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VGEK.DE vs. ESIF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGEK.DE vs. ESIF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) 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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Returns By Period

In the year-to-date period, VGEK.DE achieves a 52.92% return, which is significantly higher than ESIF.DE's 7.54% return.


VGEK.DE

1D
2.51%
1M
9.47%
YTD
52.92%
6M
59.20%
1Y
82.62%
3Y*
25.05%
5Y*
13.25%
10Y*

ESIF.DE

1D
1.42%
1M
6.38%
YTD
7.54%
6M
11.44%
1Y
29.59%
3Y*
29.86%
5Y*
20.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGEK.DE vs. ESIF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VGEK.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating
52.92%25.01%1.00%6.45%-7.38%9.39%7.12%
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)
7.54%47.72%25.25%21.60%-2.85%29.01%2.38%

Correlation

The correlation between VGEK.DE and ESIF.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2020

0.55

The correlation between VGEK.DE and ESIF.DE shifts across timeframes, from 0.46 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VGEK.DE vs. ESIF.DE — Risk / Return Rank

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

VGEK.DE
VGEK.DE Risk / Return Rank: 9494
Overall Rank
VGEK.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VGEK.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
VGEK.DE Omega Ratio Rank: 9494
Omega Ratio Rank
VGEK.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
VGEK.DE Martin Ratio Rank: 9393
Martin Ratio Rank

ESIF.DE
ESIF.DE Risk / Return Rank: 5151
Overall Rank
ESIF.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ESIF.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
ESIF.DE Omega Ratio Rank: 4848
Omega Ratio Rank
ESIF.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
ESIF.DE Martin Ratio Rank: 5151
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.

VGEK.DE vs. ESIF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) 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.

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.


VGEK.DEESIF.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.07

Sortino ratioReturn per unit of downside risk

+2.12

Omega ratioGain probability vs. loss probability

1.64

1.28

+0.36

Calmar ratioReturn relative to maximum drawdown

6.38

2.38

+4.00

Martin ratioReturn relative to average drawdown

23.21

8.11

+15.10

VGEK.DE vs. ESIF.DE - Sharpe Ratio Comparison

The current VGEK.DE Sharpe Ratio is 3.68, which is higher than the ESIF.DE Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of VGEK.DE and ESIF.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VGEK.DE vs. ESIF.DE - Drawdown Comparison

The maximum VGEK.DE drawdown since its inception was -36.88%, which is greater than ESIF.DE's maximum drawdown of -22.87%. Use the drawdown chart below to compare losses from any high point for VGEK.DE and ESIF.DE.


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Drawdown Indicators


VGEK.DEESIF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-22.87%

-14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.88%

-12.35%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-19.67%

-17.08%

-2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-19.67%

-22.87%

+3.20%

Current Drawdown

Current decline from peak

-1.59%

0.00%

-1.59%

Average Drawdown

Average peak-to-trough decline

-6.40%

-4.12%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

3.62%

-0.07%

Volatility

VGEK.DE vs. ESIF.DE - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) has a higher volatility of 10.22% compared to iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) at 5.58%. This indicates that VGEK.DE's price experiences larger fluctuations and is considered to be riskier 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


VGEK.DEESIF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.22%

5.58%

+4.64%

Volatility (6M)

Calculated over the trailing 6-month period

19.99%

14.93%

+5.06%

Volatility (1Y)

Calculated over the trailing 1-year period

22.36%

18.27%

+4.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

19.05%

-2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.06%

18.88%

+1.18%

VGEK.DE vs. ESIF.DE - Expense Ratio Comparison

VGEK.DE has a 0.15% expense ratio, which is lower than ESIF.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

VGEK.DE vs. ESIF.DE - Dividend Comparison

Neither VGEK.DE nor ESIF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VGEK.DE and ESIF.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VGEK.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for ESIF.DE.

VGEK.DE is categorized as Asia Pacific Equities, while ESIF.DE is Financials Equities. VGEK.DE tracks FTSE Developed Asia Pacific ex Japan, while ESIF.DE tracks MSCI World/Financials NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for VGEK.DE and 0.18% for ESIF.DE.

Portfolio Optimizer

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