ESIH.L vs. SXRW.DE
ESIH.L (iShares MSCI Europe Health Care Sector UCITS ETF) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both exchange-traded funds - ESIH.L is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD, while SXRW.DE is a Europe Equities fund tracking the FTSE 100. Both are passively managed. Over the past 5 years, ESIH.L returned 5.89%/yr vs 11.73%/yr for SXRW.DE. At a 0.47 correlation, their price movements are largely independent. ESIH.L charges 0.18%/yr vs 0.07%/yr for SXRW.DE.
Performance
ESIH.L vs. SXRW.DE - Performance Comparison
Loading charts...
Different Trading Currencies
ESIH.L is traded in GBP, while SXRW.DE is traded in EUR. To make them comparable, the SXRW.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 -2.72% return, which is significantly lower than SXRW.DE's 5.66% return.
ESIH.L
- 1D
- 3.06%
- 1M
- 1.79%
- YTD
- -2.72%
- 6M
- -1.50%
- 1Y
- 8.89%
- 3Y*
- 2.83%
- 5Y*
- 5.89%
- 10Y*
- —
SXRW.DE
- 1D
- 0.27%
- 1M
- 1.43%
- YTD
- 5.66%
- 6M
- 7.89%
- 1Y
- 21.46%
- 3Y*
- 14.67%
- 5Y*
- 11.73%
- 10Y*
- 9.09%
ESIH.L vs. SXRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIH.L iShares MSCI Europe Health Care Sector UCITS ETF | -2.72% | 12.76% | -0.46% | 5.44% | 1.56% | 17.09% | 0.82% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 5.66% | 26.91% | 8.62% | 8.25% | 3.93% | 16.00% | 4.23% |
Correlation
The correlation between ESIH.L and SXRW.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2020 | 0.47 |
The correlation between ESIH.L and SXRW.DE has been stable across timeframes, ranging from 0.47 to 0.52 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ESIH.L vs. SXRW.DE — Risk / Return Rank
ESIH.L
SXRW.DE
ESIH.L vs. SXRW.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 Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.L | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.35 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | 2.40 | -1.76 |
| Martin ratioReturn relative to average drawdown | 1.54 | 8.37 | -6.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ESIH.L | SXRW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 1.89 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.88 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.56 | -0.17 |
Drawdowns
ESIH.L vs. SXRW.DE - Drawdown Comparison
The maximum ESIH.L drawdown since its inception was -24.44%, smaller than the maximum SXRW.DE drawdown of -34.88%. Use the drawdown chart below to compare losses from any high point for ESIH.L and SXRW.DE.
Loading charts...
Drawdown Indicators
| ESIH.L | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.44% | -34.88% | +10.44% |
Max Drawdown (1Y)Largest decline over 1 year | -13.81% | -8.89% | -4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -24.44% | -14.04% | -10.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.44% | -14.04% | -10.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.88% | — |
Current DrawdownCurrent decline from peak | -10.94% | -3.98% | -6.96% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -4.36% | -2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.77% | 2.56% | +3.21% |
Volatility
ESIH.L vs. SXRW.DE - Volatility Comparison
iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.L) has a higher volatility of 5.50% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 4.06%. This indicates that ESIH.L's price experiences larger fluctuations and is considered to be riskier than SXRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ESIH.L | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.50% | 4.06% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 9.76% | +2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.83% | 11.32% | +5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.50% | 13.19% | +2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.36% | 15.54% | -0.18% |
ESIH.L vs. SXRW.DE - Expense Ratio Comparison
ESIH.L has a 0.18% expense ratio, which is higher than SXRW.DE's 0.07% 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%.
Dividends
ESIH.L vs. SXRW.DE - Dividend Comparison
Neither ESIH.L nor SXRW.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIH.L and SXRW.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for ESIH.L.
ESIH.L is categorized as Health & Biotech Equities, while SXRW.DE is Europe Equities. ESIH.L tracks MSCI World/Health Care NR USD, while SXRW.DE tracks FTSE 100. Their fees differ too: 0.18% for ESIH.L and 0.07% for SXRW.DE.
Find the right allocation for ESIH.L and SXRW.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer