VDPG.L vs. ESIE.L

Last updated Jun 5, 2026

VDPG.L (Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc) and ESIE.L (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)) are both exchange-traded funds - VDPG.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pac Ex JPN NR USD, while ESIE.L is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 5 years, VDPG.L returned 13.72%/yr vs 19.85%/yr for ESIE.L. At a 0.30 correlation, their price movements are largely independent. VDPG.L charges 0.15%/yr vs 0.18%/yr for ESIE.L.

Performance

VDPG.L vs. ESIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VDPG.L achieves a 53.85% return, which is significantly higher than ESIE.L's 34.22% return.

VDPG.L

• 1D: -0.73%
• 1M: 15.08%
• YTD: 53.85%
• 6M: 59.61%
• 1Y: 91.14%
• 3Y*: 26.43%
• 5Y*: 13.72%
• 10Y*: —

ESIE.L

• 1D: -1.00%
• 1M: -2.31%
• YTD: 34.22%
• 6M: 30.17%
• 1Y: 59.36%
• 3Y*: 17.82%
• 5Y*: 19.85%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VDPG.L vs. ESIE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
VDPG.L Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc	53.85%	30.58%	-3.05%	4.09%	-1.89%	1.95%	6.66%
ESIE.L iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)	34.22%	20.13%	-9.70%	6.04%	44.68%	26.96%	1.47%

Correlation

The correlation between VDPG.L and ESIE.L is -0.07, 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	-0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (All Time) Calculated using the full available price history since Nov 24, 2020	0.30

The correlation between VDPG.L and ESIE.L shifts across timeframes, from -0.07 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.

VDPG.L vs. ESIE.L - Sectors Allocation Comparison

Sectors	VDPG.L	ESIE.L
Technology	30.2%	-
Financial Services	25.3%	-
Industrials	12.5%	-
Basic Materials	9.5%	-
Consumer Cyclical	5.3%	-
Real Estate	4.9%	-
Healthcare	3.3%	-
Consumer Defensive	2.5%	-
Communication Services	2.4%	0.9%
Energy	2.3%	99.1%
Utilities	2.0%	-

Return for Risk

VDPG.L vs. ESIE.L — Risk / Return Rank

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

VDPG.L

VDPG.L Risk / Return Rank: 95
VDPG.L Sharpe Ratio Rank: 97
VDPG.L Sortino Ratio Rank: 96
VDPG.L Omega Ratio Rank: 96
VDPG.L Calmar Ratio Rank: 93
VDPG.L Martin Ratio Rank: 94

ESIE.L

ESIE.L Risk / Return Rank: 78
ESIE.L Sharpe Ratio Rank: 81
ESIE.L Sortino Ratio Rank: 68
ESIE.L Omega Ratio Rank: 77
ESIE.L Calmar Ratio Rank: 87
ESIE.L Martin Ratio Rank: 78

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.

VDPG.L vs. ESIE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.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.

	VDPG.L	ESIE.L	Difference
Sharpe ratio: Return per unit of total volatility	4.56	2.58	+1.98
Sortino ratio: Return per unit of downside risk	5.38	3.08	+2.30
Omega ratio: Gain probability vs. loss probability	1.81	1.45	+0.36
Calmar ratio: Return relative to maximum drawdown	6.87	4.87	+2.00
Martin ratio: Return relative to average drawdown	25.62	14.82	+10.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VDPG.L vs. ESIE.L - Sharpe Ratio Comparison

The current VDPG.L Sharpe Ratio is 4.56, which is higher than the ESIE.L Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of VDPG.L and ESIE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VDPG.L	ESIE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.56	2.58	+1.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	0.82	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.86	-0.11

Drawdowns

VDPG.L vs. ESIE.L - Drawdown Comparison

The maximum VDPG.L drawdown since its inception was -30.11%, which is greater than ESIE.L's maximum drawdown of -27.35%. Use the drawdown chart below to compare losses from any high point for VDPG.L and ESIE.L.

Drawdown Indicators

	VDPG.L	ESIE.L	Difference
Max Drawdown Largest peak-to-trough decline	-30.11%	-27.35%	-2.76%
Max Drawdown (1Y) Largest decline over 1 year	-13.45%	-12.13%	-1.32%
Max Drawdown (3Y) Largest decline over 3 years	-16.71%	-27.35%	+10.64%
Max Drawdown (5Y) Largest decline over 5 years	-17.64%	-27.35%	+9.71%
Current Drawdown Current decline from peak	-0.73%	-6.99%	+6.26%
Average Drawdown Average peak-to-trough decline	-5.88%	-8.23%	+2.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.61%	3.99%	-0.38%

Volatility

VDPG.L vs. ESIE.L - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) has a higher volatility of 10.34% compared to iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.L) at 8.04%. This indicates that VDPG.L's price experiences larger fluctuations and is considered to be riskier than ESIE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VDPG.L	ESIE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.34%	8.04%	+2.30%
Volatility (6M) Calculated over the trailing 6-month period	17.86%	19.18%	-1.32%
Volatility (1Y) Calculated over the trailing 1-year period	20.26%	22.92%	-2.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.89%	24.32%	-8.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.41%	24.58%	-6.17%

VDPG.L vs. ESIE.L - Expense Ratio Comparison

VDPG.L has a 0.15% expense ratio, which is lower than ESIE.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

VDPG.L vs. ESIE.L - Dividend Comparison

Neither VDPG.L nor ESIE.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both VDPG.L and ESIE.L in my portfolio?

VDPG.L and ESIE.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VDPG.L or ESIE.L?

On fees, VDPG.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VDPG.L or ESIE.L?

VDPG.L is cheaper with a 0.15% expense ratio, compared with 0.18% for ESIE.L.

What is the main difference between VDPG.L and ESIE.L?

VDPG.L is categorized as Asia Pacific Equities, while ESIE.L is Energy Equities. VDPG.L tracks MSCI AC Asia Pac Ex JPN NR USD, while ESIE.L tracks MSCI World/Energy NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for VDPG.L and 0.18% for ESIE.L.