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IS3N.DE vs. ESIE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3N.DE vs. ESIE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS3N.DE achieves a 25.82% return, which is significantly lower than ESIE.DE's 35.70% return.


IS3N.DE

1D
-1.45%
1M
3.11%
YTD
25.82%
6M
26.34%
1Y
45.77%
3Y*
19.99%
5Y*
8.61%
10Y*
10.00%

ESIE.DE

1D
-1.24%
1M
1.63%
YTD
35.70%
6M
33.07%
1Y
55.14%
3Y*
17.75%
5Y*
19.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3N.DE vs. ESIE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
25.82%17.14%13.87%7.20%-14.09%7.38%3.39%
ESIE.DE
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
35.70%15.26%-6.63%8.58%35.56%35.47%6.12%

Correlation

The correlation between IS3N.DE and ESIE.DE is -0.08, 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

-0.08

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

0.20

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

0.28

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2020

0.27

The correlation between IS3N.DE and ESIE.DE shifts across timeframes, from -0.08 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IS3N.DE vs. ESIE.DE — Risk / Return Rank

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

IS3N.DE
IS3N.DE Risk / Return Rank: 8282
Overall Rank
IS3N.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 8282
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 8282
Martin Ratio Rank

ESIE.DE
ESIE.DE Risk / Return Rank: 7474
Overall Rank
ESIE.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ESIE.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
ESIE.DE Omega Ratio Rank: 7171
Omega Ratio Rank
ESIE.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
ESIE.DE Martin Ratio Rank: 7676
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.

IS3N.DE vs. ESIE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.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.


IS3N.DEESIE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.49

1.41

+0.07

Calmar ratioReturn relative to maximum drawdown

4.42

4.45

-0.03

Martin ratioReturn relative to average drawdown

16.00

14.31

+1.69

IS3N.DE vs. ESIE.DE - Sharpe Ratio Comparison

The current IS3N.DE Sharpe Ratio is 2.69, which is comparable to the ESIE.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of IS3N.DE and ESIE.DE, 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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Sharpe Ratios by Period


IS3N.DEESIE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

2.40

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.82

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.93

-0.49

Drawdowns

IS3N.DE vs. ESIE.DE - Drawdown Comparison

The maximum IS3N.DE drawdown since its inception was -35.06%, which is greater than ESIE.DE's maximum drawdown of -26.20%. Use the drawdown chart below to compare losses from any high point for IS3N.DE and ESIE.DE.


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Drawdown Indicators


IS3N.DEESIE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.06%

-26.20%

-8.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-12.33%

+1.81%

Max Drawdown (3Y)

Largest decline over 3 years

-19.17%

-26.20%

+7.03%

Max Drawdown (5Y)

Largest decline over 5 years

-22.01%

-26.20%

+4.19%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

Current Drawdown

Current decline from peak

-2.49%

-6.72%

+4.23%

Average Drawdown

Average peak-to-trough decline

-9.30%

-6.68%

-2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.84%

-0.93%

Volatility

IS3N.DE vs. ESIE.DE - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) have volatilities of 7.16% and 7.06%, 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


IS3N.DEESIE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

7.06%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

14.69%

19.84%

-5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.32%

22.89%

-5.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

23.75%

-7.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

24.16%

-6.12%

IS3N.DE vs. ESIE.DE - Expense Ratio Comparison

Both IS3N.DE and ESIE.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IS3N.DE vs. ESIE.DE - Dividend Comparison

Neither IS3N.DE nor ESIE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS3N.DE and ESIE.DE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IS3N.DE and ESIE.DE have the same expense ratio: 0.18% per year.

IS3N.DE is categorized as Emerging Markets Equities, while ESIE.DE is Energy Equities. IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI), while ESIE.DE tracks MSCI World/Energy NR USD.

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