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ESIH.L vs. ESIH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESIH.L vs. ESIH.DE - Performance Comparison

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

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ESIH.L vs. ESIH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ESIH.L
iShares MSCI Europe Health Care Sector UCITS ETF
0.01%12.76%-0.46%5.44%1.56%17.09%0.82%
ESIH.DE
iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc)
-0.29%13.56%-0.45%5.48%0.64%17.05%1.67%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, ESIH.L achieves a 0.01% return, which is significantly higher than ESIH.DE's -0.29% return.


ESIH.L

1D
1.39%
1M
-2.51%
YTD
0.01%
6M
4.88%
1Y
11.84%
3Y*
4.79%
5Y*
7.84%
10Y*

ESIH.DE

1D
1.27%
1M
-2.63%
YTD
-0.29%
6M
4.93%
1Y
12.18%
3Y*
4.88%
5Y*
7.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESIH.L vs. ESIH.DE - Expense Ratio Comparison

Both ESIH.L and ESIH.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

ESIH.L vs. ESIH.DE — Risk / Return Rank

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

ESIH.L
ESIH.L Risk / Return Rank: 2828
Overall Rank
ESIH.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ESIH.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
ESIH.L Omega Ratio Rank: 2525
Omega Ratio Rank
ESIH.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
ESIH.L Martin Ratio Rank: 3030
Martin Ratio Rank

ESIH.DE
ESIH.DE Risk / Return Rank: 2020
Overall Rank
ESIH.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
ESIH.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
ESIH.DE Omega Ratio Rank: 1818
Omega Ratio Rank
ESIH.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
ESIH.DE Martin Ratio Rank: 2222
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.L vs. ESIH.DE - Risk-Adjusted Trends Comparison

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


ESIH.LESIH.DEDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.51

+0.01

Sortino ratio

Return per unit of downside risk

0.84

0.82

+0.03

Omega ratio

Gain probability vs. loss probability

1.11

1.11

0.00

Calmar ratio

Return relative to maximum drawdown

0.86

0.89

-0.02

Martin ratio

Return relative to average drawdown

2.83

2.94

-0.11

ESIH.L vs. ESIH.DE - Sharpe Ratio Comparison

The current ESIH.L Sharpe Ratio is 0.53, which is comparable to the ESIH.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of ESIH.L and ESIH.DE, 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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Sharpe Ratios by Period


ESIH.LESIH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.51

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.50

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.42

+0.03

Correlation

The correlation between ESIH.L and ESIH.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ESIH.L vs. ESIH.DE - Dividend Comparison

Neither ESIH.L nor ESIH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ESIH.L vs. ESIH.DE - Drawdown Comparison

The maximum ESIH.L drawdown since its inception was -24.44%, roughly equal to the maximum ESIH.DE drawdown of -25.68%. Use the drawdown chart below to compare losses from any high point for ESIH.L and ESIH.DE.


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Drawdown Indicators


ESIH.LESIH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.44%

-26.69%

+2.25%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-13.44%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-24.44%

-26.69%

+2.25%

Current Drawdown

Current decline from peak

-8.45%

-8.97%

+0.52%

Average Drawdown

Average peak-to-trough decline

-6.65%

-7.14%

+0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

4.55%

-0.36%

Volatility

ESIH.L vs. ESIH.DE - Volatility Comparison

iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.L) and iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE) have volatilities of 5.39% and 5.25%, 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


ESIH.LESIH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

5.25%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.89%

12.03%

-1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

18.47%

19.07%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.28%

15.68%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.23%

15.58%

-0.35%