ESIS.DE vs. VGWD.DE
ESIS.DE (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) and VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) 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 VGWD.DE is a Dividend fund tracking the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 5 years, ESIS.DE returned 2.20%/yr vs 12.26%/yr for VGWD.DE. At a 0.48 correlation, their price movements are largely independent. ESIS.DE charges 0.18%/yr vs 0.29%/yr for VGWD.DE.
Performance
ESIS.DE vs. VGWD.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 VGWD.DE's 16.32% 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*
- —
VGWD.DE
- 1D
- -0.16%
- 1M
- 1.46%
- 6M
- 11.32%
- YTD
- 16.32%
- 1Y
- 27.78%
- 3Y*
- 17.28%
- 5Y*
- 12.26%
- 10Y*
- —
ESIS.DE vs. VGWD.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% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 16.32% | 13.16% | 15.75% | 7.29% | 0.08% | 27.89% | 1.22% |
Correlation
The correlation between ESIS.DE and VGWD.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2020 | 0.48 |
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Return for Risk
ESIS.DE vs. VGWD.DE — Risk / Return Rank
ESIS.DE
VGWD.DE
ESIS.DE vs. VGWD.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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 | VGWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.05 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.57 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 4.75 | -3.94 |
| Martin ratioReturn relative to average drawdown | 1.70 | 18.76 | -17.06 |
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Drawdowns
ESIS.DE vs. VGWD.DE - Drawdown Comparison
The maximum ESIS.DE drawdown since its inception was -14.99%, smaller than the maximum VGWD.DE drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for ESIS.DE and VGWD.DE.
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Drawdown Indicators
| ESIS.DE | VGWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.99% | -34.57% | +19.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -5.82% | -6.72% |
Max Drawdown (3Y)Largest decline over 3 years | -12.54% | -16.86% | +4.32% |
Max Drawdown (5Y)Largest decline over 5 years | -14.99% | -16.86% | +1.87% |
Current DrawdownCurrent decline from peak | -2.66% | -0.16% | -2.50% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -4.00% | -2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.04% | 1.48% | +4.56% |
Volatility
ESIS.DE vs. VGWD.DE - Volatility Comparison
iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) has a higher volatility of 5.24% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 1.76%. This indicates that ESIS.DE's price experiences larger fluctuations and is considered to be riskier than VGWD.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 | VGWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 1.76% | +3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 11.93% | 6.93% | +5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.68% | 9.24% | +5.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.10% | 11.50% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.87% | 14.15% | -1.28% |
ESIS.DE vs. VGWD.DE - Expense Ratio Comparison
ESIS.DE has a 0.18% expense ratio, which is lower than VGWD.DE's 0.29% expense ratio.
Dividends
ESIS.DE vs. VGWD.DE - Dividend Comparison
ESIS.DE has not paid dividends to shareholders, while VGWD.DE's dividend yield for the trailing twelve months is around 2.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.48% | 2.84% | 3.05% | 3.40% | 3.78% | 3.02% | 3.08% | 3.21% | 3.70% | 0.58% |
Frequently Asked Questions
ESIS.DE and VGWD.DE have a correlation of 0.40, 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 0.29% for VGWD.DE.
ESIS.DE is categorized as Consumer Staples Equities, while VGWD.DE is Dividend. ESIS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while VGWD.DE tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for ESIS.DE and 0.29% for VGWD.DE.
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