SXRV.DE vs. ESIE.DE
SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) and ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)) are both exchange-traded funds - SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 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, SXRV.DE returned 18.67%/yr vs 19.66%/yr for ESIE.DE. At a 0.12 correlation, their price movements are largely independent. SXRV.DE charges 0.36%/yr vs 0.18%/yr for ESIE.DE.
Performance
SXRV.DE vs. ESIE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRV.DE achieves a 20.57% return, which is significantly lower than ESIE.DE's 35.70% return.
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
ESIE.DE
- 1D
- -1.24%
- 1M
- 1.63%
- YTD
- 35.70%
- 6M
- 33.07%
- 1Y
- 55.14%
- 3Y*
- 17.75%
- 5Y*
- 19.66%
- 10Y*
- —
SXRV.DE vs. ESIE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 3.68% |
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 SXRV.DE and ESIE.DE is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.12 |
The correlation between SXRV.DE and ESIE.DE shifts across timeframes, from -0.10 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXRV.DE vs. ESIE.DE — Risk / Return Rank
SXRV.DE
ESIE.DE
SXRV.DE vs. ESIE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.
| SXRV.DE | ESIE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | 4.45 | -0.70 |
| Martin ratioReturn relative to average drawdown | 11.16 | 14.31 | -3.15 |
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
| SXRV.DE | ESIE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.40 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.82 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.93 | -0.02 |
Drawdowns
SXRV.DE vs. ESIE.DE - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -32.80%, 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 SXRV.DE and ESIE.DE.
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Drawdown Indicators
| SXRV.DE | ESIE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.80% | -26.20% | -6.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -12.33% | +2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | -26.20% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -31.33% | -26.20% | -5.13% |
Max Drawdown (10Y)Largest decline over 10 years | -31.33% | — | — |
Current DrawdownCurrent decline from peak | -0.83% | -6.72% | +5.89% |
Average DrawdownAverage peak-to-trough decline | -6.56% | -6.68% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.84% | -0.46% |
Volatility
SXRV.DE vs. ESIE.DE - Volatility Comparison
The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) is 4.26%, while iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a volatility of 7.06%. This indicates that SXRV.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.
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Volatility by Period
| SXRV.DE | ESIE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 7.06% | -2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 19.84% | -8.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 22.89% | -7.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 23.75% | -3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 24.16% | -4.51% |
SXRV.DE vs. ESIE.DE - Expense Ratio Comparison
SXRV.DE has a 0.36% expense ratio, which is higher than ESIE.DE's 0.18% expense ratio.
Dividends
SXRV.DE vs. ESIE.DE - Dividend Comparison
Neither SXRV.DE nor ESIE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRV.DE and ESIE.DE have a correlation of -0.10, 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 0.36% for SXRV.DE.
SXRV.DE is categorized as Nasdaq-100, while ESIE.DE is Energy Equities. SXRV.DE tracks NASDAQ-100 Index, while ESIE.DE tracks MSCI World/Energy NR USD. Their fees differ too: 0.36% for SXRV.DE and 0.18% for ESIE.DE.
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