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

Performance

ESIH.L vs. WRNW.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 WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.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 WRNW.DE is traded in EUR. To make them comparable, the WRNW.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 -0.97% return, which is significantly lower than WRNW.DE's 29.09% 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*

WRNW.DE

1D
-2.30%
1M
1.20%
YTD
29.09%
6M
29.85%
1Y
108.68%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
ESIH.L
iShares MSCI Europe Health Care Sector UCITS ETF
-0.97%12.77%-0.54%1.29%
WRNW.DE
WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc
29.09%59.38%-27.00%-11.21%

Correlation

The correlation between ESIH.L and WRNW.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2023

0.18

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Return for Risk

ESIH.L vs. WRNW.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: 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

WRNW.DE
WRNW.DE Risk / Return Rank: 9191
Overall Rank
WRNW.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
WRNW.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
WRNW.DE Omega Ratio Rank: 8686
Omega Ratio Rank
WRNW.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
WRNW.DE Martin Ratio Rank: 9393
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. WRNW.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 WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.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.

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.LWRNW.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.34

Sortino ratioReturn per unit of downside risk

-3.48

Omega ratioGain probability vs. loss probability

1.08

1.55

-0.47

Calmar ratioReturn relative to maximum drawdown

0.51

7.35

-6.84

Martin ratioReturn relative to average drawdown

1.20

23.98

-22.78

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

The current ESIH.L Sharpe Ratio is 0.41, which is lower than the WRNW.DE Sharpe Ratio of 3.76. The chart below compares the historical Sharpe Ratios of ESIH.L and WRNW.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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Drawdowns

ESIH.L vs. WRNW.DE - Drawdown Comparison

The maximum ESIH.L drawdown since its inception was -24.47%, smaller than the maximum WRNW.DE drawdown of -49.83%. Use the drawdown chart below to compare losses from any high point for ESIH.L and WRNW.DE.


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Drawdown Indicators


ESIH.LWRNW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.47%

-49.83%

+25.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.78%

-15.21%

+1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-24.47%

-49.83%

+25.36%

Max Drawdown (5Y)

Largest decline over 5 years

-24.47%

Current Drawdown

Current decline from peak

-9.33%

-4.20%

-5.13%

Average Drawdown

Average peak-to-trough decline

-7.90%

-21.74%

+13.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

4.67%

+1.08%

Volatility

ESIH.L vs. WRNW.DE - Volatility Comparison

The current volatility for iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.L) is 5.29%, while WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.DE) has a volatility of 10.16%. This indicates that ESIH.L experiences smaller price fluctuations and is considered to be less risky than WRNW.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.LWRNW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

10.16%

-4.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.33%

19.00%

-6.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.83%

29.74%

-12.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

25.75%

-8.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

25.75%

-7.84%

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

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


Dividends

ESIH.L vs. WRNW.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ESIH.L and WRNW.DE have a correlation of 0.14, 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 WRNW.DE.

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

Portfolio Optimizer

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