ESIN.L vs. XWIS.L
ESIN.L (iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc) and XWIS.L (Xtrackers MSCI World Industrials UCITS ETF 1C GBP) are both Industrials Equities funds - ESIN.L tracks the MSCI World/Materials NR USD while XWIS.L tracks the MSCI World Index. Both are passively managed. Over the past year, ESIN.L returned 18.56% vs 23.01% for XWIS.L. A 0.79 correlation means they provide meaningful diversification when combined. ESIN.L charges 0.18%/yr vs 0.25%/yr for XWIS.L.
Performance
ESIN.L vs. XWIS.L - Performance Comparison
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Returns By Period
In the year-to-date period, ESIN.L achieves a 7.95% return, which is significantly lower than XWIS.L's 11.39% 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*
- —
XWIS.L
- 1D
- 0.07%
- 1M
- 1.32%
- YTD
- 11.39%
- 6M
- 12.24%
- 1Y
- 23.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESIN.L vs. XWIS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ESIN.L iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc | 7.95% | 31.04% | 9.74% | 11.67% |
XWIS.L Xtrackers MSCI World Industrials UCITS ETF 1C GBP | 11.39% | 16.99% | 14.88% | 7.34% |
Correlation
The correlation between ESIN.L and XWIS.L is 0.80, 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 | 0.80 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2023 | 0.79 |
The correlation between ESIN.L and XWIS.L has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.
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Return for Risk
ESIN.L vs. XWIS.L — Risk / Return Rank
ESIN.L
XWIS.L
ESIN.L vs. XWIS.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 Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.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 | XWIS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.31 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.33 | -1.02 |
| Martin ratioReturn relative to average drawdown | 4.64 | 8.25 | -3.62 |
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 | XWIS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.69 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 1.33 | -0.61 |
Drawdowns
ESIN.L vs. XWIS.L - Drawdown Comparison
The maximum ESIN.L drawdown since its inception was -24.82%, which is greater than XWIS.L's maximum drawdown of -17.37%. Use the drawdown chart below to compare losses from any high point for ESIN.L and XWIS.L.
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Drawdown Indicators
| ESIN.L | XWIS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.82% | -17.37% | -7.45% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -9.84% | -4.27% |
Max Drawdown (3Y)Largest decline over 3 years | -16.55% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.82% | — | — |
Current DrawdownCurrent decline from peak | -3.57% | -1.79% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -2.38% | -3.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 2.78% | +1.21% |
Volatility
ESIN.L vs. XWIS.L - Volatility Comparison
iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc (ESIN.L) has a higher volatility of 6.24% compared to Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) at 4.53%. This indicates that ESIN.L's price experiences larger fluctuations and is considered to be riskier than XWIS.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 | XWIS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 4.53% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 15.70% | 11.10% | +4.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.73% | 13.56% | +5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.41% | 13.84% | +4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 13.84% | +4.52% |
ESIN.L vs. XWIS.L - Expense Ratio Comparison
ESIN.L has a 0.18% expense ratio, which is lower than XWIS.L's 0.25% 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.L vs. XWIS.L - Dividend Comparison
Neither ESIN.L nor XWIS.L has paid dividends to shareholders.
Frequently Asked Questions
ESIN.L and XWIS.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
ESIN.L is cheaper with a 0.18% expense ratio, compared with 0.25% for XWIS.L.
ESIN.L tracks MSCI World/Materials NR USD, while XWIS.L tracks MSCI World Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for ESIN.L and 0.25% for XWIS.L.
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