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

Performance

IESU.L vs. XSEN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) and Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IESU.L having a 27.25% return and XSEN.L slightly lower at 27.24%.


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%

XSEN.L

1D
2.27%
1M
3.98%
6M
18.88%
YTD
27.24%
1Y
34.40%
3Y*
14.18%
5Y*
22.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%10.93%
XSEN.L
Xtrackers MSCI USA Energy UCITS ETF 1D
27.24%1.87%6.67%-5.89%82.86%50.90%-35.95%5.01%-35.63%12.94%

Correlation

The correlation between IESU.L and XSEN.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2017

0.97

The correlation between IESU.L and XSEN.L has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

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

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

IESU.L
IESU.L Risk / Return Rank: 4747
Overall Rank
IESU.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 5050
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 3939
Martin Ratio Rank

XSEN.L
XSEN.L Risk / Return Rank: 4646
Overall Rank
XSEN.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XSEN.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
XSEN.L Omega Ratio Rank: 4949
Omega Ratio Rank
XSEN.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
XSEN.L Martin Ratio Rank: 3838
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.

IESU.L vs. XSEN.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 Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.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.LXSEN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.26

1.25

0.00

Calmar ratioReturn relative to maximum drawdown

2.04

2.02

+0.01

Martin ratioReturn relative to average drawdown

4.96

4.84

+0.11

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

The current IESU.L Sharpe Ratio is 1.44, which is comparable to the XSEN.L Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of IESU.L and XSEN.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

IESU.L vs. XSEN.L - Drawdown Comparison

The maximum IESU.L drawdown since its inception was -63.88%, smaller than the maximum XSEN.L drawdown of -70.62%. Use the drawdown chart below to compare losses from any high point for IESU.L and XSEN.L.


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Drawdown Indicators


IESU.LXSEN.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.88%

-70.62%

+6.74%

Max Drawdown (1Y)

Largest decline over 1 year

-17.34%

-16.92%

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-26.36%

-23.22%

-3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.36%

-24.04%

-2.32%

Max Drawdown (10Y)

Largest decline over 10 years

-62.16%

Current Drawdown

Current decline from peak

-11.59%

-11.27%

-0.32%

Average Drawdown

Average peak-to-trough decline

-20.51%

-24.37%

+3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.13%

7.08%

+0.05%

Volatility

IESU.L vs. XSEN.L - Volatility Comparison

iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) and Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.L) have volatilities of 7.73% and 7.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IESU.LXSEN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

7.44%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

21.73%

21.49%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

24.62%

24.44%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.09%

26.14%

+2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.16%

30.10%

-0.94%

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

IESU.L has a 0.15% expense ratio, which is higher than XSEN.L's 0.12% 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

IESU.L vs. XSEN.L - Dividend Comparison

IESU.L has not paid dividends to shareholders, while XSEN.L's dividend yield for the trailing twelve months is around 2.13%.


PositionTTM20252024202320222021202020192018
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSEN.L
Xtrackers MSCI USA Energy UCITS ETF 1D
2.13%2.70%2.70%3.24%3.69%3.27%7.11%2.78%0.68%

Frequently Asked Questions


With a correlation of 0.99, IESU.L and XSEN.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XSEN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSEN.L is cheaper with a 0.12% expense ratio, compared with 0.15% for IESU.L.

IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR, while XSEN.L tracks MSCI World/Energy NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for IESU.L and 0.12% for XSEN.L.

Portfolio Optimizer

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