ESIS.DE vs. VWCE.DE
ESIS.DE (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) and VWCE.DE (Vanguard FTSE All-World UCITS ETF) 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 VWCE.DE is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, ESIS.DE returned 0.75%/yr vs 12.28%/yr for VWCE.DE. At a 0.37 correlation, their price movements are largely independent. ESIS.DE charges 0.18%/yr vs 0.19%/yr for VWCE.DE.
Performance
ESIS.DE vs. VWCE.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 VWCE.DE's 12.64% 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*
- —
VWCE.DE
- 1D
- -0.21%
- 1M
- 5.01%
- YTD
- 12.64%
- 6M
- 13.33%
- 1Y
- 26.41%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
ESIS.DE vs. VWCE.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% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 12.64% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 2.09% |
Correlation
The correlation between ESIS.DE and VWCE.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
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 VWCE.DE has dropped to 0.14 - 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. VWCE.DE — Risk / Return Rank
ESIS.DE
VWCE.DE
ESIS.DE vs. VWCE.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 UCITS ETF (VWCE.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 | VWCE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.64 | ||
| Sortino ratioReturn per unit of downside risk | -3.63 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.43 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 4.01 | -4.38 |
| Martin ratioReturn relative to average drawdown | -0.77 | 16.55 | -17.32 |
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 | VWCE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 2.31 | -2.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.88 | -0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.79 | -0.57 |
Drawdowns
ESIS.DE vs. VWCE.DE - Drawdown Comparison
The maximum ESIS.DE drawdown since its inception was -15.05%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for ESIS.DE and VWCE.DE.
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Drawdown Indicators
| ESIS.DE | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.05% | -33.43% | +18.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -6.55% | -6.11% |
Max Drawdown (3Y)Largest decline over 3 years | -12.66% | -21.07% | +8.41% |
Max Drawdown (5Y)Largest decline over 5 years | -15.05% | -21.07% | +6.02% |
Current DrawdownCurrent decline from peak | -11.44% | -0.66% | -10.78% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -4.69% | -1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.00% | 1.59% | +4.41% |
Volatility
ESIS.DE vs. VWCE.DE - Volatility Comparison
iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) has a higher volatility of 4.80% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.06%. This indicates that ESIS.DE's price experiences larger fluctuations and is considered to be riskier than VWCE.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 | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 3.06% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 8.18% | +3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.03% | 11.37% | +2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.93% | 13.75% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.96% | 16.16% | -3.20% |
ESIS.DE vs. VWCE.DE - Expense Ratio Comparison
ESIS.DE has a 0.18% expense ratio, which is lower than VWCE.DE's 0.19% 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. VWCE.DE - Dividend Comparison
Neither ESIS.DE nor VWCE.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIS.DE and VWCE.DE have a correlation of 0.14, 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 0.19% for VWCE.DE.
ESIS.DE is categorized as Consumer Staples Equities, while VWCE.DE is Global Equities. ESIS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for ESIS.DE and 0.19% for VWCE.DE.
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