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SP20.AS vs. ESIF.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SP20.AS vs. ESIF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Top 20 UCITS ETF USD Acc (SP20.AS) and iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE). The values are adjusted to include any dividend payments, if applicable.

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SP20.AS vs. ESIF.DE - Yearly Performance Comparison


2026 (YTD)20252024
SP20.AS
iShares S&P 500 Top 20 UCITS ETF USD Acc
-10.91%19.56%5.33%
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)
-6.56%47.69%1.99%

Returns By Period

In the year-to-date period, SP20.AS achieves a -10.91% return, which is significantly lower than ESIF.DE's -6.56% return.


SP20.AS

1D
1.28%
1M
-6.28%
YTD
-10.91%
6M
-6.93%
1Y
22.34%
3Y*
5Y*
10Y*

ESIF.DE

1D
0.83%
1M
-7.96%
YTD
-6.56%
6M
3.04%
1Y
18.23%
3Y*
26.26%
5Y*
18.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SP20.AS vs. ESIF.DE - Expense Ratio Comparison

SP20.AS has a 0.20% expense ratio, which is higher than ESIF.DE's 0.18% 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%.


Return for Risk

SP20.AS vs. ESIF.DE — Risk / Return Rank

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

SP20.AS
SP20.AS Risk / Return Rank: 6868
Overall Rank
SP20.AS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SP20.AS Sortino Ratio Rank: 6969
Sortino Ratio Rank
SP20.AS Omega Ratio Rank: 6363
Omega Ratio Rank
SP20.AS Calmar Ratio Rank: 7272
Calmar Ratio Rank
SP20.AS Martin Ratio Rank: 7171
Martin Ratio Rank

ESIF.DE
ESIF.DE Risk / Return Rank: 4747
Overall Rank
ESIF.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ESIF.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
ESIF.DE Omega Ratio Rank: 4848
Omega Ratio Rank
ESIF.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
ESIF.DE Martin Ratio Rank: 4343
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.

SP20.AS vs. ESIF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Top 20 UCITS ETF USD Acc (SP20.AS) 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.


SP20.ASESIF.DEDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.89

+0.26

Sortino ratio

Return per unit of downside risk

1.73

1.26

+0.46

Omega ratio

Gain probability vs. loss probability

1.23

1.18

+0.05

Calmar ratio

Return relative to maximum drawdown

1.83

1.10

+0.73

Martin ratio

Return relative to average drawdown

7.28

4.01

+3.27

SP20.AS vs. ESIF.DE - Sharpe Ratio Comparison

The current SP20.AS Sharpe Ratio is 1.16, which is comparable to the ESIF.DE Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of SP20.AS and ESIF.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SP20.ASESIF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.89

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.09

-0.64

Correlation

The correlation between SP20.AS and ESIF.DE is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SP20.AS vs. ESIF.DE - Dividend Comparison

Neither SP20.AS nor ESIF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SP20.AS vs. ESIF.DE - Drawdown Comparison

The maximum SP20.AS drawdown since its inception was -23.48%, roughly equal to the maximum ESIF.DE drawdown of -22.93%. Use the drawdown chart below to compare losses from any high point for SP20.AS and ESIF.DE.


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Drawdown Indicators


SP20.ASESIF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.48%

-22.93%

-0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-15.05%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

Current Drawdown

Current decline from peak

-12.25%

-10.04%

-2.21%

Average Drawdown

Average peak-to-trough decline

-4.06%

-4.18%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

4.06%

-0.69%

Volatility

SP20.AS vs. ESIF.DE - Volatility Comparison

The current volatility for iShares S&P 500 Top 20 UCITS ETF USD Acc (SP20.AS) is 4.64%, while iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) has a volatility of 7.75%. This indicates that SP20.AS experiences smaller price fluctuations and is considered to be less risky 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


SP20.ASESIF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

7.75%

-3.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

12.59%

-1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

19.13%

20.41%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.37%

18.67%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.37%

18.69%

+0.68%