ESIN.L vs. IVLU

Last updated Jun 5, 2026

ESIN.L (iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc) and IVLU (iShares MSCI Intl Value Factor ETF) are both exchange-traded funds - ESIN.L is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while IVLU is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Enhanced Value. Both are passively managed. Over the past 5 years, ESIN.L returned 13.02%/yr vs 15.37%/yr for IVLU. A 0.52 correlation means they provide meaningful diversification when combined. ESIN.L charges 0.18%/yr vs 0.30%/yr for IVLU.

Performance

ESIN.L vs. IVLU - 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.L) and iShares MSCI Intl Value Factor ETF (IVLU). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ESIN.L is traded in GBP, while IVLU is traded in USD. To make them comparable, the IVLU values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESIN.L achieves a 7.95% return, which is significantly lower than IVLU's 13.76% return.

ESIN.L

• 1D: 0.70%
• 1M: 0.61%
• YTD: 7.95%
• 6M: 10.12%
• 1Y: 18.56%
• 3Y*: 19.65%
• 5Y*: 13.02%
• 10Y*: —

IVLU

• 1D: 0.58%
• 1M: 4.81%
• YTD: 13.76%
• 6M: 15.79%
• 1Y: 37.46%
• 3Y*: 21.86%
• 5Y*: 15.37%
• 10Y*: 11.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIN.L vs. IVLU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ESIN.L iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc	7.95%	31.04%	9.74%	24.40%	-11.34%	9.01%
IVLU iShares MSCI Intl Value Factor ETF	13.76%	35.68%	8.63%	14.07%	5.48%	3.72%

Correlation

The correlation between ESIN.L and IVLU is 0.54, 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	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (All Time) Calculated using the full available price history since May 26, 2021	0.52

The correlation between ESIN.L and IVLU has been stable across timeframes, ranging from 0.52 to 0.54 - a consistent structural relationship.

ESIN.L vs. IVLU - Sectors Allocation Comparison

Sectors	ESIN.L	IVLU
Industrials	96.1%	17.2%
Communication Services	2.2%	4.0%
Financial Services	1.3%	25.3%
Consumer Cyclical	1.1%	7.4%
Consumer Defensive	0.4%	6.3%
Technology	0.3%	11.3%
Basic Materials	0.3%	7.5%
Energy	-	5.1%
Healthcare	-	9.7%
Real Estate	-	1.5%
Utilities	-	3.3%

Return for Risk

ESIN.L vs. IVLU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESIN.L

ESIN.L Risk / Return Rank: 29
ESIN.L Sharpe Ratio Rank: 28
ESIN.L Sortino Ratio Rank: 29
ESIN.L Omega Ratio Rank: 29
ESIN.L Calmar Ratio Rank: 27
ESIN.L Martin Ratio Rank: 32

IVLU

IVLU Risk / Return Rank: 70
IVLU Sharpe Ratio Rank: 75
IVLU Sortino Ratio Rank: 74
IVLU Omega Ratio Rank: 74
IVLU Calmar Ratio Rank: 63
IVLU Martin Ratio Rank: 66

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.L vs. IVLU - 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.L) and iShares MSCI Intl Value Factor ETF (IVLU). 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.L	IVLU	Difference
Sharpe ratio: Return per unit of total volatility	0.99	2.92	-1.94
Sortino ratio: Return per unit of downside risk	1.55	3.86	-2.31
Omega ratio: Gain probability vs. loss probability	1.19	1.54	-0.35
Calmar ratio: Return relative to maximum drawdown	1.31	3.53	-2.22
Martin ratio: Return relative to average drawdown	4.64	14.00	-9.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESIN.L vs. IVLU - Sharpe Ratio Comparison

The current ESIN.L Sharpe Ratio is 0.99, which is lower than the IVLU Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of ESIN.L and IVLU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ESIN.L	IVLU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	2.92	-1.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	1.14	-0.44
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.62	+0.10

Drawdowns

ESIN.L vs. IVLU - Drawdown Comparison

The maximum ESIN.L drawdown since its inception was -24.82%, smaller than the maximum IVLU drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for ESIN.L and IVLU.

Drawdown Indicators

	ESIN.L	IVLU	Difference
Max Drawdown Largest peak-to-trough decline	-24.82%	-33.12%	+8.30%
Max Drawdown (1Y) Largest decline over 1 year	-14.11%	-10.67%	-3.44%
Max Drawdown (3Y) Largest decline over 3 years	-16.55%	-13.94%	-2.61%
Max Drawdown (5Y) Largest decline over 5 years	-24.82%	-13.94%	-10.88%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.12%	—
Current Drawdown Current decline from peak	-3.57%	-0.02%	-3.55%
Average Drawdown Average peak-to-trough decline	-5.41%	-5.04%	-0.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.99%	2.68%	+1.31%

Volatility

ESIN.L vs. IVLU - Volatility Comparison

iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc (ESIN.L) has a higher volatility of 6.24% compared to iShares MSCI Intl Value Factor ETF (IVLU) at 3.65%. This indicates that ESIN.L's price experiences larger fluctuations and is considered to be riskier than IVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESIN.L	IVLU	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.24%	3.65%	+2.59%
Volatility (6M) Calculated over the trailing 6-month period	15.70%	10.40%	+5.30%
Volatility (1Y) Calculated over the trailing 1-year period	18.73%	12.87%	+5.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.41%	13.49%	+4.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.36%	15.95%	+2.41%

ESIN.L vs. IVLU - Expense Ratio Comparison

ESIN.L has a 0.18% expense ratio, which is lower than IVLU's 0.30% expense ratio.

Dividends

ESIN.L vs. IVLU - Dividend Comparison

ESIN.L has not paid dividends to shareholders, while IVLU's dividend yield for the trailing twelve months is around 3.27%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESIN.L iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IVLU iShares MSCI Intl Value Factor ETF	3.27%	3.71%	4.46%	4.69%	3.59%	3.47%	2.05%	3.53%	2.82%	2.87%	2.53%	0.93%

Frequently Asked Questions

Can I hold both ESIN.L and IVLU in my portfolio?

ESIN.L and IVLU have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ESIN.L or IVLU?

On fees, ESIN.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ESIN.L or IVLU?

ESIN.L is cheaper with a 0.18% expense ratio, compared with 0.30% for IVLU.

What is the main difference between ESIN.L and IVLU?

ESIN.L is categorized as Industrials Equities, while IVLU is Foreign Large Cap Equities. ESIN.L tracks MSCI World/Materials NR USD, while IVLU tracks MSCI World ex USA Enhanced Value. Their fees differ too: 0.18% for ESIN.L and 0.30% for IVLU.