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

Performance

ESIH.L vs. NCLR.L - 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 WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ESIH.L is traded in GBP, while NCLR.L is traded in GBp. To make them comparable, the NCLR.L 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 -0.97% return, which is significantly lower than NCLR.L's 2.39% return.


ESIH.L

1D
0.82%
1M
1.49%
YTD
-0.97%
6M
0.00%
1Y
8.13%
3Y*
4.07%
5Y*
5.35%
10Y*

NCLR.L

1D
0.00%
1M
-16.24%
YTD
2.39%
6M
2.87%
1Y
44.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between ESIH.L and NCLR.L is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2025

0.14

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Return for Risk

ESIH.L vs. NCLR.L — 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: 1616
Overall Rank
ESIH.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ESIH.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
ESIH.L Omega Ratio Rank: 1616
Omega Ratio Rank
ESIH.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
ESIH.L Martin Ratio Rank: 1616
Martin Ratio Rank

NCLR.L
NCLR.L Risk / Return Rank: 3131
Overall Rank
NCLR.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
NCLR.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
NCLR.L Omega Ratio Rank: 3030
Omega Ratio Rank
NCLR.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
NCLR.L Martin Ratio Rank: 2929
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. NCLR.L - 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 WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESIH.LNCLR.LDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.08

1.18

-0.10

Calmar ratioReturn relative to maximum drawdown

0.51

1.54

-1.04

Martin ratioReturn relative to average drawdown

1.20

3.66

-2.46

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

The current ESIH.L Sharpe Ratio is 0.41, which is lower than the NCLR.L Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of ESIH.L and NCLR.L, 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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Drawdowns

ESIH.L vs. NCLR.L - Drawdown Comparison

The maximum ESIH.L drawdown since its inception was -24.47%, smaller than the maximum NCLR.L drawdown of -28.53%. Use the drawdown chart below to compare losses from any high point for ESIH.L and NCLR.L.


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Drawdown Indicators


ESIH.LNCLR.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.47%

-28.53%

+4.06%

Max Drawdown (1Y)

Largest decline over 1 year

-13.78%

-28.53%

+14.75%

Max Drawdown (3Y)

Largest decline over 3 years

-24.47%

Max Drawdown (5Y)

Largest decline over 5 years

-24.47%

Current Drawdown

Current decline from peak

-9.33%

-27.09%

+17.76%

Average Drawdown

Average peak-to-trough decline

-7.90%

-8.41%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

12.05%

-6.30%

Volatility

ESIH.L vs. NCLR.L - Volatility Comparison

The current volatility for iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.L) is 5.29%, while WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L) has a volatility of 12.76%. This indicates that ESIH.L experiences smaller price fluctuations and is considered to be less risky than NCLR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIH.LNCLR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

12.76%

-7.47%

Volatility (6M)

Calculated over the trailing 6-month period

12.33%

34.71%

-22.38%

Volatility (1Y)

Calculated over the trailing 1-year period

16.83%

47.01%

-30.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

47.26%

-29.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

47.26%

-29.35%

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

ESIH.L has a 0.18% expense ratio, which is lower than NCLR.L's 0.45% expense ratio.


Dividends

ESIH.L vs. NCLR.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ESIH.L and NCLR.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESIH.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESIH.L is cheaper with a 0.18% expense ratio, compared with 0.45% for NCLR.L.

ESIH.L is categorized as Health & Biotech Equities, while NCLR.L is Uranium. ESIH.L tracks MSCI World/Health Care NR USD, while NCLR.L tracks WisdomTree Uranium and Nuclear Energy UCITS Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.18% for ESIH.L and 0.45% for NCLR.L.

Portfolio Optimizer

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