ESIN.DE vs. EGLN.L
ESIN.DE (iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)) and EGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - ESIN.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while EGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, ESIN.DE returned 12.55%/yr vs 18.47%/yr for EGLN.L. At a 0.04 correlation, their price movements are largely independent. ESIN.DE charges 0.18%/yr vs 0.25%/yr for EGLN.L.
Performance
ESIN.DE vs. EGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, ESIN.DE achieves a 7.79% return, which is significantly higher than EGLN.L's -0.76% return.
ESIN.DE
- 1D
- 1.95%
- 1M
- 0.21%
- YTD
- 7.79%
- 6M
- 9.29%
- 1Y
- 16.60%
- 3Y*
- 18.33%
- 5Y*
- 12.55%
- 10Y*
- —
EGLN.L
- 1D
- 2.84%
- 1M
- -9.29%
- YTD
- -0.76%
- 6M
- -0.18%
- 1Y
- 22.86%
- 3Y*
- 26.28%
- 5Y*
- 18.47%
- 10Y*
- 10.77%
ESIN.DE vs. EGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ESIN.DE iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) | 7.79% | 25.25% | 14.45% | 27.14% | -16.98% | 13.36% |
EGLN.L iShares Physical Gold ETC | -0.76% | 46.01% | 34.32% | 9.37% | 6.00% | 6.21% |
Correlation
The correlation between ESIN.DE and EGLN.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 14, 2021 | 0.04 |
Over the past year, ESIN.DE and EGLN.L have become more correlated (0.26) than their long-term average of 0.04, meaning their price movements have been converging.
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Return for Risk
ESIN.DE vs. EGLN.L — Risk / Return Rank
ESIN.DE
EGLN.L
ESIN.DE vs. EGLN.L - 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 Physical Gold ETC (EGLN.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.
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.
| ESIN.DE | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.21 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.10 | +0.08 |
| Martin ratioReturn relative to average drawdown | 4.25 | 3.36 | +0.89 |
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Drawdowns
ESIN.DE vs. EGLN.L - Drawdown Comparison
The maximum ESIN.DE drawdown since its inception was -29.11%, smaller than the maximum EGLN.L drawdown of -47.44%. Use the drawdown chart below to compare losses from any high point for ESIN.DE and EGLN.L.
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Drawdown Indicators
| ESIN.DE | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.11% | -47.44% | +18.33% |
Max Drawdown (1Y)Largest decline over 1 year | -13.17% | -21.94% | +8.77% |
Max Drawdown (3Y)Largest decline over 3 years | -18.28% | -21.94% | +3.66% |
Max Drawdown (5Y)Largest decline over 5 years | -29.11% | -21.94% | -7.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.21% | — |
Current DrawdownCurrent decline from peak | -3.59% | -19.73% | +16.14% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -22.54% | +16.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 7.17% | -3.51% |
Volatility
ESIN.DE vs. EGLN.L - Volatility Comparison
The current volatility for iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) is 6.24%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 6.72%. This indicates that ESIN.DE experiences smaller price fluctuations and is considered to be less risky than EGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESIN.DE | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 6.72% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 16.70% | 20.79% | -4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.84% | 23.72% | -3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.95% | 17.26% | +1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.87% | 16.00% | +2.87% |
ESIN.DE vs. EGLN.L - Expense Ratio Comparison
ESIN.DE has a 0.18% expense ratio, which is lower than EGLN.L's 0.25% 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
ESIN.DE vs. EGLN.L - Dividend Comparison
Neither ESIN.DE nor EGLN.L has paid dividends to shareholders.
Frequently Asked Questions
ESIN.DE and EGLN.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIN.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIN.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for EGLN.L.
ESIN.DE is categorized as Industrials Equities, while EGLN.L is Gold. ESIN.DE tracks MSCI World/Materials NR USD, while EGLN.L tracks LBMA Gold Price. Their fees differ too: 0.18% for ESIN.DE and 0.25% for EGLN.L.
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