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VMIG.L vs. ESIE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VMIG.L vs. ESIE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VMIG.L is traded in GBP, while ESIE.DE is traded in EUR. To make them comparable, the ESIE.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VMIG.L achieves a 5.33% return, which is significantly lower than ESIE.DE's 33.15% return.


VMIG.L

1D
1.60%
1M
3.93%
YTD
5.33%
6M
8.43%
1Y
12.81%
3Y*
12.77%
5Y*
6.27%
10Y*

ESIE.DE

1D
-2.01%
1M
0.67%
YTD
33.15%
6M
33.69%
1Y
49.03%
3Y*
17.22%
5Y*
19.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VMIG.L vs. ESIE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VMIG.L
Vanguard FTSE 250 UCITS ETF (GBP) Accumulating
5.33%13.52%11.01%11.96%-14.58%19.28%5.95%
ESIE.DE
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
33.15%21.21%-10.70%6.47%42.99%25.74%6.20%

Correlation

The correlation between VMIG.L and ESIE.DE is -0.18, 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

-0.18

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

0.12

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

0.20

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

0.21

The correlation between VMIG.L and ESIE.DE shifts across timeframes, from -0.18 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VMIG.L vs. ESIE.DE — Risk / Return Rank

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

VMIG.L
VMIG.L Risk / Return Rank: 3131
Overall Rank
VMIG.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VMIG.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
VMIG.L Omega Ratio Rank: 3131
Omega Ratio Rank
VMIG.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
VMIG.L Martin Ratio Rank: 3131
Martin Ratio Rank

ESIE.DE
ESIE.DE Risk / Return Rank: 7070
Overall Rank
ESIE.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ESIE.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
ESIE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
ESIE.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
ESIE.DE Martin Ratio Rank: 7171
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.

VMIG.L vs. ESIE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) 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.

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.


VMIG.LESIE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.19

1.37

-0.18

Calmar ratioReturn relative to maximum drawdown

1.10

3.85

-2.75

Martin ratioReturn relative to average drawdown

3.96

11.24

-7.28

VMIG.L vs. ESIE.DE - Sharpe Ratio Comparison

The current VMIG.L Sharpe Ratio is 1.03, which is lower than the ESIE.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of VMIG.L and ESIE.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

VMIG.L vs. ESIE.DE - Drawdown Comparison

The maximum VMIG.L drawdown since its inception was -41.38%, which is greater than ESIE.DE's maximum drawdown of -26.24%. Use the drawdown chart below to compare losses from any high point for VMIG.L and ESIE.DE.


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Drawdown Indicators


VMIG.LESIE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.38%

-26.24%

-15.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-12.66%

+1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-14.60%

-26.24%

+11.64%

Max Drawdown (5Y)

Largest decline over 5 years

-27.02%

-26.24%

-0.78%

Current Drawdown

Current decline from peak

-0.54%

-8.64%

+8.10%

Average Drawdown

Average peak-to-trough decline

-7.76%

-7.10%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

4.35%

-1.12%

Volatility

VMIG.L vs. ESIE.DE - Volatility Comparison

The current volatility for Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) is 3.69%, while iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a volatility of 7.00%. This indicates that VMIG.L 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


VMIG.LESIE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

7.00%

-3.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.30%

20.12%

-9.82%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

23.11%

-10.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.07%

23.48%

-8.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

23.91%

-6.54%

VMIG.L vs. ESIE.DE - Expense Ratio Comparison

VMIG.L has a 0.10% 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

VMIG.L vs. ESIE.DE - Dividend Comparison

Neither VMIG.L nor ESIE.DE has paid dividends to shareholders.


PositionTTM2025202420232022202120202019
ESIE.DE
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VMIG.L
Vanguard FTSE 250 UCITS ETF (GBP) Accumulating
0.00%0.51%3.22%3.33%3.21%2.55%2.05%1.41%

Frequently Asked Questions


VMIG.L and ESIE.DE have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VMIG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VMIG.L is cheaper with a 0.10% expense ratio, compared with 0.18% for ESIE.DE.

VMIG.L is categorized as Europe Equities, while ESIE.DE is Energy Equities. VMIG.L tracks FTSE 250 Ex Investment Trust TR GBP, while ESIE.DE tracks MSCI World/Energy NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VMIG.L and 0.18% for ESIE.DE.

Portfolio Optimizer

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