EXUS.DE vs. ESIN.DE
EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) and ESIN.DE (iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)) are both exchange-traded funds - EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index, while ESIN.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD. Both are passively managed. Over the past year, EXUS.DE returned 20.10% vs 15.27% for ESIN.DE. Their correlation of 0.83 suggests significant overlap in exposure. EXUS.DE charges 0.15%/yr vs 0.18%/yr for ESIN.DE.
Performance
EXUS.DE vs. ESIN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXUS.DE achieves a 9.64% return, which is significantly higher than ESIN.DE's 8.75% return.
EXUS.DE
- 1D
- 0.19%
- 1M
- 3.48%
- YTD
- 9.64%
- 6M
- 11.67%
- 1Y
- 20.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESIN.DE
- 1D
- 0.51%
- 1M
- 0.39%
- YTD
- 8.75%
- 6M
- 11.05%
- 1Y
- 15.27%
- 3Y*
- 19.52%
- 5Y*
- 12.86%
- 10Y*
- —
EXUS.DE vs. ESIN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
ESIN.DE iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) | 8.75% | 25.30% | 5.83% |
Correlation
The correlation between EXUS.DE and ESIN.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.83 |
The correlation between EXUS.DE and ESIN.DE has been stable across timeframes, ranging from 0.82 to 0.83 - a consistent structural relationship.
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Return for Risk
EXUS.DE vs. ESIN.DE — Risk / Return Rank
EXUS.DE
ESIN.DE
EXUS.DE vs. ESIN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) and iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.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.
| EXUS.DE | ESIN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.15 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 1.16 | +1.14 |
| Martin ratioReturn relative to average drawdown | 9.01 | 4.21 | +4.80 |
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
| EXUS.DE | ESIN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 0.78 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.70 | +0.40 |
Drawdowns
EXUS.DE vs. ESIN.DE - Drawdown Comparison
The maximum EXUS.DE drawdown since its inception was -16.21%, smaller than the maximum ESIN.DE drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for EXUS.DE and ESIN.DE.
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Drawdown Indicators
| EXUS.DE | ESIN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -29.12% | +12.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -13.11% | +4.43% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.30% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.12% | — |
Current DrawdownCurrent decline from peak | -0.76% | -2.69% | +1.93% |
Average DrawdownAverage peak-to-trough decline | -1.78% | -6.30% | +4.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 3.61% | -1.38% |
Volatility
EXUS.DE vs. ESIN.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) is 3.28%, while iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) has a volatility of 6.37%. This indicates that EXUS.DE experiences smaller price fluctuations and is considered to be less risky than ESIN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXUS.DE | ESIN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 6.37% | -3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 16.51% | -6.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 19.60% | -7.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 18.85% | -5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.39% | 18.81% | -5.42% |
EXUS.DE vs. ESIN.DE - Expense Ratio Comparison
EXUS.DE has a 0.15% expense ratio, which is lower than ESIN.DE's 0.18% 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
EXUS.DE vs. ESIN.DE - Dividend Comparison
Neither EXUS.DE nor ESIN.DE has paid dividends to shareholders.
Frequently Asked Questions
EXUS.DE and ESIN.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXUS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXUS.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for ESIN.DE.
EXUS.DE is categorized as Global Equities, while ESIN.DE is Industrials Equities. EXUS.DE tracks MSCI World ex USA index, while ESIN.DE tracks MSCI World/Materials NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for EXUS.DE and 0.18% for ESIN.DE.
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