VWCE.DE is 0.67, 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

0.67

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

0.59

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

0.63

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2020

0.62

The correlation between ESIF.DE and VWCE.DE has been stable across timeframes, ranging from 0.59 to 0.67 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ESIF.DE vs. VWCE.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: 5151
Overall Rank
ESIF.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ESIF.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
ESIF.DE Omega Ratio Rank: 4848
Omega Ratio Rank
ESIF.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
ESIF.DE Martin Ratio Rank: 5151
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 8585
Overall Rank
VWCE.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 8484
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8989
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. VWCE.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 All-World UCITS ETF (VWCE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESIF.DEVWCE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.28

1.44

-0.16

Calmar ratioReturn relative to maximum drawdown

2.38

4.26

-1.87

Martin ratioReturn relative to average drawdown

8.11

17.48

-9.36

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

The current ESIF.DE Sharpe Ratio is 1.62, which is lower than the VWCE.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of ESIF.DE and VWCE.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.


Loading charts...

Drawdowns

ESIF.DE vs. VWCE.DE - Drawdown Comparison

The maximum ESIF.DE drawdown since its inception was -22.87%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for ESIF.DE and VWCE.DE.


Loading charts...

Drawdown Indicators


ESIF.DEVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.87%

-33.43%

+10.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-6.55%

-5.80%

Max Drawdown (3Y)

Largest decline over 3 years

-17.08%

-21.07%

+3.99%

Max Drawdown (5Y)

Largest decline over 5 years

-22.87%

-21.07%

-1.80%

Current Drawdown

Current decline from peak

0.00%

-0.17%

+0.17%

Average Drawdown

Average peak-to-trough decline

-4.12%

-4.68%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

1.60%

+2.02%

Volatility

ESIF.DE vs. VWCE.DE - Volatility Comparison

iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) has a higher volatility of 5.58% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.44%. This indicates that ESIF.DE's price experiences larger fluctuations and is considered to be riskier than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ESIF.DEVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

3.44%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.93%

8.60%

+6.33%

Volatility (1Y)

Calculated over the trailing 1-year period

18.27%

11.66%

+6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.05%

13.80%

+5.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.88%

16.16%

+2.72%

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

ESIF.DE has a 0.18% expense ratio, which is lower than VWCE.DE's 0.19% 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. VWCE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ESIF.DE and VWCE.DE have a correlation of 0.67, 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 0.19% for VWCE.DE.

ESIF.DE is categorized as Financials Equities, while VWCE.DE is Global Equities. ESIF.DE tracks MSCI World/Financials NR USD, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for ESIF.DE and 0.19% for VWCE.DE.

Portfolio Optimizer

Find the right allocation for ESIF.DE and VWCE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer