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ESIC.L vs. ESIN.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESIC.L vs. ESIN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc) (ESIC.L) and iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc (ESIN.L). The values are adjusted to include any dividend payments, if applicable.

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ESIC.L vs. ESIN.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESIC.L
iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc)
-15.90%7.11%-1.15%12.93%-11.01%1.07%
ESIN.L
iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc
2.26%31.04%9.74%24.40%-11.34%9.01%

Returns By Period

In the year-to-date period, ESIC.L achieves a -15.90% return, which is significantly lower than ESIN.L's 2.26% return.


ESIC.L

1D
2.76%
1M
-6.45%
YTD
-15.90%
6M
-12.32%
1Y
-7.62%
3Y*
-5.01%
5Y*
-0.80%
10Y*

ESIN.L

1D
3.87%
1M
-6.77%
YTD
2.26%
6M
3.94%
1Y
22.26%
3Y*
17.90%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESIC.L vs. ESIN.L - Expense Ratio Comparison

Both ESIC.L and ESIN.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

ESIC.L vs. ESIN.L — Risk / Return Rank

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

ESIC.L
ESIC.L Risk / Return Rank: 55
Overall Rank
ESIC.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ESIC.L Sortino Ratio Rank: 55
Sortino Ratio Rank
ESIC.L Omega Ratio Rank: 55
Omega Ratio Rank
ESIC.L Calmar Ratio Rank: 77
Calmar Ratio Rank
ESIC.L Martin Ratio Rank: 33
Martin Ratio Rank

ESIN.L
ESIN.L Risk / Return Rank: 6161
Overall Rank
ESIN.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ESIN.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
ESIN.L Omega Ratio Rank: 5858
Omega Ratio Rank
ESIN.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
ESIN.L Martin Ratio Rank: 6060
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.

ESIC.L vs. ESIN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc) (ESIC.L) and iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc (ESIN.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.


ESIC.LESIN.LDifference

Sharpe ratio

Return per unit of total volatility

-0.40

1.17

-1.57

Sortino ratio

Return per unit of downside risk

-0.44

1.65

-2.10

Omega ratio

Gain probability vs. loss probability

0.95

1.23

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.35

1.63

-1.98

Martin ratio

Return relative to average drawdown

-1.07

6.45

-7.52

ESIC.L vs. ESIN.L - Sharpe Ratio Comparison

The current ESIC.L Sharpe Ratio is -0.40, which is lower than the ESIN.L Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of ESIC.L and ESIN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ESIC.LESIN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

1.17

-1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.69

-0.61

Correlation

The correlation between ESIC.L and ESIN.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ESIC.L vs. ESIN.L - Dividend Comparison

Neither ESIC.L nor ESIN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ESIC.L vs. ESIN.L - Drawdown Comparison

The maximum ESIC.L drawdown since its inception was -28.93%, which is greater than ESIN.L's maximum drawdown of -24.82%. Use the drawdown chart below to compare losses from any high point for ESIC.L and ESIN.L.


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Drawdown Indicators


ESIC.LESIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.93%

-24.82%

-4.11%

Max Drawdown (1Y)

Largest decline over 1 year

-21.82%

-14.11%

-7.71%

Max Drawdown (5Y)

Largest decline over 5 years

-28.93%

Current Drawdown

Current decline from peak

-19.68%

-8.65%

-11.03%

Average Drawdown

Average peak-to-trough decline

-9.13%

-5.43%

-3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.10%

3.56%

+3.54%

Volatility

ESIC.L vs. ESIN.L - Volatility Comparison

The current volatility for iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc) (ESIC.L) is 6.74%, while iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc (ESIN.L) has a volatility of 9.27%. This indicates that ESIC.L experiences smaller price fluctuations and is considered to be less risky than ESIN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIC.LESIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

9.27%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

13.57%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

19.04%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.58%

18.10%

+2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.22%

18.10%

+2.12%