ESIS.L vs. SEC0.DE
ESIS.L (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) and SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc)) are both exchange-traded funds - ESIS.L is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SEC0.DE is a Semiconductors fund tracking the MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Both are passively managed. Over the past 3 years, ESIS.L returned -0.37%/yr vs 56.61%/yr for SEC0.DE. At a 0.09 correlation, their price movements are largely independent. ESIS.L charges 0.18%/yr vs 0.35%/yr for SEC0.DE.
Performance
ESIS.L vs. SEC0.DE - Performance Comparison
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Different Trading Currencies
ESIS.L is traded in GBP, while SEC0.DE is traded in EUR. To make them comparable, the SEC0.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESIS.L achieves a -2.90% return, which is significantly lower than SEC0.DE's 96.54% return.
ESIS.L
- 1D
- -0.53%
- 1M
- -0.85%
- YTD
- -2.90%
- 6M
- -2.91%
- 1Y
- -2.62%
- 3Y*
- -0.37%
- 5Y*
- 0.80%
- 10Y*
- —
SEC0.DE
- 1D
- -2.73%
- 1M
- 23.46%
- YTD
- 96.54%
- 6M
- 98.26%
- 1Y
- 200.18%
- 3Y*
- 56.61%
- 5Y*
- —
- 10Y*
- —
ESIS.L vs. SEC0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ESIS.L iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) | -2.90% | 12.15% | -6.75% | -1.03% | -2.95% | 6.48% |
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 96.54% | 43.56% | 15.58% | 57.80% | -28.51% | 19.83% |
Correlation
The correlation between ESIS.L and SEC0.DE is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2021 | 0.09 |
The correlation between ESIS.L and SEC0.DE shifts across timeframes, from -0.13 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESIS.L vs. SEC0.DE — Risk / Return Rank
ESIS.L
SEC0.DE
ESIS.L vs. SEC0.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.L) and iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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.L | SEC0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.47 | ||
| Sortino ratioReturn per unit of downside risk | -6.31 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.80 | -0.82 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 15.73 | -15.92 |
| Martin ratioReturn relative to average drawdown | -0.43 | 54.76 | -55.19 |
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.L | SEC0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 6.28 | -6.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 1.21 | -1.04 |
Drawdowns
ESIS.L vs. SEC0.DE - Drawdown Comparison
The maximum ESIS.L drawdown since its inception was -17.71%, smaller than the maximum SEC0.DE drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for ESIS.L and SEC0.DE.
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Drawdown Indicators
| ESIS.L | SEC0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.71% | -38.58% | +20.87% |
Max Drawdown (1Y)Largest decline over 1 year | -13.78% | -12.64% | -1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -13.78% | -38.58% | +24.80% |
Max Drawdown (5Y)Largest decline over 5 years | -17.71% | — | — |
Current DrawdownCurrent decline from peak | -12.86% | -2.73% | -10.13% |
Average DrawdownAverage peak-to-trough decline | -7.44% | -11.18% | +3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.04% | 3.64% | +2.40% |
Volatility
ESIS.L vs. SEC0.DE - Volatility Comparison
The current volatility for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L) is 4.54%, while iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a volatility of 13.12%. This indicates that ESIS.L experiences smaller price fluctuations and is considered to be less risky than SEC0.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.L | SEC0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 13.12% | -8.58% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 24.65% | -13.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 31.70% | -18.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.66% | 29.44% | -16.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.67% | 29.44% | -16.77% |
ESIS.L vs. SEC0.DE - Expense Ratio Comparison
ESIS.L has a 0.18% expense ratio, which is lower than SEC0.DE's 0.35% expense ratio.
Dividends
ESIS.L vs. SEC0.DE - Dividend Comparison
Neither ESIS.L nor SEC0.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIS.L and SEC0.DE have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIS.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIS.L is cheaper with a 0.18% expense ratio, compared with 0.35% for SEC0.DE.
ESIS.L is categorized as Consumer Staples Equities, while SEC0.DE is Semiconductors. ESIS.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Their fees differ too: 0.18% for ESIS.L and 0.35% for SEC0.DE.
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