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

Performance

ESIH.L vs. SXRW.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 Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
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.

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Return for Risk

ESIH.L vs. SXRW.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: 1717
Overall Rank
ESIH.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
ESIH.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
ESIH.L Omega Ratio Rank: 1717
Omega Ratio Rank
ESIH.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
ESIH.L Martin Ratio Rank: 1717
Martin Ratio Rank

SXRW.DE
SXRW.DE Risk / Return Rank: 4646
Overall Rank
SXRW.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SXRW.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
SXRW.DE Omega Ratio Rank: 4444
Omega Ratio Rank
SXRW.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
SXRW.DE Martin Ratio Rank: 5151
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. 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.LSXRW.DEDifference
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

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

The current ESIH.L Sharpe Ratio is 0.53, which is lower than the SXRW.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of ESIH.L and SXRW.DE, 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.LSXRW.DEDifference

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.


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Drawdown Indicators


ESIH.LSXRW.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-10.94%

-3.98%

-6.96%

Average Drawdown

Average peak-to-trough decline

-6.76%

-4.36%

-2.40%

Ulcer Index

Depth 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.


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Volatility by Period


ESIH.LSXRW.DEDifference

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.


Tickers have no history of dividend payments

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.

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