PortfoliosLab logoPortfoliosLab logo
ESIN.DE vs. EXUS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESIN.DE vs. EXUS.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 World ex USA UCITS ETF 1C USD (EXUS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ESIN.DE vs. EXUS.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ESIN.DE achieves a 2.37% return, which is significantly lower than EXUS.DE's 3.21% return.


ESIN.DE

1D
4.21%
1M
-6.77%
YTD
2.37%
6M
3.34%
1Y
17.19%
3Y*
18.40%
5Y*
10Y*

EXUS.DE

1D
2.64%
1M
-3.59%
YTD
3.21%
6M
8.48%
1Y
17.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

ESIN.DE has a 0.18% expense ratio, which is higher than EXUS.DE's 0.15% 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%.


Return for Risk

ESIN.DE vs. EXUS.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: 4545
Overall Rank
ESIN.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ESIN.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
ESIN.DE Omega Ratio Rank: 4141
Omega Ratio Rank
ESIN.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
ESIN.DE Martin Ratio Rank: 5151
Martin Ratio Rank

EXUS.DE
EXUS.DE Risk / Return Rank: 6565
Overall Rank
EXUS.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EXUS.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
EXUS.DE Omega Ratio Rank: 6262
Omega Ratio Rank
EXUS.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
EXUS.DE Martin Ratio Rank: 7171
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. EXUS.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 World ex USA UCITS ETF 1C USD (EXUS.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.DEEXUS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.16

-0.32

Sortino ratio

Return per unit of downside risk

1.25

1.57

-0.33

Omega ratio

Gain probability vs. loss probability

1.17

1.24

-0.07

Calmar ratio

Return relative to maximum drawdown

1.37

1.93

-0.56

Martin ratio

Return relative to average drawdown

5.27

7.66

-2.39

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

The current ESIN.DE Sharpe Ratio is 0.84, which is comparable to the EXUS.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of ESIN.DE and EXUS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ESIN.DEEXUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.16

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.96

-0.29

Correlation

The correlation between ESIN.DE and EXUS.DE is 0.82, 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

ESIN.DE vs. EXUS.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ESIN.DE vs. EXUS.DE - Drawdown Comparison

The maximum ESIN.DE drawdown since its inception was -29.12%, which is greater than EXUS.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for ESIN.DE and EXUS.DE.


Loading graphics...

Drawdown Indicators


ESIN.DEEXUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.12%

-16.21%

-12.91%

Max Drawdown (1Y)

Largest decline over 1 year

-13.23%

-12.07%

-1.16%

Current Drawdown

Current decline from peak

-8.02%

-4.81%

-3.21%

Average Drawdown

Average peak-to-trough decline

-6.39%

-1.78%

-4.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

2.34%

+1.08%

Volatility

ESIN.DE vs. EXUS.DE - Volatility Comparison

iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) has a higher volatility of 9.05% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 6.04%. This indicates that ESIN.DE's price experiences larger fluctuations and is considered to be riskier than EXUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ESIN.DEEXUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

6.04%

+3.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.54%

9.35%

+4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

20.37%

14.89%

+5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

13.28%

+5.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

13.28%

+5.14%