ESIF.DE vs. WF1E.DE
ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) and WF1E.DE (Invesco S&P World Financials ESG UCITS ETF Acc) are both Financials Equities funds - ESIF.DE tracks the MSCI World/Financials NR USD while WF1E.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. Both are passively managed. Over the past 3 years, ESIF.DE returned 28.94%/yr vs 20.18%/yr for WF1E.DE. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.18% expense ratio.
Performance
ESIF.DE vs. WF1E.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 higher than WF1E.DE's 1.34% 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*
- —
WF1E.DE
- 1D
- 1.98%
- 1M
- 2.52%
- YTD
- 1.34%
- 6M
- 6.14%
- 1Y
- 10.69%
- 3Y*
- 20.18%
- 5Y*
- —
- 10Y*
- —
ESIF.DE vs. WF1E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 3.87% | 47.69% | 25.31% | 13.45% |
WF1E.DE Invesco S&P World Financials ESG UCITS ETF Acc | 1.34% | 13.85% | 32.68% | 14.22% |
Correlation
The correlation between ESIF.DE and WF1E.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.73 |
The correlation between ESIF.DE and WF1E.DE has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.
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Return for Risk
ESIF.DE vs. WF1E.DE — Risk / Return Rank
ESIF.DE
WF1E.DE
ESIF.DE vs. WF1E.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 Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.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 | WF1E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.19 | +0.62 |
| Martin ratioReturn relative to average drawdown | 6.04 | 3.65 | +2.39 |
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 | WF1E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.84 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 1.34 | -0.17 |
Drawdowns
ESIF.DE vs. WF1E.DE - Drawdown Comparison
The maximum ESIF.DE drawdown since its inception was -22.93%, which is greater than WF1E.DE's maximum drawdown of -19.97%. Use the drawdown chart below to compare losses from any high point for ESIF.DE and WF1E.DE.
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Drawdown Indicators
| ESIF.DE | WF1E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.93% | -19.97% | -2.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -8.92% | -3.46% |
Max Drawdown (3Y)Largest decline over 3 years | -17.10% | -19.97% | +2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -22.93% | — | — |
Current DrawdownCurrent decline from peak | -2.65% | -0.87% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -2.63% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 2.92% | +0.80% |
Volatility
ESIF.DE vs. WF1E.DE - Volatility Comparison
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) has a higher volatility of 5.37% compared to Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) at 3.46%. This indicates that ESIF.DE's price experiences larger fluctuations and is considered to be riskier than WF1E.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 | WF1E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 3.46% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 14.59% | 9.46% | +5.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 12.69% | +5.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.96% | 14.49% | +4.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 14.49% | +4.35% |
ESIF.DE vs. WF1E.DE - Expense Ratio Comparison
Both ESIF.DE and WF1E.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%.
Dividends
ESIF.DE vs. WF1E.DE - Dividend Comparison
Neither ESIF.DE nor WF1E.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIF.DE and WF1E.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ESIF.DE and WF1E.DE have the same expense ratio: 0.18% per year.
ESIF.DE tracks MSCI World/Financials NR USD, while WF1E.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. They also come from different issuers: iShares and Invesco.
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