ESIN.DE vs. SXRV.DE
ESIN.DE (iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - ESIN.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, ESIN.DE returned 12.86%/yr vs 18.67%/yr for SXRV.DE. A 0.58 correlation means they provide meaningful diversification when combined. ESIN.DE charges 0.18%/yr vs 0.36%/yr for SXRV.DE.
Performance
ESIN.DE vs. SXRV.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 SXRV.DE's 20.57% 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*
- —
SXRV.DE
- 1D
- -0.83%
- 1M
- 9.26%
- YTD
- 20.57%
- 6M
- 19.43%
- 1Y
- 37.81%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
ESIN.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 33.51% |
Correlation
The correlation between ESIN.DE and SXRV.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 19, 2021 | 0.58 |
The correlation between ESIN.DE and SXRV.DE has been stable across timeframes, ranging from 0.51 to 0.58 - a consistent structural relationship.
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Return for Risk
ESIN.DE vs. SXRV.DE — Risk / Return Rank
ESIN.DE
SXRV.DE
ESIN.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.42 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 3.75 | -2.59 |
| Martin ratioReturn relative to average drawdown | 4.21 | 11.16 | -6.95 |
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 | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 2.40 | -1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.93 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.91 | -0.21 |
Drawdowns
ESIN.DE vs. SXRV.DE - Drawdown Comparison
The maximum ESIN.DE drawdown since its inception was -29.12%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for ESIN.DE and SXRV.DE.
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Drawdown Indicators
| ESIN.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -32.80% | +3.68% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -10.03% | -3.08% |
Max Drawdown (3Y)Largest decline over 3 years | -18.30% | -26.69% | +8.39% |
Max Drawdown (5Y)Largest decline over 5 years | -29.12% | -31.33% | +2.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -2.69% | -0.83% | -1.86% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -6.56% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 3.38% | +0.23% |
Volatility
ESIN.DE vs. SXRV.DE - Volatility Comparison
iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) has a higher volatility of 6.37% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that ESIN.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 4.26% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 16.51% | 10.98% | +5.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.60% | 15.67% | +3.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.85% | 19.84% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 19.65% | -0.84% |
ESIN.DE vs. SXRV.DE - Expense Ratio Comparison
ESIN.DE has a 0.18% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
ESIN.DE vs. SXRV.DE - Dividend Comparison
Neither ESIN.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIN.DE and SXRV.DE have a correlation of 0.53, 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 0.36% for SXRV.DE.
ESIN.DE is categorized as Industrials Equities, while SXRV.DE is Nasdaq-100. ESIN.DE tracks MSCI World/Materials NR USD, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.18% for ESIN.DE and 0.36% for SXRV.DE.
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