ESIN.DE vs. IS3S.DE
ESIN.DE (iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both exchange-traded funds - ESIN.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value. Both are passively managed. Over the past 5 years, ESIN.DE returned 12.55%/yr vs 17.18%/yr for IS3S.DE. A 0.71 correlation means they provide meaningful diversification when combined. ESIN.DE charges 0.18%/yr vs 0.30%/yr for IS3S.DE.
Performance
ESIN.DE vs. IS3S.DE - 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 lower than IS3S.DE's 34.68% 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*
- —
IS3S.DE
- 1D
- 2.88%
- 1M
- 5.58%
- YTD
- 34.68%
- 6M
- 37.30%
- 1Y
- 63.13%
- 3Y*
- 25.47%
- 5Y*
- 17.18%
- 10Y*
- 12.98%
ESIN.DE vs. IS3S.DE - 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% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 34.68% | 25.13% | 11.36% | 15.62% | -4.81% | 10.89% |
Correlation
The correlation between ESIN.DE and IS3S.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since May 14, 2021 | 0.71 |
The correlation between ESIN.DE and IS3S.DE has been stable across timeframes, ranging from 0.64 to 0.71 - a consistent structural relationship.
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Return for Risk
ESIN.DE vs. IS3S.DE — Risk / Return Rank
ESIN.DE
IS3S.DE
ESIN.DE vs. IS3S.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 Edge MSCI World Value Factor UCITS ETF (IS3S.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.
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 | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.51 | ||
| Sortino ratioReturn per unit of downside risk | -4.54 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.77 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 10.20 | -9.02 |
| Martin ratioReturn relative to average drawdown | 4.25 | 37.08 | -32.84 |
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Drawdowns
ESIN.DE vs. IS3S.DE - Drawdown Comparison
The maximum ESIN.DE drawdown since its inception was -29.11%, smaller than the maximum IS3S.DE drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for ESIN.DE and IS3S.DE.
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Drawdown Indicators
| ESIN.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.11% | -35.19% | +6.08% |
Max Drawdown (1Y)Largest decline over 1 year | -13.17% | -6.09% | -7.08% |
Max Drawdown (3Y)Largest decline over 3 years | -18.28% | -17.78% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -29.11% | -17.78% | -11.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.19% | — |
Current DrawdownCurrent decline from peak | -3.59% | -1.26% | -2.33% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -6.96% | +0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 1.68% | +1.98% |
Volatility
ESIN.DE vs. IS3S.DE - Volatility Comparison
iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) has a higher volatility of 6.24% compared to iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) at 5.87%. This indicates that ESIN.DE's price experiences larger fluctuations and is considered to be riskier than IS3S.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.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 5.87% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 16.70% | 12.05% | +4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.84% | 14.51% | +5.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.95% | 13.97% | +4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.87% | 16.66% | +2.21% |
ESIN.DE vs. IS3S.DE - Expense Ratio Comparison
ESIN.DE has a 0.18% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
ESIN.DE vs. IS3S.DE - Dividend Comparison
Neither ESIN.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIN.DE and IS3S.DE have a correlation of 0.64, 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 0.30% for IS3S.DE.
ESIN.DE is categorized as Industrials Equities, while IS3S.DE is Global Equities. ESIN.DE tracks MSCI World/Materials NR USD, while IS3S.DE tracks MSCI World Enhanced Value. Their fees differ too: 0.18% for ESIN.DE and 0.30% for IS3S.DE.
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