ESIS.DE vs. SXRV.DE
ESIS.DE (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) and SXRV.DE (iShares NASDAQ 100 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 SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, ESIS.DE returned 0.75%/yr vs 18.67%/yr for SXRV.DE. At a 0.21 correlation, their price movements are largely independent. ESIS.DE charges 0.18%/yr vs 0.36%/yr for SXRV.DE.
Performance
ESIS.DE vs. SXRV.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 SXRV.DE's 20.57% 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*
- —
SXRV.DE
- 1D
- -0.83%
- 1M
- 9.26%
- YTD
- 20.57%
- 6M
- 19.43%
- 1Y
- 37.81%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
ESIS.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 4.84% |
Correlation
The correlation between ESIS.DE and SXRV.DE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2020 | 0.21 |
The correlation between ESIS.DE and SXRV.DE shifts across timeframes, from -0.07 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESIS.DE vs. SXRV.DE — Risk / Return Rank
ESIS.DE
SXRV.DE
ESIS.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.73 | ||
| Sortino ratioReturn per unit of downside risk | -3.59 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.42 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 3.75 | -4.12 |
| Martin ratioReturn relative to average drawdown | -0.77 | 11.16 | -11.93 |
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 | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 2.40 | -2.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.93 | -0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.91 | -0.69 |
Drawdowns
ESIS.DE vs. SXRV.DE - Drawdown Comparison
The maximum ESIS.DE drawdown since its inception was -15.05%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for ESIS.DE and SXRV.DE.
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Drawdown Indicators
| ESIS.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.05% | -32.80% | +17.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -10.03% | -2.63% |
Max Drawdown (3Y)Largest decline over 3 years | -12.66% | -26.69% | +14.03% |
Max Drawdown (5Y)Largest decline over 5 years | -15.05% | -31.33% | +16.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -11.44% | -0.83% | -10.61% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -6.56% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.00% | 3.38% | +2.62% |
Volatility
ESIS.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that ESIS.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 4.26% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 10.98% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.03% | 15.67% | -1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.93% | 19.84% | -6.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.96% | 19.65% | -6.69% |
ESIS.DE vs. SXRV.DE - Expense Ratio Comparison
ESIS.DE has a 0.18% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
ESIS.DE vs. SXRV.DE - Dividend Comparison
Neither ESIS.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIS.DE and SXRV.DE have a correlation of -0.07, 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 0.36% for SXRV.DE.
ESIS.DE is categorized as Consumer Staples Equities, while SXRV.DE is Nasdaq-100. ESIS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.18% for ESIS.DE and 0.36% for SXRV.DE.
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