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ESIN.DE vs. XNAS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIN.DE vs. XNAS.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 Nasdaq 100 UCITS ETF 1C (XNAS.DE). The values are adjusted to include any dividend payments, if applicable.

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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 XNAS.DE's 20.53% 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*

XNAS.DE

1D
-0.83%
1M
2.97%
YTD
20.53%
6M
22.04%
1Y
39.25%
3Y*
24.64%
5Y*
18.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
ESIN.DE
iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)
7.79%25.25%14.45%27.14%-16.98%13.36%
XNAS.DE
Xtrackers Nasdaq 100 UCITS ETF 1C
20.53%7.11%33.75%51.36%-29.99%34.46%

Correlation

The correlation between ESIN.DE and XNAS.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 14, 2021

0.58

The correlation between ESIN.DE and XNAS.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. XNAS.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: 2727
Overall Rank
ESIN.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ESIN.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
ESIN.DE Omega Ratio Rank: 2525
Omega Ratio Rank
ESIN.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
ESIN.DE Martin Ratio Rank: 3232
Martin Ratio Rank

XNAS.DE
XNAS.DE Risk / Return Rank: 7171
Overall Rank
XNAS.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XNAS.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
XNAS.DE Omega Ratio Rank: 7171
Omega Ratio Rank
XNAS.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
XNAS.DE Martin Ratio Rank: 6363
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. XNAS.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 Nasdaq 100 UCITS ETF 1C (XNAS.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.DEXNAS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-1.90

Omega ratioGain probability vs. loss probability

1.15

1.42

-0.27

Calmar ratioReturn relative to maximum drawdown

1.18

3.77

-2.59

Martin ratioReturn relative to average drawdown

4.25

11.16

-6.91

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

The current ESIN.DE Sharpe Ratio is 0.78, which is lower than the XNAS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of ESIN.DE and XNAS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ESIN.DE vs. XNAS.DE - Drawdown Comparison

The maximum ESIN.DE drawdown since its inception was -29.11%, smaller than the maximum XNAS.DE drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for ESIN.DE and XNAS.DE.


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Drawdown Indicators


ESIN.DEXNAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.11%

-31.25%

+2.14%

Max Drawdown (1Y)

Largest decline over 1 year

-13.17%

-10.00%

-3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-18.28%

-26.72%

+8.44%

Max Drawdown (5Y)

Largest decline over 5 years

-29.11%

-31.25%

+2.14%

Current Drawdown

Current decline from peak

-3.59%

-0.83%

-2.76%

Average Drawdown

Average peak-to-trough decline

-6.29%

-7.83%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

3.38%

+0.28%

Volatility

ESIN.DE vs. XNAS.DE - Volatility Comparison

iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) has a higher volatility of 6.24% compared to Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) at 4.31%. This indicates that ESIN.DE's price experiences larger fluctuations and is considered to be riskier than XNAS.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.DEXNAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

4.31%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

16.70%

10.91%

+5.79%

Volatility (1Y)

Calculated over the trailing 1-year period

19.84%

15.71%

+4.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.95%

19.88%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.87%

19.85%

-0.98%

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

ESIN.DE has a 0.18% expense ratio, which is lower than XNAS.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. XNAS.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ESIN.DE and XNAS.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 0.20% for XNAS.DE.

ESIN.DE is categorized as Industrials Equities, while XNAS.DE is Nasdaq-100. ESIN.DE tracks MSCI World/Materials NR USD, while XNAS.DE tracks Nasdaq 100®. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for ESIN.DE and 0.20% for XNAS.DE.

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