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EYED.L vs. IESU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EYED.L vs. IESU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) (EYED.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EYED.L is traded in GBP, while IESU.L is traded in GBp. To make them comparable, the IESU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EYED.L achieves a 30.23% return, which is significantly higher than IESU.L's 28.61% return.


EYED.L

1D
2.09%
1M
3.71%
6M
27.19%
YTD
30.23%
1Y
42.85%
3Y*
16.55%
5Y*
10Y*

IESU.L

1D
1.07%
1M
4.80%
6M
20.56%
YTD
28.61%
1Y
35.99%
3Y*
13.44%
5Y*
22.82%
10Y*
8.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EYED.L vs. IESU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
EYED.L
iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist)
30.23%20.21%-10.08%6.02%5.38%
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
28.61%2.26%5.45%-5.96%-1.09%

Correlation

The correlation between EYED.L and IESU.L is 0.71, 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

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2022

0.72

The correlation between EYED.L and IESU.L has been stable across timeframes, ranging from 0.69 to 0.72 - a consistent structural relationship.

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Return for Risk

EYED.L vs. IESU.L — Risk / Return Rank

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

EYED.L
EYED.L Risk / Return Rank: 6565
Overall Rank
EYED.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EYED.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
EYED.L Omega Ratio Rank: 7474
Omega Ratio Rank
EYED.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
EYED.L Martin Ratio Rank: 5252
Martin Ratio Rank

IESU.L
IESU.L Risk / Return Rank: 5252
Overall Rank
IESU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 5656
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 4242
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.

EYED.L vs. IESU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) (EYED.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EYED.LIESU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratioReturn relative to maximum drawdown

2.26

2.07

+0.19

Martin ratioReturn relative to average drawdown

6.79

5.01

+1.78

EYED.L vs. IESU.L - Sharpe Ratio Comparison

The current EYED.L Sharpe Ratio is 1.86, which is comparable to the IESU.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of EYED.L and IESU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EYED.L vs. IESU.L - Drawdown Comparison

The maximum EYED.L drawdown since its inception was -25.29%, smaller than the maximum IESU.L drawdown of -63.88%. Use the drawdown chart below to compare losses from any high point for EYED.L and IESU.L.


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Drawdown Indicators


EYED.LIESU.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.29%

-63.88%

+38.59%

Max Drawdown (1Y)

Largest decline over 1 year

-18.88%

-17.34%

-1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-25.29%

-26.36%

+1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-26.36%

Max Drawdown (10Y)

Largest decline over 10 years

-62.16%

Current Drawdown

Current decline from peak

-10.32%

-10.65%

+0.33%

Average Drawdown

Average peak-to-trough decline

-8.42%

-20.50%

+12.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.29%

7.16%

-0.87%

Volatility

EYED.L vs. IESU.L - Volatility Comparison

The current volatility for iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) (EYED.L) is 6.56%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a volatility of 7.50%. This indicates that EYED.L experiences smaller price fluctuations and is considered to be less risky than IESU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EYED.LIESU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

7.50%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

20.03%

21.74%

-1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

22.96%

24.54%

-1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.29%

29.08%

-7.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.29%

29.16%

-7.87%

EYED.L vs. IESU.L - Expense Ratio Comparison

EYED.L has a 0.18% expense ratio, which is higher than IESU.L's 0.15% 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%.


Dividends

EYED.L vs. IESU.L - Dividend Comparison

EYED.L's dividend yield for the trailing twelve months is around 3.99%, while IESU.L has not paid dividends to shareholders.


PositionTTM202520242023
EYED.L
iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist)
3.99%5.09%5.79%5.09%
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%

Frequently Asked Questions


EYED.L and IESU.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IESU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IESU.L is cheaper with a 0.15% expense ratio, compared with 0.18% for EYED.L.

EYED.L tracks MSCI World/Energy NR USD, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. Their fees differ too: 0.18% for EYED.L and 0.15% for IESU.L.

Portfolio Optimizer

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