PortfoliosLab logoPortfoliosLab logo
ESIN.L vs. XWIS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIN.L vs. XWIS.L - 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 Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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

ESIN.L vs. XWIS.L - Yearly Performance Comparison


2026 (YTD)202520242023
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ESIN.L vs. XWIS.L — 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: 2929
Overall Rank
ESIN.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ESIN.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
ESIN.L Omega Ratio Rank: 2929
Omega Ratio Rank
ESIN.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
ESIN.L Martin Ratio Rank: 3232
Martin Ratio Rank

XWIS.L
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. 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.LXWIS.LDifference
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

ESIN.L vs. XWIS.L - Sharpe Ratio Comparison

The current ESIN.L Sharpe Ratio is 0.99, which is lower than the XWIS.L Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of ESIN.L and XWIS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ESIN.LXWIS.LDifference

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.


Loading charts...

Drawdown Indicators


ESIN.LXWIS.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.57%

-1.79%

-1.78%

Average Drawdown

Average peak-to-trough decline

-5.41%

-2.38%

-3.03%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


ESIN.LXWIS.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for ESIN.L and XWIS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer