ESIN.DE vs. VUAA.DE
ESIN.DE (iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - ESIN.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, ESIN.DE returned 12.86%/yr vs 14.77%/yr for VUAA.DE. A 0.63 correlation means they provide meaningful diversification when combined. ESIN.DE charges 0.18%/yr vs 0.07%/yr for VUAA.DE.
Performance
ESIN.DE vs. VUAA.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 VUAA.DE's 11.41% 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*
- —
VUAA.DE
- 1D
- -0.12%
- 1M
- 5.23%
- YTD
- 11.41%
- 6M
- 11.44%
- 1Y
- 25.64%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- —
ESIN.DE vs. VUAA.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% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.41% | 4.68% | 32.33% | 22.52% | -14.29% | 25.13% |
Correlation
The correlation between ESIN.DE and VUAA.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since May 19, 2021 | 0.63 |
The correlation between ESIN.DE and VUAA.DE has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.
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Return for Risk
ESIN.DE vs. VUAA.DE — Risk / Return Rank
ESIN.DE
VUAA.DE
ESIN.DE vs. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.41 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 3.56 | -2.40 |
| Martin ratioReturn relative to average drawdown | 4.21 | 12.74 | -8.53 |
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 | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 2.20 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.97 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.81 | -0.12 |
Drawdowns
ESIN.DE vs. VUAA.DE - Drawdown Comparison
The maximum ESIN.DE drawdown since its inception was -29.12%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for ESIN.DE and VUAA.DE.
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Drawdown Indicators
| ESIN.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -33.67% | +4.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -7.16% | -5.95% |
Max Drawdown (3Y)Largest decline over 3 years | -18.30% | -23.33% | +5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -29.12% | -23.33% | -5.79% |
Current DrawdownCurrent decline from peak | -2.69% | -0.45% | -2.24% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -5.07% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 2.01% | +1.60% |
Volatility
ESIN.DE vs. VUAA.DE - Volatility Comparison
iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) has a higher volatility of 6.37% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 2.65%. This indicates that ESIN.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 2.65% | +3.72% |
Volatility (6M)Calculated over the trailing 6-month period | 16.51% | 7.61% | +8.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.60% | 11.58% | +8.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.85% | 15.12% | +3.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 17.59% | +1.22% |
ESIN.DE vs. VUAA.DE - Expense Ratio Comparison
ESIN.DE has a 0.18% expense ratio, which is higher than VUAA.DE's 0.07% 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%.
Dividends
ESIN.DE vs. VUAA.DE - Dividend Comparison
Neither ESIN.DE nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIN.DE and VUAA.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for ESIN.DE.
ESIN.DE is categorized as Industrials Equities, while VUAA.DE is S&P 500. ESIN.DE tracks MSCI World/Materials NR USD, while VUAA.DE tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for ESIN.DE and 0.07% for VUAA.DE.
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