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ESIS.DE vs. EUNL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIS.DE vs. EUNL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIS.DE vs. EUNL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESIS.DE
ESIS.DE Risk / Return Rank: 66
Overall Rank
ESIS.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ESIS.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
ESIS.DE Omega Ratio Rank: 66
Omega Ratio Rank
ESIS.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
ESIS.DE Martin Ratio Rank: 66
Martin Ratio Rank

EUNL.DE
EUNL.DE Risk / Return Rank: 7070
Overall Rank
EUNL.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 6868
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 7777
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.

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.DEEUNL.DEDifference
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

ESIS.DE vs. EUNL.DE - Sharpe Ratio Comparison

The current ESIS.DE Sharpe Ratio is -0.33, which is lower than the EUNL.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of ESIS.DE and EUNL.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


ESIS.DEEUNL.DEDifference

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.DEEUNL.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.44%

-0.31%

-11.13%

Average Drawdown

Average peak-to-trough decline

-6.63%

-4.25%

-2.38%

Ulcer Index

Depth 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.DEEUNL.DEDifference

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.


Tickers have no history of dividend payments

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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