ESIT.DE vs. VUAA.DE
Compare and contrast key facts about iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE).
ESIT.DE and VUAA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESIT.DE is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Feb 19, 2019. VUAA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both ESIT.DE and VUAA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESIT.DE or VUAA.DE.
Key characteristics
| ESIT.DE | VUAA.DE | |
|---|---|---|
| YTD Return | 2.31% | 31.66% |
| 1Y Return | 15.02% | 38.49% |
| 3Y Return (Ann) | -1.25% | 12.56% |
| Sharpe Ratio | 0.49 | 3.18 |
| Sortino Ratio | 0.80 | 4.30 |
| Omega Ratio | 1.11 | 1.66 |
| Calmar Ratio | 0.61 | 4.62 |
| Martin Ratio | 1.35 | 20.52 |
| Ulcer Index | 8.28% | 1.85% |
| Daily Std Dev | 22.86% | 11.91% |
| Max Drawdown | -38.33% | -33.67% |
| Current Drawdown | -15.81% | 0.00% |
Correlation
The correlation between ESIT.DE and VUAA.DE is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ESIT.DE vs. VUAA.DE - Performance Comparison
In the year-to-date period, ESIT.DE achieves a 2.31% return, which is significantly lower than VUAA.DE's 31.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ESIT.DE vs. VUAA.DE - Expense Ratio Comparison
ESIT.DE has a 0.18% expense ratio, which is higher than VUAA.DE's 0.07% 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%.
Risk-Adjusted Performance
ESIT.DE vs. VUAA.DE - Risk-Adjusted Performance 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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.
Dividends
ESIT.DE vs. VUAA.DE - Dividend Comparison
Neither ESIT.DE nor VUAA.DE has paid dividends to shareholders.
Drawdowns
ESIT.DE vs. VUAA.DE - Drawdown Comparison
The maximum ESIT.DE drawdown since its inception was -38.33%, which is greater than VUAA.DE's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for ESIT.DE and VUAA.DE. For additional features, visit the drawdowns tool.
Volatility
ESIT.DE vs. VUAA.DE - Volatility Comparison
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.DE) has a higher volatility of 9.57% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 3.53%. This indicates that ESIT.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.