ESIN.DE vs. SC00.DE
ESIN.DE (iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)) and SC00.DE (Invesco European Chemicals Sector UCITS ETF) are both Industrials Equities funds - ESIN.DE tracks the MSCI World/Materials NR USD while SC00.DE tracks the STOXX® Europe 600 Optimised Chemicals. Both are passively managed. Over the past 5 years, ESIN.DE returned 12.86%/yr vs -0.03%/yr for SC00.DE. A 0.62 correlation means they provide meaningful diversification when combined. ESIN.DE charges 0.18%/yr vs 0.20%/yr for SC00.DE.
Performance
ESIN.DE vs. SC00.DE - Performance Comparison
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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 SC00.DE's 10.32% return.
ESIN.DE
- 1D
- 0.51%
- 1M
- 0.39%
- YTD
- 8.75%
- 6M
- 11.05%
- 1Y
- 15.27%
- 3Y*
- 19.52%
- 5Y*
- 12.86%
- 10Y*
- —
SC00.DE
- 1D
- -0.03%
- 1M
- 0.84%
- YTD
- 10.32%
- 6M
- 11.51%
- 1Y
- -3.93%
- 3Y*
- 1.19%
- 5Y*
- -0.03%
- 10Y*
- 5.98%
ESIN.DE vs. SC00.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ESIN.DE iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) | 8.75% | 25.30% | 14.45% | 26.98% | -16.86% | 13.86% |
SC00.DE Invesco European Chemicals Sector UCITS ETF | 10.32% | -5.68% | -7.91% | 14.24% | -15.93% | 9.99% |
Correlation
The correlation between ESIN.DE and SC00.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since May 19, 2021 | 0.62 |
Over the past year, the correlation between ESIN.DE and SC00.DE has dropped to 0.37 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
ESIN.DE vs. SC00.DE — Risk / Return Rank
ESIN.DE
SC00.DE
ESIN.DE vs. SC00.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 Invesco European Chemicals Sector UCITS ETF (SC00.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.DE | SC00.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.97 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | -0.25 | +1.41 |
| Martin ratioReturn relative to average drawdown | 4.21 | -0.41 | +4.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESIN.DE | SC00.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | -0.24 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | -0.00 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.57 | +0.12 |
Drawdowns
ESIN.DE vs. SC00.DE - Drawdown Comparison
The maximum ESIN.DE drawdown since its inception was -29.12%, roughly equal to the maximum SC00.DE drawdown of -30.50%. Use the drawdown chart below to compare losses from any high point for ESIN.DE and SC00.DE.
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Drawdown Indicators
| ESIN.DE | SC00.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -30.50% | +1.38% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -15.66% | +2.55% |
Max Drawdown (3Y)Largest decline over 3 years | -18.30% | -20.01% | +1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -29.12% | -26.73% | -2.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.50% | — |
Current DrawdownCurrent decline from peak | -2.69% | -9.93% | +7.24% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -8.41% | +2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 9.64% | -6.03% |
Volatility
ESIN.DE vs. SC00.DE - Volatility Comparison
iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) has a higher volatility of 6.37% compared to Invesco European Chemicals Sector UCITS ETF (SC00.DE) at 3.95%. This indicates that ESIN.DE's price experiences larger fluctuations and is considered to be riskier than SC00.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 | SC00.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 3.95% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 16.51% | 12.23% | +4.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.60% | 16.14% | +3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.85% | 17.64% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 19.77% | -0.96% |
ESIN.DE vs. SC00.DE - Expense Ratio Comparison
ESIN.DE has a 0.18% expense ratio, which is lower than SC00.DE's 0.20% 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. SC00.DE - Dividend Comparison
Neither ESIN.DE nor SC00.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIN.DE and SC00.DE have a correlation of 0.37, 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 0.20% for SC00.DE.
ESIN.DE tracks MSCI World/Materials NR USD, while SC00.DE tracks STOXX® Europe 600 Optimised Chemicals. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for ESIN.DE and 0.20% for SC00.DE.
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