EXH5.DE vs. ESIF.DE
EXH5.DE (iShares STOXX Europe 600 Insurance UCITS ETF (DE)) and ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) are both Financials Equities funds from iShares - EXH5.DE tracks the STOXX® Europe 600 Insurance while ESIF.DE tracks the MSCI World/Financials NR USD. Both are passively managed. Over the past 5 years, EXH5.DE returned 13.96%/yr vs 19.48%/yr for ESIF.DE. Their correlation of 0.84 suggests significant overlap in exposure. EXH5.DE charges 0.46%/yr vs 0.18%/yr for ESIF.DE.
Performance
EXH5.DE vs. ESIF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXH5.DE achieves a -2.53% return, which is significantly lower than ESIF.DE's 3.87% return.
EXH5.DE
- 1D
- 0.28%
- 1M
- -1.38%
- YTD
- -2.53%
- 6M
- 2.36%
- 1Y
- 2.81%
- 3Y*
- 18.16%
- 5Y*
- 13.96%
- 10Y*
- 11.04%
ESIF.DE
- 1D
- 0.61%
- 1M
- 3.50%
- YTD
- 3.87%
- 6M
- 10.14%
- 1Y
- 22.51%
- 3Y*
- 28.94%
- 5Y*
- 19.48%
- 10Y*
- —
EXH5.DE vs. ESIF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | -2.53% | 29.72% | 22.68% | 12.56% | 3.63% | 19.44% | 2.35% |
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 3.87% | 47.69% | 25.31% | 21.61% | -2.88% | 29.09% | 3.24% |
Correlation
The correlation between EXH5.DE and ESIF.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.84 |
The correlation between EXH5.DE and ESIF.DE has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.
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Return for Risk
EXH5.DE vs. ESIF.DE — Risk / Return Rank
EXH5.DE
ESIF.DE
EXH5.DE vs. ESIF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) and iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.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.
| EXH5.DE | ESIF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.22 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 1.81 | -1.43 |
| Martin ratioReturn relative to average drawdown | 0.78 | 6.04 | -5.25 |
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
| EXH5.DE | ESIF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 1.25 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 1.02 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.16 | -0.85 |
Drawdowns
EXH5.DE vs. ESIF.DE - Drawdown Comparison
The maximum EXH5.DE drawdown since its inception was -73.44%, which is greater than ESIF.DE's maximum drawdown of -22.93%. Use the drawdown chart below to compare losses from any high point for EXH5.DE and ESIF.DE.
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Drawdown Indicators
| EXH5.DE | ESIF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.44% | -22.93% | -50.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -12.38% | +4.98% |
Max Drawdown (3Y)Largest decline over 3 years | -12.31% | -17.10% | +4.79% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -22.93% | +4.30% |
Max Drawdown (10Y)Largest decline over 10 years | -46.55% | — | — |
Current DrawdownCurrent decline from peak | -5.47% | -2.65% | -2.82% |
Average DrawdownAverage peak-to-trough decline | -15.47% | -4.14% | -11.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 3.72% | -0.15% |
Volatility
EXH5.DE vs. ESIF.DE - Volatility Comparison
The current volatility for iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) is 4.83%, while iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) has a volatility of 5.37%. This indicates that EXH5.DE experiences smaller price fluctuations and is considered to be less risky than ESIF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXH5.DE | ESIF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 5.37% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 14.59% | -2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 17.99% | -2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 18.96% | -2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 18.84% | +1.09% |
EXH5.DE vs. ESIF.DE - Expense Ratio Comparison
EXH5.DE has a 0.46% expense ratio, which is higher than ESIF.DE's 0.18% expense ratio.
Dividends
EXH5.DE vs. ESIF.DE - Dividend Comparison
EXH5.DE's dividend yield for the trailing twelve months is around 3.48%, while ESIF.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | 3.48% | 3.39% | 3.59% | 3.79% | 4.51% | 3.56% | 2.52% | 3.84% | 4.03% | 4.87% | 4.34% | 3.67% |
Frequently Asked Questions
EXH5.DE and ESIF.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIF.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIF.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for EXH5.DE.
EXH5.DE tracks STOXX® Europe 600 Insurance, while ESIF.DE tracks MSCI World/Financials NR USD. Their fees differ too: 0.46% for EXH5.DE and 0.18% for ESIF.DE.
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