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ESIN.DE vs. DXSC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIN.DE vs. DXSC.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 Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ESIN.DE having a 8.75% return and DXSC.DE slightly lower at 8.73%.


ESIN.DE

1D
0.51%
1M
0.39%
YTD
8.75%
6M
11.05%
1Y
15.27%
3Y*
19.52%
5Y*
12.86%
10Y*

DXSC.DE

1D
-0.44%
1M
6.46%
YTD
8.73%
6M
11.33%
1Y
8.30%
3Y*
9.32%
5Y*
4.03%
10Y*
12.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIN.DE vs. DXSC.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%
DXSC.DE
Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C
8.73%8.23%-1.25%18.77%-13.04%0.58%

Correlation

The correlation between ESIN.DE and DXSC.DE is 0.65, 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

0.65

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

0.71

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

0.74

Correlation (All Time)
Calculated using the full available price history since May 19, 2021

0.74

The correlation between ESIN.DE and DXSC.DE has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.

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Return for Risk

ESIN.DE vs. DXSC.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

DXSC.DE
DXSC.DE Risk / Return Rank: 1717
Overall Rank
DXSC.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DXSC.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
DXSC.DE Omega Ratio Rank: 1616
Omega Ratio Rank
DXSC.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
DXSC.DE Martin Ratio Rank: 1818
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. DXSC.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 Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.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.DEDXSC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.15

1.10

+0.06

Calmar ratioReturn relative to maximum drawdown

1.16

0.58

+0.58

Martin ratioReturn relative to average drawdown

4.21

1.79

+2.41

ESIN.DE vs. DXSC.DE - Sharpe Ratio Comparison

The current ESIN.DE Sharpe Ratio is 0.78, which is higher than the DXSC.DE Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of ESIN.DE and DXSC.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.DEDXSC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.49

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.22

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.07

+0.63

Drawdowns

ESIN.DE vs. DXSC.DE - Drawdown Comparison

The maximum ESIN.DE drawdown since its inception was -29.12%, smaller than the maximum DXSC.DE drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for ESIN.DE and DXSC.DE.


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Drawdown Indicators


ESIN.DEDXSC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.12%

-73.82%

+44.70%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-14.34%

+1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-18.30%

-17.53%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

-25.63%

-3.49%

Max Drawdown (10Y)

Largest decline over 10 years

-44.96%

Current Drawdown

Current decline from peak

-2.69%

-1.80%

-0.89%

Average Drawdown

Average peak-to-trough decline

-6.30%

-30.18%

+23.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

4.61%

-1.00%

Volatility

ESIN.DE vs. DXSC.DE - Volatility Comparison

iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) and Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) have volatilities of 6.37% and 6.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIN.DEDXSC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

6.43%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

16.51%

14.24%

+2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

19.60%

16.91%

+2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.85%

17.98%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

23.78%

-4.97%

ESIN.DE vs. DXSC.DE - Expense Ratio Comparison

ESIN.DE has a 0.18% expense ratio, which is higher than DXSC.DE's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ESIN.DE vs. DXSC.DE - Dividend Comparison

Neither ESIN.DE nor DXSC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESIN.DE and DXSC.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXSC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXSC.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for ESIN.DE.

ESIN.DE tracks MSCI World/Materials NR USD, while DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for ESIN.DE and 0.17% for DXSC.DE.

Portfolio Optimizer

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