SXR8.DE vs. ESIE.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while ESIE.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 5 years, SXR8.DE returned 14.77%/yr vs 19.66%/yr for ESIE.DE. At a 0.23 correlation, their price movements are largely independent. SXR8.DE charges 0.07%/yr vs 0.18%/yr for ESIE.DE.
Performance
SXR8.DE vs. ESIE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXR8.DE achieves a 11.37% return, which is significantly lower than ESIE.DE's 35.70% return.
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
ESIE.DE
- 1D
- -1.24%
- 1M
- 1.63%
- YTD
- 35.70%
- 6M
- 33.07%
- 1Y
- 55.14%
- 3Y*
- 17.75%
- 5Y*
- 19.66%
- 10Y*
- —
SXR8.DE vs. ESIE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 1.05% |
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 SXR8.DE and ESIE.DE is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.23 |
The correlation between SXR8.DE and ESIE.DE shifts across timeframes, from -0.05 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
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
SXR8.DE vs. ESIE.DE — Risk / Return Rank
SXR8.DE
ESIE.DE
SXR8.DE vs. ESIE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
| SXR8.DE | ESIE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.41 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 4.45 | -0.87 |
| Martin ratioReturn relative to average drawdown | 12.71 | 14.31 | -1.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SXR8.DE | ESIE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.40 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.82 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.93 | -0.14 |
Drawdowns
SXR8.DE vs. ESIE.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, 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 SXR8.DE and ESIE.DE.
Loading charts...
Drawdown Indicators
| SXR8.DE | ESIE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -26.20% | -7.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -12.33% | +5.20% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -26.20% | +2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -26.20% | +2.88% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | — | — |
Current DrawdownCurrent decline from peak | -0.45% | -6.72% | +6.27% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -6.68% | +1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 3.84% | -1.83% |
Volatility
SXR8.DE vs. ESIE.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 2.65%, while iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a volatility of 7.06%. This indicates that SXR8.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
| SXR8.DE | ESIE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 7.06% | -4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 19.84% | -12.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 22.89% | -11.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 23.75% | -8.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 24.16% | -8.07% |
SXR8.DE vs. ESIE.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than ESIE.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SXR8.DE vs. ESIE.DE - Dividend Comparison
Neither SXR8.DE nor ESIE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and ESIE.DE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for ESIE.DE.
SXR8.DE is categorized as S&P 500, while ESIE.DE is Energy Equities. SXR8.DE tracks S&P 500 Index, while ESIE.DE tracks MSCI World/Energy NR USD. Their fees differ too: 0.07% for SXR8.DE and 0.18% for ESIE.DE.
Find the right allocation for SXR8.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