VUAA.DE vs. ESIF.DE
VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) and ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) are both exchange-traded funds - VUAA.DE is a S&P 500 fund tracking the S&P 500 Index, while ESIF.DE is a Financials Equities fund tracking the MSCI World/Financials NR USD. Both are passively managed. Over the past 5 years, VUAA.DE returned 14.61%/yr vs 20.35%/yr for ESIF.DE. A 0.50 correlation means they provide meaningful diversification when combined. VUAA.DE charges 0.07%/yr vs 0.18%/yr for ESIF.DE.
Performance
VUAA.DE vs. ESIF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VUAA.DE achieves a 11.52% return, which is significantly higher than ESIF.DE's 7.54% return.
VUAA.DE
- 1D
- 1.42%
- 1M
- 2.00%
- YTD
- 11.52%
- 6M
- 12.86%
- 1Y
- 26.67%
- 3Y*
- 18.58%
- 5Y*
- 14.61%
- 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*
- —
VUAA.DE vs. ESIF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.52% | 4.69% | 32.69% | 22.51% | -14.29% | 40.75% | 0.18% |
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 VUAA.DE and ESIF.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2020 | 0.50 |
The correlation between VUAA.DE and ESIF.DE shifts across timeframes, from 0.44 (3 years) to 0.54 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VUAA.DE vs. ESIF.DE — Risk / Return Rank
VUAA.DE
ESIF.DE
VUAA.DE vs. ESIF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.
| VUAA.DE | ESIF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.28 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 2.38 | +1.41 |
| Martin ratioReturn relative to average drawdown | 13.55 | 8.11 | +5.43 |
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Drawdowns
VUAA.DE vs. ESIF.DE - Drawdown Comparison
The maximum VUAA.DE drawdown since its inception was -33.67%, 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 VUAA.DE and ESIF.DE.
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Drawdown Indicators
| VUAA.DE | ESIF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.67% | -22.87% | -10.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | -12.35% | +5.35% |
Max Drawdown (3Y)Largest decline over 3 years | -23.33% | -17.08% | -6.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -22.87% | -0.46% |
Current DrawdownCurrent decline from peak | -0.35% | 0.00% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -4.12% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 3.62% | -1.66% |
Volatility
VUAA.DE vs. ESIF.DE - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) is 3.33%, while iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) has a volatility of 5.58%. This indicates that VUAA.DE experiences smaller price fluctuations and is considered to be less risky 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
| VUAA.DE | ESIF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 5.58% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 7.92% | 14.93% | -7.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.76% | 18.27% | -6.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.15% | 19.05% | -3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 18.88% | -1.27% |
VUAA.DE vs. ESIF.DE - Expense Ratio Comparison
VUAA.DE has a 0.07% 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
VUAA.DE vs. ESIF.DE - Dividend Comparison
Neither VUAA.DE nor ESIF.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 0.00% | 0.00% | 0.27% | 0.00% | 0.00% | 0.00% | 1.09% |
Frequently Asked Questions
VUAA.DE and ESIF.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for ESIF.DE.
VUAA.DE is categorized as S&P 500, while ESIF.DE is Financials Equities. VUAA.DE tracks S&P 500 Index, while ESIF.DE tracks MSCI World/Financials NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VUAA.DE and 0.18% for ESIF.DE.
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