ESIS.DE vs. EUNL.DE
ESIS.DE (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) and EUNL.DE (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - ESIS.DE is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while EUNL.DE is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 5 years, ESIS.DE returned 0.75%/yr vs 12.89%/yr for EUNL.DE. At a 0.37 correlation, their price movements are largely independent. ESIS.DE charges 0.18%/yr vs 0.20%/yr for EUNL.DE.
Performance
ESIS.DE vs. EUNL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESIS.DE achieves a -1.50% return, which is significantly lower than EUNL.DE's 10.86% return.
ESIS.DE
- 1D
- -0.44%
- 1M
- -0.58%
- YTD
- -1.50%
- 6M
- -1.76%
- 1Y
- -4.64%
- 3Y*
- -0.30%
- 5Y*
- 0.75%
- 10Y*
- —
EUNL.DE
- 1D
- 0.02%
- 1M
- 4.80%
- YTD
- 10.86%
- 6M
- 11.29%
- 1Y
- 23.80%
- 3Y*
- 17.55%
- 5Y*
- 12.89%
- 10Y*
- 12.82%
ESIS.DE vs. EUNL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIS.DE iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) | -1.50% | 6.81% | -2.47% | 0.99% | -8.57% | 19.70% | 2.50% |
EUNL.DE iShares Core MSCI World UCITS ETF USD (Acc) | 10.86% | 7.90% | 25.93% | 20.13% | -13.59% | 32.71% | 2.10% |
Correlation
The correlation between ESIS.DE and EUNL.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2020 | 0.37 |
Over the past year, the correlation between ESIS.DE and EUNL.DE has dropped to 0.13 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
ESIS.DE vs. EUNL.DE — Risk / Return Rank
ESIS.DE
EUNL.DE
ESIS.DE vs. EUNL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.
| ESIS.DE | EUNL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.45 | ||
| Sortino ratioReturn per unit of downside risk | -3.36 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.40 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 3.64 | -4.01 |
| Martin ratioReturn relative to average drawdown | -0.77 | 14.52 | -15.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESIS.DE | EUNL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 2.12 | -2.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.90 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.82 | -0.60 |
Drawdowns
ESIS.DE vs. EUNL.DE - Drawdown Comparison
The maximum ESIS.DE drawdown since its inception was -15.05%, smaller than the maximum EUNL.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for ESIS.DE and EUNL.DE.
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Drawdown Indicators
| ESIS.DE | EUNL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.05% | -33.63% | +18.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -6.50% | -6.16% |
Max Drawdown (3Y)Largest decline over 3 years | -12.66% | -21.73% | +9.07% |
Max Drawdown (5Y)Largest decline over 5 years | -15.05% | -21.73% | +6.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.63% | — |
Current DrawdownCurrent decline from peak | -11.44% | -0.31% | -11.13% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -4.25% | -2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.00% | 1.64% | +4.36% |
Volatility
ESIS.DE vs. EUNL.DE - Volatility Comparison
iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) has a higher volatility of 4.80% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 2.62%. This indicates that ESIS.DE's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESIS.DE | EUNL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 2.62% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 7.72% | +3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.03% | 11.16% | +2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.93% | 14.17% | -1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.96% | 15.17% | -2.21% |
ESIS.DE vs. EUNL.DE - Expense Ratio Comparison
ESIS.DE has a 0.18% expense ratio, which is lower than EUNL.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ESIS.DE vs. EUNL.DE - Dividend Comparison
Neither ESIS.DE nor EUNL.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIS.DE and EUNL.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIS.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIS.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for EUNL.DE.
ESIS.DE is categorized as Consumer Staples Equities, while EUNL.DE is Global Equities. ESIS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while EUNL.DE tracks MSCI World Index. Their fees differ too: 0.18% for ESIS.DE and 0.20% for EUNL.DE.
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