ESIT.DE vs. IS3R.DE
ESIT.DE (iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)) and IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) are both exchange-traded funds - ESIT.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while IS3R.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 5 years, ESIT.DE returned 15.04%/yr vs 14.66%/yr for IS3R.DE. A 0.65 correlation means they provide meaningful diversification when combined. ESIT.DE charges 0.18%/yr vs 0.25%/yr for IS3R.DE.
Performance
ESIT.DE vs. IS3R.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESIT.DE achieves a 52.07% return, which is significantly higher than IS3R.DE's 22.51% return.
ESIT.DE
- 1D
- 0.17%
- 1M
- 20.56%
- YTD
- 52.07%
- 6M
- 49.22%
- 1Y
- 61.87%
- 3Y*
- 24.73%
- 5Y*
- 15.04%
- 10Y*
- —
IS3R.DE
- 1D
- -1.01%
- 1M
- 8.60%
- YTD
- 22.51%
- 6M
- 23.56%
- 1Y
- 31.46%
- 3Y*
- 26.05%
- 5Y*
- 14.66%
- 10Y*
- 15.31%
ESIT.DE vs. IS3R.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIT.DE iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) | 52.07% | 10.07% | 7.34% | 35.09% | -29.06% | 37.04% | 7.94% |
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 22.51% | 8.37% | 37.95% | 8.09% | -13.60% | 24.50% | 2.73% |
Correlation
The correlation between ESIT.DE and IS3R.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.65 |
The correlation between ESIT.DE and IS3R.DE has been stable across timeframes, ranging from 0.64 to 0.68 - a consistent structural relationship.
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Return for Risk
ESIT.DE vs. IS3R.DE — Risk / Return Rank
ESIT.DE
IS3R.DE
ESIT.DE vs. IS3R.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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.
| ESIT.DE | IS3R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.72 | 3.48 | +1.25 |
| Martin ratioReturn relative to average drawdown | 12.60 | 13.30 | -0.70 |
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
| ESIT.DE | IS3R.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 1.84 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.84 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.85 | -0.13 |
Drawdowns
ESIT.DE vs. IS3R.DE - Drawdown Comparison
The maximum ESIT.DE drawdown since its inception was -38.33%, which is greater than IS3R.DE's maximum drawdown of -30.77%. Use the drawdown chart below to compare losses from any high point for ESIT.DE and IS3R.DE.
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Drawdown Indicators
| ESIT.DE | IS3R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.33% | -30.77% | -7.56% |
Max Drawdown (1Y)Largest decline over 1 year | -13.03% | -9.01% | -4.02% |
Max Drawdown (3Y)Largest decline over 3 years | -27.10% | -23.57% | -3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -38.33% | -23.57% | -14.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.77% | — |
Current DrawdownCurrent decline from peak | -0.39% | -1.01% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -12.02% | -5.67% | -6.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.90% | 2.36% | +2.54% |
Volatility
ESIT.DE vs. IS3R.DE - Volatility Comparison
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.DE) has a higher volatility of 10.57% compared to iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) at 5.96%. This indicates that ESIT.DE's price experiences larger fluctuations and is considered to be riskier than IS3R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESIT.DE | IS3R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.57% | 5.96% | +4.61% |
Volatility (6M)Calculated over the trailing 6-month period | 21.01% | 14.33% | +6.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.89% | 17.01% | +8.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.75% | 17.32% | +8.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.30% | 17.23% | +8.07% |
ESIT.DE vs. IS3R.DE - Expense Ratio Comparison
ESIT.DE has a 0.18% expense ratio, which is lower than IS3R.DE's 0.25% 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
ESIT.DE vs. IS3R.DE - Dividend Comparison
Neither ESIT.DE nor IS3R.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIT.DE and IS3R.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIT.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIT.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for IS3R.DE.
ESIT.DE is categorized as Technology Equities, while IS3R.DE is Momentum. ESIT.DE tracks MSCI World/Information Tech NR USD, while IS3R.DE tracks MSCI World Momentum Index. Their fees differ too: 0.18% for ESIT.DE and 0.25% for IS3R.DE.
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