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ESIF.L vs. SMEA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ESIF.L and SMEA.L is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ESIF.L vs. SMEA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Europe Financials Sector UCITS ETF (ESIF.L) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ESIF.L:

1.91

SMEA.L:

0.57

Sortino Ratio

ESIF.L:

2.46

SMEA.L:

0.87

Omega Ratio

ESIF.L:

1.36

SMEA.L:

1.11

Calmar Ratio

ESIF.L:

2.33

SMEA.L:

0.63

Martin Ratio

ESIF.L:

11.79

SMEA.L:

2.23

Ulcer Index

ESIF.L:

2.82%

SMEA.L:

3.53%

Daily Std Dev

ESIF.L:

17.16%

SMEA.L:

13.18%

Max Drawdown

ESIF.L:

-23.55%

SMEA.L:

-28.48%

Current Drawdown

ESIF.L:

-0.99%

SMEA.L:

-0.75%

Returns By Period

In the year-to-date period, ESIF.L achieves a 26.55% return, which is significantly higher than SMEA.L's 12.31% return.


ESIF.L

YTD

26.55%

1M

5.57%

6M

29.03%

1Y

32.92%

3Y*

23.84%

5Y*

N/A

10Y*

N/A

SMEA.L

YTD

12.31%

1M

5.14%

6M

11.95%

1Y

7.48%

3Y*

10.29%

5Y*

10.94%

10Y*

7.81%

*Annualized

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ESIF.L vs. SMEA.L - Expense Ratio Comparison

ESIF.L has a 0.18% expense ratio, which is higher than SMEA.L'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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ESIF.L vs. SMEA.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESIF.L
The Risk-Adjusted Performance Rank of ESIF.L is 9494
Overall Rank
The Sharpe Ratio Rank of ESIF.L is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ESIF.L is 9393
Sortino Ratio Rank
The Omega Ratio Rank of ESIF.L is 9393
Omega Ratio Rank
The Calmar Ratio Rank of ESIF.L is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ESIF.L is 9595
Martin Ratio Rank

SMEA.L
The Risk-Adjusted Performance Rank of SMEA.L is 5959
Overall Rank
The Sharpe Ratio Rank of SMEA.L is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of SMEA.L is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SMEA.L is 5454
Omega Ratio Rank
The Calmar Ratio Rank of SMEA.L is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SMEA.L is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ESIF.L vs. SMEA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials Sector UCITS ETF (ESIF.L) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.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.


The current ESIF.L Sharpe Ratio is 1.91, which is higher than the SMEA.L Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of ESIF.L and SMEA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ESIF.L vs. SMEA.L - Dividend Comparison

Neither ESIF.L nor SMEA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ESIF.L vs. SMEA.L - Drawdown Comparison

The maximum ESIF.L drawdown since its inception was -23.55%, smaller than the maximum SMEA.L drawdown of -28.48%. Use the drawdown chart below to compare losses from any high point for ESIF.L and SMEA.L.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ESIF.L vs. SMEA.L - Volatility Comparison

iShares MSCI Europe Financials Sector UCITS ETF (ESIF.L) has a higher volatility of 3.20% compared to iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L) at 2.83%. This indicates that ESIF.L's price experiences larger fluctuations and is considered to be riskier than SMEA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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