ESIF.DE vs. XS7R.L
ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) and XS7R.L (Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C) are both Financials Equities funds tracking the MSCI World/Financials NR USD, from iShares and Xtrackers respectively. Both are passively managed. Over the past 5 years, ESIF.DE returned 19.48%/yr vs 17.44%/yr for XS7R.L. Their correlation of 0.88 suggests significant overlap in exposure. ESIF.DE charges 0.18%/yr vs 0.20%/yr for XS7R.L.
Performance
ESIF.DE vs. XS7R.L - Performance Comparison
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Different Trading Currencies
ESIF.DE is traded in EUR, while XS7R.L is traded in GBp. To make them comparable, the XS7R.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESIF.DE achieves a 3.87% return, which is significantly higher than XS7R.L's 3.50% 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*
- —
XS7R.L
- 1D
- 0.33%
- 1M
- 3.32%
- YTD
- 3.50%
- 6M
- 10.30%
- 1Y
- 18.78%
- 3Y*
- 26.26%
- 5Y*
- 17.44%
- 10Y*
- 9.53%
ESIF.DE vs. XS7R.L - 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% |
XS7R.L Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C | 3.50% | 40.06% | 23.76% | 22.93% | -2.26% | 35.76% | 2.65% |
Correlation
The correlation between ESIF.DE and XS7R.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.88 |
The correlation between ESIF.DE and XS7R.L has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
ESIF.DE vs. XS7R.L — Risk / Return Rank
ESIF.DE
XS7R.L
ESIF.DE vs. XS7R.L - 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 Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L). 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 | XS7R.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.62 | +0.19 |
| Martin ratioReturn relative to average drawdown | 6.04 | 5.34 | +0.69 |
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 | XS7R.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.12 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.96 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.08 | +1.09 |
Drawdowns
ESIF.DE vs. XS7R.L - Drawdown Comparison
The maximum ESIF.DE drawdown since its inception was -22.93%, smaller than the maximum XS7R.L drawdown of -70.94%. Use the drawdown chart below to compare losses from any high point for ESIF.DE and XS7R.L.
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Drawdown Indicators
| ESIF.DE | XS7R.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.93% | -70.94% | +48.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -11.56% | -0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -17.10% | -17.71% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -22.93% | -23.10% | +0.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -55.89% | — |
Current DrawdownCurrent decline from peak | -2.65% | -2.30% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -31.48% | +27.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 3.50% | +0.22% |
Volatility
ESIF.DE vs. XS7R.L - Volatility Comparison
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) and Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) have volatilities of 5.37% and 5.20%, 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 | XS7R.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 5.20% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 14.59% | 13.46% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 16.71% | +1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.96% | 19.31% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 23.63% | -4.79% |
ESIF.DE vs. XS7R.L - Expense Ratio Comparison
ESIF.DE has a 0.18% expense ratio, which is lower than XS7R.L's 0.20% 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. XS7R.L - Dividend Comparison
Neither ESIF.DE nor XS7R.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, ESIF.DE and XS7R.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.20% for XS7R.L.
Both ETFs track MSCI World/Financials NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for ESIF.DE and 0.20% for XS7R.L.
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