PortfoliosLab logoPortfoliosLab logo
SMLD.DE vs. ESIE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMLD.DE vs. ESIE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SMLD.DE achieves a 20.75% return, which is significantly lower than ESIE.DE's 35.70% return.


SMLD.DE

1D
-0.66%
1M
0.52%
YTD
20.75%
6M
14.96%
1Y
13.71%
3Y*
20.56%
5Y*
25.24%
10Y*
15.33%

ESIE.DE

1D
-1.24%
1M
-2.61%
YTD
35.70%
6M
31.40%
1Y
55.16%
3Y*
17.75%
5Y*
19.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
20.75%-8.86%35.22%27.59%49.18%62.11%1.74%
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 SMLD.DE and ESIE.DE is 0.54, 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

0.54

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

0.49

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

0.59

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

0.58

The correlation between SMLD.DE and ESIE.DE has been stable across timeframes, ranging from 0.49 to 0.59 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

SMLD.DE
SMLD.DE Risk / Return Rank: 2020
Overall Rank
SMLD.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SMLD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SMLD.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SMLD.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
SMLD.DE Martin Ratio Rank: 1919
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.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.


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

-1.89

Sortino ratioReturn per unit of downside risk

-1.99

Omega ratioGain probability vs. loss probability

1.15

1.41

-0.26

Calmar ratioReturn relative to maximum drawdown

0.92

4.45

-3.53

Martin ratioReturn relative to average drawdown

1.91

14.31

-12.40

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

The current SMLD.DE Sharpe Ratio is 0.51, which is lower than the ESIE.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of SMLD.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.


Loading charts...

Sharpe Ratios by Period


SMLD.DEESIE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

2.40

-1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

0.82

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.93

-0.64

Drawdowns

SMLD.DE vs. ESIE.DE - Drawdown Comparison

The maximum SMLD.DE drawdown since its inception was -73.78%, 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 SMLD.DE and ESIE.DE.


Loading charts...

Drawdown Indicators


SMLD.DEESIE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.78%

-26.20%

-47.58%

Max Drawdown (1Y)

Largest decline over 1 year

-14.77%

-12.33%

-2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-22.99%

-26.20%

+3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

-26.20%

+3.21%

Max Drawdown (10Y)

Largest decline over 10 years

-70.79%

Current Drawdown

Current decline from peak

-3.47%

-6.72%

+3.25%

Average Drawdown

Average peak-to-trough decline

-17.76%

-6.68%

-11.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.16%

3.84%

+3.32%

Volatility

SMLD.DE vs. ESIE.DE - Volatility Comparison

The current volatility for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) is 5.38%, while iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a volatility of 7.06%. This indicates that SMLD.DE experiences smaller price fluctuations and is considered to be less risky than ESIE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SMLD.DEESIE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

7.06%

-1.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

19.84%

-7.05%

Volatility (1Y)

Calculated over the trailing 1-year period

26.64%

22.89%

+3.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.60%

23.75%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.70%

24.16%

+10.54%

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

SMLD.DE has a 0.50% expense ratio, which is higher than ESIE.DE's 0.18% expense ratio.


Dividends

SMLD.DE vs. ESIE.DE - Dividend Comparison

SMLD.DE's dividend yield for the trailing twelve months is around 7.55%, while ESIE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ESIE.DE
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
7.55%8.45%12.45%18.33%14.40%17.94%25.01%18.21%21.61%18.39%14.39%20.63%

Frequently Asked Questions


SMLD.DE and ESIE.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESIE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESIE.DE is cheaper with a 0.18% expense ratio, compared with 0.50% for SMLD.DE.

SMLD.DE tracks Morningstar MLP Composite, while ESIE.DE tracks MSCI World/Energy NR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.50% for SMLD.DE and 0.18% for ESIE.DE.

Portfolio Optimizer

Find the right allocation for SMLD.DE and ESIE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer