SXRW.DE vs. ESIH.L
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and ESIH.L (iShares MSCI Europe Health Care Sector UCITS ETF) are both exchange-traded funds - SXRW.DE is a Europe Equities fund tracking the FTSE 100, while ESIH.L is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD. Both are passively managed. Over the past 5 years, SXRW.DE returned 11.64%/yr vs 5.21%/yr for ESIH.L. At a 0.49 correlation, their price movements are largely independent. SXRW.DE charges 0.07%/yr vs 0.18%/yr for ESIH.L.
Performance
SXRW.DE vs. ESIH.L - Performance Comparison
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Different Trading Currencies
SXRW.DE is traded in EUR, while ESIH.L is traded in GBP. To make them comparable, the ESIH.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRW.DE achieves a 8.05% return, which is significantly higher than ESIH.L's 0.10% return.
SXRW.DE
- 1D
- 1.62%
- 1M
- 1.39%
- YTD
- 8.05%
- 6M
- 11.78%
- 1Y
- 20.42%
- 3Y*
- 14.95%
- 5Y*
- 11.64%
- 10Y*
- 8.92%
ESIH.L
- 1D
- 0.74%
- 1M
- 2.34%
- YTD
- 0.10%
- 6M
- 1.71%
- 1Y
- 6.65%
- 3Y*
- 3.74%
- 5Y*
- 5.21%
- 10Y*
- —
SXRW.DE vs. ESIH.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 8.05% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | 2.19% |
ESIH.L iShares MSCI Europe Health Care Sector UCITS ETF | 0.10% | 6.89% | 4.25% | 7.70% | -3.68% | 24.70% | -10.79% |
Correlation
The correlation between SXRW.DE and ESIH.L is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2020 | 0.49 |
The correlation between SXRW.DE and ESIH.L has been stable across timeframes, ranging from 0.49 to 0.52 - a consistent structural relationship.
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Return for Risk
SXRW.DE vs. ESIH.L — Risk / Return Rank
SXRW.DE
ESIH.L
SXRW.DE vs. ESIH.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.L). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXRW.DE | ESIH.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.07 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 0.42 | +2.12 |
| Martin ratioReturn relative to average drawdown | 9.30 | 0.95 | +8.35 |
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Drawdowns
SXRW.DE vs. ESIH.L - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, which is greater than ESIH.L's maximum drawdown of -25.57%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and ESIH.L.
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Drawdown Indicators
| SXRW.DE | ESIH.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -25.57% | -14.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -12.83% | +4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -25.57% | +8.71% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -25.57% | +8.71% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | — | — |
Current DrawdownCurrent decline from peak | -1.33% | -9.32% | +7.99% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -8.20% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 5.51% | -3.35% |
Volatility
SXRW.DE vs. ESIH.L - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) is 4.45%, while iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.L) has a volatility of 5.06%. This indicates that SXRW.DE experiences smaller price fluctuations and is considered to be less risky than ESIH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRW.DE | ESIH.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 5.06% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 11.96% | -1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 16.91% | -4.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 17.75% | -3.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 18.00% | -1.10% |
SXRW.DE vs. ESIH.L - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than ESIH.L'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
SXRW.DE vs. ESIH.L - Dividend Comparison
Neither SXRW.DE nor ESIH.L has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and ESIH.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for ESIH.L.
SXRW.DE is categorized as Europe Equities, while ESIH.L is Health & Biotech Equities. SXRW.DE tracks FTSE 100, while ESIH.L tracks MSCI World/Health Care NR USD. Their fees differ too: 0.07% for SXRW.DE and 0.18% for ESIH.L.
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