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ESIN.DE vs. 5MVW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIN.DE vs. 5MVW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.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, ESIN.DE achieves a 8.75% return, which is significantly lower than 5MVW.DE's 32.79% return.


ESIN.DE

1D
0.51%
1M
-2.69%
YTD
8.75%
6M
10.94%
1Y
14.73%
3Y*
19.52%
5Y*
12.86%
10Y*

5MVW.DE

1D
-0.61%
1M
3.30%
YTD
32.79%
6M
28.70%
1Y
44.89%
3Y*
15.65%
5Y*
20.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIN.DE vs. 5MVW.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESIN.DE
iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)
8.75%25.30%14.45%26.98%-16.86%13.86%
5MVW.DE
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
32.79%2.17%7.57%0.01%54.20%14.23%

Correlation

The correlation between ESIN.DE and 5MVW.DE is -0.14, 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

-0.14

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 May 19, 2021

0.20

The correlation between ESIN.DE and 5MVW.DE shifts across timeframes, from -0.14 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ESIN.DE vs. 5MVW.DE — Risk / Return Rank

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

ESIN.DE
ESIN.DE Risk / Return Rank: 2525
Overall Rank
ESIN.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ESIN.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
ESIN.DE Omega Ratio Rank: 2323
Omega Ratio Rank
ESIN.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
ESIN.DE Martin Ratio Rank: 3030
Martin Ratio Rank

5MVW.DE
5MVW.DE Risk / Return Rank: 6060
Overall Rank
5MVW.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
5MVW.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
5MVW.DE Omega Ratio Rank: 6262
Omega Ratio Rank
5MVW.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
5MVW.DE Martin Ratio Rank: 5757
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.

ESIN.DE vs. 5MVW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.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.


ESIN.DE5MVW.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.32

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.15

1.37

-0.21

Calmar ratioReturn relative to maximum drawdown

1.16

2.97

-1.81

Martin ratioReturn relative to average drawdown

4.21

9.81

-5.60

ESIN.DE vs. 5MVW.DE - Sharpe Ratio Comparison

The current ESIN.DE Sharpe Ratio is 0.78, which is lower than the 5MVW.DE Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of ESIN.DE and 5MVW.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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Sharpe Ratios by Period


ESIN.DE5MVW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

2.10

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.84

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.45

+0.25

Drawdowns

ESIN.DE vs. 5MVW.DE - Drawdown Comparison

The maximum ESIN.DE drawdown since its inception was -29.12%, smaller than the maximum 5MVW.DE drawdown of -56.87%. Use the drawdown chart below to compare losses from any high point for ESIN.DE and 5MVW.DE.


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Drawdown Indicators


ESIN.DE5MVW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.12%

-56.87%

+27.75%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-15.05%

+1.94%

Max Drawdown (3Y)

Largest decline over 3 years

-18.30%

-23.76%

+5.46%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

-23.76%

-5.36%

Current Drawdown

Current decline from peak

-2.69%

-7.49%

+4.80%

Average Drawdown

Average peak-to-trough decline

-6.30%

-13.53%

+7.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

4.56%

-0.95%

Volatility

ESIN.DE vs. 5MVW.DE - Volatility Comparison

The current volatility for iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) is 6.37%, while iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) has a volatility of 6.76%. This indicates that ESIN.DE experiences smaller price fluctuations and is considered to be less risky than 5MVW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIN.DE5MVW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

6.76%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

16.51%

18.33%

-1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

19.60%

21.33%

-1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.85%

23.99%

-5.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

29.20%

-10.39%

ESIN.DE vs. 5MVW.DE - Expense Ratio Comparison

Both ESIN.DE and 5MVW.DE 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%.


Dividends

ESIN.DE vs. 5MVW.DE - Dividend Comparison

ESIN.DE has not paid dividends to shareholders, while 5MVW.DE's dividend yield for the trailing twelve months is around 2.48%.


PositionTTM2025202420232022202120202019
5MVW.DE
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
2.48%3.29%3.54%3.64%3.41%3.49%5.08%0.63%
ESIN.DE
iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ESIN.DE and 5MVW.DE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ESIN.DE and 5MVW.DE have the same expense ratio: 0.18% per year.

ESIN.DE is categorized as Industrials Equities, while 5MVW.DE is Energy Equities. ESIN.DE tracks MSCI World/Materials NR USD, while 5MVW.DE tracks MSCI World Energy.

Portfolio Optimizer

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