VWCG.DE vs. ESIF.DE
VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating) and ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) are both exchange-traded funds - VWCG.DE is a Europe Equities fund tracking the FTSE Developed Europe, while ESIF.DE is a Financials Equities fund tracking the MSCI World/Financials NR USD. Both are passively managed. Over the past 5 years, VWCG.DE returned 9.96%/yr vs 19.48%/yr for ESIF.DE. Their correlation of 0.82 suggests significant overlap in exposure. VWCG.DE charges 0.10%/yr vs 0.18%/yr for ESIF.DE.
Performance
VWCG.DE vs. ESIF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VWCG.DE achieves a 7.34% return, which is significantly higher than ESIF.DE's 3.87% return.
VWCG.DE
- 1D
- 0.57%
- 1M
- 1.01%
- YTD
- 7.34%
- 6M
- 9.93%
- 1Y
- 16.18%
- 3Y*
- 14.09%
- 5Y*
- 9.96%
- 10Y*
- —
ESIF.DE
- 1D
- 0.61%
- 1M
- 0.49%
- YTD
- 3.87%
- 6M
- 10.51%
- 1Y
- 22.17%
- 3Y*
- 28.94%
- 5Y*
- 19.48%
- 10Y*
- —
VWCG.DE vs. ESIF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 7.34% | 20.45% | 8.94% | 16.07% | -9.71% | 24.74% | 3.24% |
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 3.87% | 47.69% | 25.31% | 21.61% | -2.88% | 29.09% | 3.24% |
Correlation
The correlation between VWCG.DE and ESIF.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.82 |
The correlation between VWCG.DE and ESIF.DE has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.
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Return for Risk
VWCG.DE vs. ESIF.DE — Risk / Return Rank
VWCG.DE
ESIF.DE
VWCG.DE vs. ESIF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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.
| VWCG.DE | ESIF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.81 | -0.11 |
| Martin ratioReturn relative to average drawdown | 6.40 | 6.04 | +0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VWCG.DE | ESIF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.25 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 1.02 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 1.16 | -0.52 |
Drawdowns
VWCG.DE vs. ESIF.DE - Drawdown Comparison
The maximum VWCG.DE drawdown since its inception was -35.68%, which is greater than ESIF.DE's maximum drawdown of -22.93%. Use the drawdown chart below to compare losses from any high point for VWCG.DE and ESIF.DE.
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Drawdown Indicators
| VWCG.DE | ESIF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.68% | -22.93% | -12.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -12.38% | +2.80% |
Max Drawdown (3Y)Largest decline over 3 years | -16.07% | -17.10% | +1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -20.10% | -22.93% | +2.83% |
Current DrawdownCurrent decline from peak | -1.51% | -2.65% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -4.14% | -0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 3.72% | -1.17% |
Volatility
VWCG.DE vs. ESIF.DE - Volatility Comparison
The current volatility for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) is 4.33%, while iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) has a volatility of 5.37%. This indicates that VWCG.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
| VWCG.DE | ESIF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.37% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 14.59% | -3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.91% | 17.99% | -5.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 18.96% | -4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 18.84% | -1.75% |
VWCG.DE vs. ESIF.DE - Expense Ratio Comparison
VWCG.DE has a 0.10% 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
VWCG.DE vs. ESIF.DE - Dividend Comparison
Neither VWCG.DE nor ESIF.DE has paid dividends to shareholders.
Frequently Asked Questions
VWCG.DE and ESIF.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWCG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCG.DE is cheaper with a 0.10% expense ratio, compared with 0.18% for ESIF.DE.
VWCG.DE is categorized as Europe Equities, while ESIF.DE is Financials Equities. VWCG.DE tracks FTSE Developed Europe, while ESIF.DE tracks MSCI World/Financials NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VWCG.DE and 0.18% for ESIF.DE.
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