ESIS.DE vs. SC03.DE
ESIS.DE (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) and SC03.DE (Invesco European Food & Bev Sector UCITS ETF) are both Consumer Staples Equities funds - ESIS.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR while SC03.DE tracks the STOXX® Europe 600 Optimised Food & Beverage. Both are passively managed. Over the past 5 years, ESIS.DE returned 2.20%/yr vs -2.04%/yr for SC03.DE. Their correlation of 0.87 suggests significant overlap in exposure. ESIS.DE charges 0.18%/yr vs 0.20%/yr for SC03.DE.
Performance
ESIS.DE vs. SC03.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ESIS.DE achieves a 8.19% return, which is significantly lower than SC03.DE's 10.13% return.
ESIS.DE
- 1D
- 0.65%
- 1M
- 6.52%
- 6M
- 7.81%
- YTD
- 8.19%
- 1Y
- 10.30%
- 3Y*
- 3.20%
- 5Y*
- 2.20%
- 10Y*
- —
SC03.DE
- 1D
- 0.11%
- 1M
- 6.88%
- 6M
- 9.63%
- YTD
- 10.13%
- 1Y
- 6.40%
- 3Y*
- -1.90%
- 5Y*
- -2.04%
- 10Y*
- 1.67%
ESIS.DE vs. SC03.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIS.DE iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) | 8.19% | 6.89% | -2.54% | 0.92% | -8.85% | 20.52% | -0.20% |
SC03.DE Invesco European Food & Bev Sector UCITS ETF | 10.13% | -1.70% | -9.00% | -1.71% | -13.43% | 21.05% | -0.26% |
Correlation
The correlation between ESIS.DE and SC03.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2020 | 0.87 |
The correlation between ESIS.DE and SC03.DE has been stable across timeframes, ranging from 0.87 to 0.88 - 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
ESIS.DE vs. SC03.DE — Risk / Return Rank
ESIS.DE
SC03.DE
ESIS.DE vs. SC03.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 Invesco European Food & Bev Sector UCITS ETF (SC03.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.
| ESIS.DE | SC03.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.08 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 0.48 | +0.33 |
| Martin ratioReturn relative to average drawdown | 1.70 | 1.08 | +0.63 |
Loading charts...
Drawdowns
ESIS.DE vs. SC03.DE - Drawdown Comparison
The maximum ESIS.DE drawdown since its inception was -14.99%, smaller than the maximum SC03.DE drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for ESIS.DE and SC03.DE.
Loading charts...
Drawdown Indicators
| ESIS.DE | SC03.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.99% | -32.59% | +17.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -13.16% | +0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -12.54% | -20.32% | +7.78% |
Max Drawdown (5Y)Largest decline over 5 years | -14.99% | -28.71% | +13.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.59% | — |
Current DrawdownCurrent decline from peak | -2.66% | -17.66% | +15.00% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -8.21% | +1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.04% | 5.92% | +0.12% |
Volatility
ESIS.DE vs. SC03.DE - Volatility Comparison
The current volatility for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) is 5.24%, while Invesco European Food & Bev Sector UCITS ETF (SC03.DE) has a volatility of 5.57%. This indicates that ESIS.DE experiences smaller price fluctuations and is considered to be less risky than SC03.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ESIS.DE | SC03.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 5.57% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.93% | 12.45% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.68% | 15.80% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.10% | 14.35% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.87% | 14.78% | -1.91% |
ESIS.DE vs. SC03.DE - Expense Ratio Comparison
ESIS.DE has a 0.18% expense ratio, which is lower than SC03.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. SC03.DE - Dividend Comparison
Neither ESIS.DE nor SC03.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIS.DE and SC03.DE have a correlation of 0.88, 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 SC03.DE.
ESIS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SC03.DE tracks STOXX® Europe 600 Optimised Food & Beverage. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for ESIS.DE and 0.20% for SC03.DE.
Find the right allocation for ESIS.DE and SC03.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