IUS2.DE vs. ESIF.DE
IUS2.DE (iShares S&P U.S. Banks UCITS ETF USD (Acc)) and ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) are both Financials Equities funds from iShares - IUS2.DE tracks the S&P 900 Banks 7/4 Capped while ESIF.DE tracks the MSCI World/Financials NR USD. Both are passively managed. Over the past 5 years, IUS2.DE returned 5.75%/yr vs 19.48%/yr for ESIF.DE. A 0.62 correlation means they provide meaningful diversification when combined. IUS2.DE charges 0.35%/yr vs 0.18%/yr for ESIF.DE.
Performance
IUS2.DE vs. ESIF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUS2.DE achieves a 4.22% return, which is significantly higher than ESIF.DE's 3.87% return.
IUS2.DE
- 1D
- 3.48%
- 1M
- 1.75%
- YTD
- 4.22%
- 6M
- 7.92%
- 1Y
- 25.71%
- 3Y*
- 22.96%
- 5Y*
- 5.75%
- 10Y*
- —
ESIF.DE
- 1D
- 0.61%
- 1M
- 0.49%
- YTD
- 3.87%
- 6M
- 10.51%
- 1Y
- 22.17%
- 3Y*
- 28.94%
- 5Y*
- 19.48%
- 10Y*
- —
IUS2.DE vs. ESIF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 4.22% | 8.89% | 33.51% | -6.27% | -14.40% | 53.00% | 5.83% |
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 IUS2.DE and ESIF.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.62 |
The correlation between IUS2.DE and ESIF.DE has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.
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Return for Risk
IUS2.DE vs. ESIF.DE — Risk / Return Rank
IUS2.DE
ESIF.DE
IUS2.DE vs. ESIF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.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.
| IUS2.DE | ESIF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.81 | -0.07 |
| Martin ratioReturn relative to average drawdown | 4.72 | 6.04 | -1.32 |
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
| IUS2.DE | ESIF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.25 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 1.02 | -0.80 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 1.16 | -0.96 |
Drawdowns
IUS2.DE vs. ESIF.DE - Drawdown Comparison
The maximum IUS2.DE drawdown since its inception was -49.73%, 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 IUS2.DE and ESIF.DE.
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Drawdown Indicators
| IUS2.DE | ESIF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.73% | -22.93% | -26.80% |
Max Drawdown (1Y)Largest decline over 1 year | -14.73% | -12.38% | -2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -32.32% | -17.10% | -15.22% |
Max Drawdown (5Y)Largest decline over 5 years | -48.08% | -22.93% | -25.15% |
Current DrawdownCurrent decline from peak | -3.92% | -2.65% | -1.27% |
Average DrawdownAverage peak-to-trough decline | -16.24% | -4.14% | -12.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 3.72% | +1.72% |
Volatility
IUS2.DE vs. ESIF.DE - Volatility Comparison
iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) has a higher volatility of 5.80% compared to iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) at 5.37%. This indicates that IUS2.DE's price experiences larger fluctuations and is considered to be riskier 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
| IUS2.DE | ESIF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 5.37% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 15.40% | 14.59% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.99% | 17.99% | +3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.98% | 18.96% | +8.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.10% | 18.84% | +11.26% |
IUS2.DE vs. ESIF.DE - Expense Ratio Comparison
IUS2.DE has a 0.35% expense ratio, which is higher than ESIF.DE's 0.18% expense ratio.
Dividends
IUS2.DE vs. ESIF.DE - Dividend Comparison
Neither IUS2.DE nor ESIF.DE has paid dividends to shareholders.
Frequently Asked Questions
IUS2.DE and ESIF.DE have a correlation of 0.55, 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 0.35% for IUS2.DE.
IUS2.DE tracks S&P 900 Banks 7/4 Capped, while ESIF.DE tracks MSCI World/Financials NR USD. Their fees differ too: 0.35% for IUS2.DE and 0.18% for ESIF.DE.
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