ESIN.L vs. SDUE.L
Compare and contrast key facts about iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc (ESIN.L) and iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L).
ESIN.L and SDUE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESIN.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Materials NR USD. It was launched on May 14, 2021. SDUE.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Oct 19, 2018. Both ESIN.L and SDUE.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESIN.L vs. SDUE.L - Performance Comparison
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ESIN.L vs. SDUE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ESIN.L iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc | 2.26% | 31.04% | 9.74% | 24.40% | -11.34% | 9.01% |
SDUE.L iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) | -1.83% | 25.09% | 4.69% | 15.67% | -5.45% | 7.58% |
Returns By Period
In the year-to-date period, ESIN.L achieves a 2.26% return, which is significantly higher than SDUE.L's -1.83% return.
ESIN.L
- 1D
- 3.87%
- 1M
- -6.77%
- YTD
- 2.26%
- 6M
- 3.94%
- 1Y
- 22.26%
- 3Y*
- 17.90%
- 5Y*
- —
- 10Y*
- —
SDUE.L
- 1D
- 1.09%
- 1M
- -6.59%
- YTD
- -1.83%
- 6M
- 3.02%
- 1Y
- 14.55%
- 3Y*
- 11.52%
- 5Y*
- 9.92%
- 10Y*
- —
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ESIN.L vs. SDUE.L - Expense Ratio Comparison
ESIN.L has a 0.18% expense ratio, which is higher than SDUE.L's 0.12% 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%.
Return for Risk
ESIN.L vs. SDUE.L — Risk / Return Rank
ESIN.L
SDUE.L
ESIN.L vs. SDUE.L - 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 Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L). 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 | SDUE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 1.12 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.50 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.31 | +0.32 |
Martin ratioReturn relative to average drawdown | 6.45 | 4.87 | +1.58 |
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.L | SDUE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.12 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.63 | +0.06 |
Correlation
The correlation between ESIN.L and SDUE.L is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ESIN.L vs. SDUE.L - Dividend Comparison
ESIN.L has not paid dividends to shareholders, while SDUE.L's dividend yield for the trailing twelve months is around 3.04%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
SDUE.L iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) | 3.04% | 2.98% | 3.47% | 3.16% | 3.24% | 2.54% | 2.03% | 3.43% | 0.19% |
Drawdowns
ESIN.L vs. SDUE.L - Drawdown Comparison
The maximum ESIN.L drawdown since its inception was -24.82%, smaller than the maximum SDUE.L drawdown of -27.99%. Use the drawdown chart below to compare losses from any high point for ESIN.L and SDUE.L.
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Drawdown Indicators
| ESIN.L | SDUE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.82% | -27.99% | +3.17% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -11.10% | -3.01% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.27% | — |
Current DrawdownCurrent decline from peak | -8.65% | -8.84% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -5.43% | -3.84% | -1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.99% | +0.57% |
Volatility
ESIN.L vs. SDUE.L - Volatility Comparison
iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc (ESIN.L) has a higher volatility of 9.27% compared to iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L) at 6.33%. This indicates that ESIN.L's price experiences larger fluctuations and is considered to be riskier than SDUE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESIN.L | SDUE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 6.33% | +2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 13.57% | 9.25% | +4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 14.03% | +5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.10% | 13.90% | +4.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 15.71% | +2.39% |