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ESIS.L vs. UTIL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESIS.L vs. UTIL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L) and SPDR MSCI Europe Utilities UCITS ETF (UTIL.L). The values are adjusted to include any dividend payments, if applicable.

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ESIS.L vs. UTIL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ESIS.L
iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)
-1.80%12.15%-6.75%-1.03%-2.95%12.22%2.78%
UTIL.L
SPDR MSCI Europe Utilities UCITS ETF
16.24%41.15%-3.27%10.84%-1.95%1.85%3.17%
Different Trading Currencies

ESIS.L is traded in GBP, while UTIL.L is traded in EUR. To make them comparable, the UTIL.L 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 -1.80% return, which is significantly lower than UTIL.L's 16.24% return.


ESIS.L

1D
0.54%
1M
-9.45%
YTD
-1.80%
6M
2.47%
1Y
3.22%
3Y*
-1.06%
5Y*
2.84%
10Y*

UTIL.L

1D
1.94%
1M
-0.49%
YTD
16.24%
6M
27.28%
1Y
46.23%
3Y*
18.01%
5Y*
12.89%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESIS.L vs. UTIL.L - Expense Ratio Comparison

Both ESIS.L and UTIL.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

ESIS.L vs. UTIL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESIS.L
ESIS.L Risk / Return Rank: 1717
Overall Rank
ESIS.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ESIS.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
ESIS.L Omega Ratio Rank: 1515
Omega Ratio Rank
ESIS.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
ESIS.L Martin Ratio Rank: 1717
Martin Ratio Rank

UTIL.L
UTIL.L Risk / Return Rank: 9393
Overall Rank
UTIL.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
UTIL.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
UTIL.L Omega Ratio Rank: 9494
Omega Ratio Rank
UTIL.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
UTIL.L Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESIS.L vs. UTIL.L - 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 SPDR MSCI Europe Utilities UCITS ETF (UTIL.L). 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.LUTIL.LDifference

Sharpe ratio

Return per unit of total volatility

0.23

2.64

-2.41

Sortino ratio

Return per unit of downside risk

0.41

3.31

-2.90

Omega ratio

Gain probability vs. loss probability

1.05

1.49

-0.43

Calmar ratio

Return relative to maximum drawdown

0.26

4.90

-4.64

Martin ratio

Return relative to average drawdown

0.88

16.71

-15.82

ESIS.L vs. UTIL.L - Sharpe Ratio Comparison

The current ESIS.L Sharpe Ratio is 0.23, which is lower than the UTIL.L Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of ESIS.L and UTIL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ESIS.LUTIL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

2.64

-2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.79

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.58

-0.39

Correlation

The correlation between ESIS.L and UTIL.L is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ESIS.L vs. UTIL.L - Dividend Comparison

Neither ESIS.L nor UTIL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ESIS.L vs. UTIL.L - Drawdown Comparison

The maximum ESIS.L drawdown since its inception was -17.71%, smaller than the maximum UTIL.L drawdown of -28.73%. Use the drawdown chart below to compare losses from any high point for ESIS.L and UTIL.L.


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Drawdown Indicators


ESIS.LUTIL.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.71%

-34.59%

+16.88%

Max Drawdown (1Y)

Largest decline over 1 year

-13.78%

-10.41%

-3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-17.71%

-22.12%

+4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

Current Drawdown

Current decline from peak

-11.87%

-1.74%

-10.13%

Average Drawdown

Average peak-to-trough decline

-7.33%

-6.03%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

2.60%

+1.52%

Volatility

ESIS.L vs. UTIL.L - Volatility Comparison

The current volatility for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L) is 5.06%, while SPDR MSCI Europe Utilities UCITS ETF (UTIL.L) has a volatility of 7.08%. This indicates that ESIS.L experiences smaller price fluctuations and is considered to be less risky than UTIL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIS.LUTIL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

7.08%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.62%

11.42%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

13.91%

17.41%

-3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.56%

16.28%

-3.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.56%

17.75%

-5.19%