ESIF.DE vs. XUFN.DE
ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) and XUFN.DE (Xtrackers MSCI USA Financials UCITS ETF 1D) are both Financials Equities funds - ESIF.DE tracks the MSCI World/Financials NR USD while XUFN.DE tracks the MSCI USA Financials. Both are passively managed. Over the past 5 years, ESIF.DE returned 19.48%/yr vs 9.47%/yr for XUFN.DE. A 0.62 correlation means they provide meaningful diversification when combined. ESIF.DE charges 0.18%/yr vs 0.12%/yr for XUFN.DE.
Performance
ESIF.DE vs. XUFN.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 XUFN.DE's -4.69% return.
ESIF.DE
- 1D
- 0.61%
- 1M
- 0.49%
- YTD
- 3.87%
- 6M
- 10.51%
- 1Y
- 22.17%
- 3Y*
- 28.94%
- 5Y*
- 19.48%
- 10Y*
- —
XUFN.DE
- 1D
- 3.20%
- 1M
- 1.29%
- YTD
- -4.69%
- 6M
- -2.50%
- 1Y
- 2.59%
- 3Y*
- 16.27%
- 5Y*
- 9.47%
- 10Y*
- —
ESIF.DE vs. XUFN.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% |
XUFN.DE Xtrackers MSCI USA Financials UCITS ETF 1D | -4.69% | 3.41% | 38.69% | 10.96% | -7.89% | 49.37% | 3.62% |
Correlation
The correlation between ESIF.DE and XUFN.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.62 |
The correlation between ESIF.DE and XUFN.DE shifts across timeframes, from 0.52 (3 years) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESIF.DE vs. XUFN.DE — Risk / Return Rank
ESIF.DE
XUFN.DE
ESIF.DE vs. XUFN.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 Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.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 | XUFN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.03 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 0.14 | +1.67 |
| Martin ratioReturn relative to average drawdown | 6.04 | 0.33 | +5.71 |
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 | XUFN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.13 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.50 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.52 | +0.65 |
Drawdowns
ESIF.DE vs. XUFN.DE - Drawdown Comparison
The maximum ESIF.DE drawdown since its inception was -22.93%, smaller than the maximum XUFN.DE drawdown of -43.39%. Use the drawdown chart below to compare losses from any high point for ESIF.DE and XUFN.DE.
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Drawdown Indicators
| ESIF.DE | XUFN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.93% | -43.39% | +20.46% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -13.24% | +0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -17.10% | -23.03% | +5.93% |
Max Drawdown (5Y)Largest decline over 5 years | -22.93% | -23.03% | +0.10% |
Current DrawdownCurrent decline from peak | -2.65% | -9.49% | +6.84% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -7.81% | +3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 5.77% | -2.05% |
Volatility
ESIF.DE vs. XUFN.DE - Volatility Comparison
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) has a higher volatility of 5.37% compared to Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.DE) at 4.40%. This indicates that ESIF.DE's price experiences larger fluctuations and is considered to be riskier than XUFN.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 | XUFN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 4.40% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 14.59% | 10.85% | +3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 15.00% | +2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.96% | 18.60% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 21.59% | -2.75% |
ESIF.DE vs. XUFN.DE - Expense Ratio Comparison
ESIF.DE has a 0.18% expense ratio, which is higher than XUFN.DE's 0.12% 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. XUFN.DE - Dividend Comparison
ESIF.DE has not paid dividends to shareholders, while XUFN.DE's dividend yield for the trailing twelve months is around 1.15%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XUFN.DE Xtrackers MSCI USA Financials UCITS ETF 1D | 1.15% | 1.17% | 1.08% | 1.66% | 2.69% | 1.25% | 1.34% | 3.46% | 0.66% |
Frequently Asked Questions
ESIF.DE and XUFN.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUFN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUFN.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for ESIF.DE.
ESIF.DE tracks MSCI World/Financials NR USD, while XUFN.DE tracks MSCI USA Financials. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for ESIF.DE and 0.12% for XUFN.DE.
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