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ESIH.DE vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ESIH.DE vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ESIH.DE is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESIH.DE achieves a -2.67% return, which is significantly higher than BTC-USD's -27.22% return.


ESIH.DE

1D
-0.43%
1M
1.76%
YTD
-2.67%
6M
-1.14%
1Y
4.37%
3Y*
2.90%
5Y*
4.88%
10Y*

BTC-USD

1D
-1.24%
1M
-20.32%
YTD
-27.22%
6M
-30.41%
1Y
-41.51%
3Y*
30.08%
5Y*
12.04%
10Y*
59.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIH.DE vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ESIH.DE
iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc)
-2.67%7.88%4.10%7.64%-4.54%25.92%-0.61%
BTC-USD
Bitcoin
-27.22%-17.40%136.59%145.80%-61.85%71.33%68.12%

Correlation

The correlation between ESIH.DE and BTC-USD is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2020

0.07

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Return for Risk

ESIH.DE vs. BTC-USD — Risk / Return Rank

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

ESIH.DE
ESIH.DE Risk / Return Rank: 1313
Overall Rank
ESIH.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ESIH.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
ESIH.DE Omega Ratio Rank: 1313
Omega Ratio Rank
ESIH.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
ESIH.DE Martin Ratio Rank: 1313
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESIH.DE vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE) and Bitcoin (BTC-USD). 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.


ESIH.DEBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.06

0.85

+0.21

Calmar ratioReturn relative to maximum drawdown

0.35

-0.83

+1.18

Martin ratioReturn relative to average drawdown

0.77

-1.45

+2.22

ESIH.DE vs. BTC-USD - Sharpe Ratio Comparison

The current ESIH.DE Sharpe Ratio is 0.26, which is higher than the BTC-USD Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of ESIH.DE and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ESIH.DEBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

-0.97

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.22

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

1.14

-0.74

Drawdowns

ESIH.DE vs. BTC-USD - Drawdown Comparison

The maximum ESIH.DE drawdown since its inception was -26.76%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for ESIH.DE and BTC-USD.


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Drawdown Indicators


ESIH.DEBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-26.76%

-83.05%

+56.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

-50.24%

+37.43%

Max Drawdown (3Y)

Largest decline over 3 years

-26.76%

-50.24%

+23.48%

Max Drawdown (5Y)

Largest decline over 5 years

-26.76%

-73.60%

+46.84%

Max Drawdown (10Y)

Largest decline over 10 years

-82.51%

Current Drawdown

Current decline from peak

-11.27%

-49.08%

+37.81%

Average Drawdown

Average peak-to-trough decline

-7.22%

-40.00%

+32.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.85%

34.25%

-28.40%

Volatility

ESIH.DE vs. BTC-USD - Volatility Comparison

The current volatility for iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE) is 5.95%, while Bitcoin (BTC-USD) has a volatility of 11.36%. This indicates that ESIH.DE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIH.DEBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

11.36%

-5.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.13%

34.70%

-22.57%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

35.43%

-18.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

44.96%

-29.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

56.01%

-40.33%

Frequently Asked Questions


ESIH.DE and BTC-USD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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