ESIN.DE vs. ZPDI.DE
ESIN.DE (iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)) and ZPDI.DE (State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc)) are both Industrials Equities funds - ESIN.DE tracks the MSCI World/Materials NR USD while ZPDI.DE tracks the S&P Industrials Select Sector Daily Capped 35/20 Index. Both are passively managed. Over the past 5 years, ESIN.DE returned 12.31%/yr vs 14.26%/yr for ZPDI.DE. A 0.63 correlation means they provide meaningful diversification when combined. ESIN.DE charges 0.18%/yr vs 0.15%/yr for ZPDI.DE.
Performance
ESIN.DE vs. ZPDI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESIN.DE achieves a 9.51% return, which is significantly lower than ZPDI.DE's 19.52% return.
ESIN.DE
- 1D
- -0.42%
- 1M
- 1.59%
- 6M
- 1.92%
- YTD
- 9.51%
- 1Y
- 15.18%
- 3Y*
- 19.66%
- 5Y*
- 12.31%
- 10Y*
- —
ZPDI.DE
- 1D
- -0.27%
- 1M
- 4.70%
- 6M
- 14.56%
- YTD
- 19.52%
- 1Y
- 24.74%
- 3Y*
- 19.45%
- 5Y*
- 14.26%
- 10Y*
- 13.19%
ESIN.DE vs. ZPDI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ESIN.DE iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) | 9.51% | 25.25% | 14.45% | 27.14% | -16.98% | 13.36% |
ZPDI.DE State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) | 19.52% | 6.82% | 23.74% | 13.82% | -0.16% | 10.58% |
Correlation
The correlation between ESIN.DE and ZPDI.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since May 14, 2021 | 0.63 |
The correlation between ESIN.DE and ZPDI.DE has been stable across timeframes, ranging from 0.61 to 0.66 - a consistent structural relationship.
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Return for Risk
ESIN.DE vs. ZPDI.DE — Risk / Return Rank
ESIN.DE
ZPDI.DE
ESIN.DE vs. ZPDI.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 State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.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 | ZPDI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.29 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 2.79 | -1.64 |
| Martin ratioReturn relative to average drawdown | 4.09 | 9.10 | -5.01 |
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Drawdowns
ESIN.DE vs. ZPDI.DE - Drawdown Comparison
The maximum ESIN.DE drawdown since its inception was -29.11%, smaller than the maximum ZPDI.DE drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for ESIN.DE and ZPDI.DE.
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Drawdown Indicators
| ESIN.DE | ZPDI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.11% | -41.62% | +12.51% |
Max Drawdown (1Y)Largest decline over 1 year | -13.17% | -8.83% | -4.34% |
Max Drawdown (3Y)Largest decline over 3 years | -18.28% | -22.54% | +4.26% |
Max Drawdown (5Y)Largest decline over 5 years | -29.11% | -22.54% | -6.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.62% | — |
Current DrawdownCurrent decline from peak | -4.50% | -2.29% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -5.94% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.71% | +0.99% |
Volatility
ESIN.DE vs. ZPDI.DE - Volatility Comparison
iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) has a higher volatility of 6.03% compared to State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.DE) at 5.05%. This indicates that ESIN.DE's price experiences larger fluctuations and is considered to be riskier than ZPDI.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 | ZPDI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 5.05% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 17.08% | 11.83% | +5.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.31% | 15.10% | +5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.06% | 16.80% | +2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.90% | 20.52% | -1.62% |
ESIN.DE vs. ZPDI.DE - Expense Ratio Comparison
ESIN.DE has a 0.18% expense ratio, which is higher than ZPDI.DE's 0.15% 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. ZPDI.DE - Dividend Comparison
Neither ESIN.DE nor ZPDI.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIN.DE and ZPDI.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDI.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDI.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for ESIN.DE.
ESIN.DE tracks MSCI World/Materials NR USD, while ZPDI.DE tracks S&P Industrials Select Sector Daily Capped 35/20 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.18% for ESIN.DE and 0.15% for ZPDI.DE.
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