Correlation
The correlation between ESIF.L and VUKG.L is 0.44, 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.
ESIF.L vs. VUKG.L
Compare and contrast key facts about iShares MSCI Europe Financials Sector UCITS ETF (ESIF.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L).
ESIF.L and VUKG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESIF.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Financials NR USD. It was launched on Nov 18, 2020. VUKG.L is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 14, 2019. Both ESIF.L and VUKG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESIF.L or VUKG.L.
Performance
ESIF.L vs. VUKG.L - Performance Comparison
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Key characteristics
ESIF.L:
1.91
VUKG.L:
0.70
ESIF.L:
2.46
VUKG.L:
1.06
ESIF.L:
1.36
VUKG.L:
1.16
ESIF.L:
2.33
VUKG.L:
0.78
ESIF.L:
11.79
VUKG.L:
4.00
ESIF.L:
2.82%
VUKG.L:
2.53%
ESIF.L:
17.16%
VUKG.L:
13.34%
ESIF.L:
-23.55%
VUKG.L:
-34.32%
ESIF.L:
-0.99%
VUKG.L:
-0.09%
Returns By Period
In the year-to-date period, ESIF.L achieves a 26.55% return, which is significantly higher than VUKG.L's 9.35% return.
ESIF.L
26.55%
5.57%
29.03%
32.92%
23.84%
N/A
N/A
VUKG.L
9.35%
4.42%
8.32%
9.36%
8.78%
10.94%
N/A
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ESIF.L vs. VUKG.L - Expense Ratio Comparison
ESIF.L has a 0.18% expense ratio, which is higher than VUKG.L's 0.09% 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%.
Risk-Adjusted Performance
ESIF.L vs. VUKG.L — Risk-Adjusted Performance Rank
ESIF.L
VUKG.L
ESIF.L vs. VUKG.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 Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.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.
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Dividends
ESIF.L vs. VUKG.L - Dividend Comparison
Neither ESIF.L nor VUKG.L has paid dividends to shareholders.
Drawdowns
ESIF.L vs. VUKG.L - Drawdown Comparison
The maximum ESIF.L drawdown since its inception was -23.55%, smaller than the maximum VUKG.L drawdown of -34.32%. Use the drawdown chart below to compare losses from any high point for ESIF.L and VUKG.L.
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Volatility
ESIF.L vs. VUKG.L - Volatility Comparison
iShares MSCI Europe Financials Sector UCITS ETF (ESIF.L) has a higher volatility of 3.20% compared to Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) at 2.15%. This indicates that ESIF.L's price experiences larger fluctuations and is considered to be riskier than VUKG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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