IESU.L vs. ANRJ.L
IESU.L (iShares S&P 500 Energy Sector UCITS ETF USD (Acc)) and ANRJ.L (Amundi ETF MSCI Europe Energy UCITS ETF) are both Energy Equities funds - IESU.L tracks the S&P 500 Capped 35/20 Energy Index NTR while ANRJ.L tracks the MSCI World/Energy NR USD. Both are passively managed. Over the past 10 years, IESU.L returned 8.52%/yr vs 13.60%/yr for ANRJ.L. A 0.64 correlation means they provide meaningful diversification when combined. IESU.L charges 0.15%/yr vs 0.25%/yr for ANRJ.L.
Performance
IESU.L vs. ANRJ.L - Performance Comparison
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Returns By Period
In the year-to-date period, IESU.L achieves a 27.25% return, which is significantly higher than ANRJ.L's 17.90% return. Over the past 10 years, IESU.L has underperformed ANRJ.L with an annualized return of 8.52%, while ANRJ.L has yielded a comparatively higher 13.60% annualized return.
IESU.L
- 1D
- 2.33%
- 1M
- 3.67%
- 6M
- 18.53%
- YTD
- 27.25%
- 1Y
- 35.48%
- 3Y*
- 13.78%
- 5Y*
- 22.56%
- 10Y*
- 8.52%
ANRJ.L
- 1D
- -0.78%
- 1M
- -5.42%
- 6M
- 7.20%
- YTD
- 17.90%
- 1Y
- 44.88%
- 3Y*
- 30.24%
- 5Y*
- 28.19%
- 10Y*
- 13.60%
IESU.L vs. ANRJ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IESU.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc) | 27.25% | 2.26% | 5.45% | -5.96% | 83.53% | 53.82% | -35.62% | 5.37% | -13.39% | -10.01% |
ANRJ.L Amundi ETF MSCI Europe Energy UCITS ETF | 17.90% | 43.26% | 10.68% | 9.79% | 44.73% | 26.52% | -27.94% | 3.65% | 0.61% | 9.59% |
Correlation
The correlation between IESU.L and ANRJ.L is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.64 |
The correlation between IESU.L and ANRJ.L shifts across timeframes, from -0.06 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IESU.L vs. ANRJ.L — Risk / Return Rank
IESU.L
ANRJ.L
IESU.L vs. ANRJ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) and Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.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.
| IESU.L | ANRJ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.37 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 4.11 | -2.07 |
| Martin ratioReturn relative to average drawdown | 4.96 | 11.90 | -6.95 |
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Drawdowns
IESU.L vs. ANRJ.L - Drawdown Comparison
The maximum IESU.L drawdown since its inception was -63.88%, which is greater than ANRJ.L's maximum drawdown of -57.08%. Use the drawdown chart below to compare losses from any high point for IESU.L and ANRJ.L.
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Drawdown Indicators
| IESU.L | ANRJ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.88% | -57.08% | -6.80% |
Max Drawdown (1Y)Largest decline over 1 year | -17.34% | -10.87% | -6.47% |
Max Drawdown (3Y)Largest decline over 3 years | -26.36% | -13.17% | -13.19% |
Max Drawdown (5Y)Largest decline over 5 years | -26.36% | -19.81% | -6.55% |
Max Drawdown (10Y)Largest decline over 10 years | -62.16% | -57.08% | -5.08% |
Current DrawdownCurrent decline from peak | -11.59% | -10.87% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -20.51% | -13.68% | -6.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.13% | 3.76% | +3.37% |
Volatility
IESU.L vs. ANRJ.L - Volatility Comparison
iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a higher volatility of 7.73% compared to Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L) at 5.74%. This indicates that IESU.L's price experiences larger fluctuations and is considered to be riskier than ANRJ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IESU.L | ANRJ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.73% | 5.74% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 21.73% | 14.34% | +7.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.62% | 19.44% | +5.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.09% | 21.53% | +7.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.16% | 24.68% | +4.48% |
IESU.L vs. ANRJ.L - Expense Ratio Comparison
IESU.L has a 0.15% expense ratio, which is lower than ANRJ.L'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
IESU.L vs. ANRJ.L - Dividend Comparison
Neither IESU.L nor ANRJ.L has paid dividends to shareholders.
Frequently Asked Questions
IESU.L and ANRJ.L have a correlation of -0.06, 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 0.25% for ANRJ.L.
IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR, while ANRJ.L tracks MSCI World/Energy NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for IESU.L and 0.25% for ANRJ.L.
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