ESIS.L vs. XLYS.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L) and Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L).

ESIS.L and XLYS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESIS.L is a passively managed fund by iShares that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Nov 17, 2020. XLYS.L is a passively managed fund by Invesco that tracks the performance of the S&P® Select Sector Capped 20% Consumer Discretionary Index. It was launched on Dec 16, 2009. Both ESIS.L and XLYS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ESIS.L vs. XLYS.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 Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
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%
XLYS.L Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc	-6.33%	-0.02%	30.71%	32.95%	-26.05%	30.03%	1.66%

Different Trading Currencies

ESIS.L is traded in GBP, while XLYS.L is traded in USD. To make them comparable, the XLYS.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 higher than XLYS.L's -6.33% 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*: —

XLYS.L

• 1D: 2.29%
• 1M: -3.12%
• YTD: -6.33%
• 6M: -6.09%
• 1Y: 9.45%
• 3Y*: 13.05%
• 5Y*: 8.41%
• 10Y*: 13.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ESIS.L has a 0.18% expense ratio, which is higher than XLYS.L's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

ESIS.L

iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)

XLYS.L

Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc

Return for Risk

ESIS.L vs. XLYS.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: 17
ESIS.L Sharpe Ratio Rank: 17
ESIS.L Sortino Ratio Rank: 16
ESIS.L Omega Ratio Rank: 15
ESIS.L Calmar Ratio Rank: 17
ESIS.L Martin Ratio Rank: 17

XLYS.L

XLYS.L Risk / Return Rank: 29
XLYS.L Sharpe Ratio Rank: 29
XLYS.L Sortino Ratio Rank: 31
XLYS.L Omega Ratio Rank: 27
XLYS.L Calmar Ratio Rank: 29
XLYS.L Martin Ratio Rank: 29

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. XLYS.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 Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.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.L	XLYS.L	Difference
Sharpe ratio Return per unit of total volatility	0.23	0.45	-0.22
Sortino ratio Return per unit of downside risk	0.41	0.77	-0.36
Omega ratio Gain probability vs. loss probability	1.05	1.10	-0.04
Calmar ratio Return relative to maximum drawdown	0.26	0.72	-0.45
Martin ratio Return relative to average drawdown	0.88	2.23	-1.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current ESIS.L Sharpe Ratio is 0.23, which is lower than the XLYS.L Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of ESIS.L and XLYS.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.

Sharpe Ratios by Period

	ESIS.L	XLYS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	0.45	-0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	0.39	-0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.88	-0.69

Correlation

The correlation between ESIS.L and XLYS.L is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ESIS.L vs. XLYS.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

ESIS.L vs. XLYS.L - Drawdown Comparison

The maximum ESIS.L drawdown since its inception was -17.71%, smaller than the maximum XLYS.L drawdown of -30.56%. Use the drawdown chart below to compare losses from any high point for ESIS.L and XLYS.L.

Drawdown Indicators

	ESIS.L	XLYS.L	Difference
Max Drawdown Largest peak-to-trough decline	-17.71%	-37.47%	+19.76%
Max Drawdown (1Y) Largest decline over 1 year	-13.78%	-13.87%	+0.09%
Max Drawdown (5Y) Largest decline over 5 years	-17.71%	-37.47%	+19.76%
Max Drawdown (10Y) Largest decline over 10 years	—	-37.47%	—
Current Drawdown Current decline from peak	-11.87%	-11.05%	-0.82%
Average Drawdown Average peak-to-trough decline	-7.33%	-6.87%	-0.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.12%	4.03%	+0.09%

Volatility

ESIS.L vs. XLYS.L - Volatility Comparison

The current volatility for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L) is 5.06%, while Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L) has a volatility of 7.02%. This indicates that ESIS.L experiences smaller price fluctuations and is considered to be less risky than XLYS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESIS.L	XLYS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.06%	7.02%	-1.96%
Volatility (6M) Calculated over the trailing 6-month period	10.62%	12.33%	-1.71%
Volatility (1Y) Calculated over the trailing 1-year period	13.91%	21.18%	-7.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.56%	21.49%	-8.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.56%	20.63%	-8.07%