ESIS.DE vs. SPYW.DE
ESIS.DE (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) and SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) 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 SPYW.DE is a Europe Equities fund tracking the S&P Euro High Yield Dividend Aristocrats. Both are passively managed. Over the past 5 years, ESIS.DE returned 2.20%/yr vs 9.12%/yr for SPYW.DE. A 0.57 correlation means they provide meaningful diversification when combined. ESIS.DE charges 0.18%/yr vs 0.30%/yr for SPYW.DE.
Performance
ESIS.DE vs. SPYW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESIS.DE achieves a 8.19% return, which is significantly lower than SPYW.DE's 10.61% 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*
- —
SPYW.DE
- 1D
- 0.87%
- 1M
- 2.79%
- 6M
- 9.41%
- YTD
- 10.61%
- 1Y
- 15.26%
- 3Y*
- 15.40%
- 5Y*
- 9.12%
- 10Y*
- 7.51%
ESIS.DE vs. SPYW.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% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 10.61% | 20.21% | 8.31% | 17.92% | -11.22% | 14.38% | 3.45% |
Correlation
The correlation between ESIS.DE and SPYW.DE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2020 | 0.57 |
The correlation between ESIS.DE and SPYW.DE has been stable across timeframes, ranging from 0.50 to 0.57 - a consistent structural relationship.
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Return for Risk
ESIS.DE vs. SPYW.DE — Risk / Return Rank
ESIS.DE
SPYW.DE
ESIS.DE vs. SPYW.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 SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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 | SPYW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.27 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.90 | -1.08 |
| Martin ratioReturn relative to average drawdown | 1.70 | 6.36 | -4.66 |
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Drawdowns
ESIS.DE vs. SPYW.DE - Drawdown Comparison
The maximum ESIS.DE drawdown since its inception was -14.99%, smaller than the maximum SPYW.DE drawdown of -38.67%. Use the drawdown chart below to compare losses from any high point for ESIS.DE and SPYW.DE.
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Drawdown Indicators
| ESIS.DE | SPYW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.99% | -38.67% | +23.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -7.99% | -4.55% |
Max Drawdown (3Y)Largest decline over 3 years | -12.54% | -11.64% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -14.99% | -23.99% | +9.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.67% | — |
Current DrawdownCurrent decline from peak | -2.66% | 0.00% | -2.66% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -5.57% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.04% | 2.39% | +3.65% |
Volatility
ESIS.DE vs. SPYW.DE - Volatility Comparison
iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) has a higher volatility of 5.24% compared to SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) at 2.45%. This indicates that ESIS.DE's price experiences larger fluctuations and is considered to be riskier than SPYW.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 | SPYW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 2.45% | +2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 11.93% | 8.93% | +3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.68% | 10.66% | +4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.10% | 13.25% | -0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.87% | 14.59% | -1.72% |
ESIS.DE vs. SPYW.DE - Expense Ratio Comparison
ESIS.DE has a 0.18% expense ratio, which is lower than SPYW.DE's 0.30% expense ratio.
Dividends
ESIS.DE vs. SPYW.DE - Dividend Comparison
ESIS.DE has not paid dividends to shareholders, while SPYW.DE's dividend yield for the trailing twelve months is around 3.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESIS.DE iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 3.43% | 4.07% | 3.67% | 3.31% | 3.62% | 2.78% | 3.05% | 3.10% | 3.74% | 3.15% | 2.97% | 2.99% |
Frequently Asked Questions
ESIS.DE and SPYW.DE have a correlation of 0.50, 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 0.30% for SPYW.DE.
ESIS.DE is categorized as Consumer Staples Equities, while SPYW.DE is Europe Equities. ESIS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats. They also come from different issuers: iShares and State Street. Their fees differ too: 0.18% for ESIS.DE and 0.30% for SPYW.DE.
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