IS3S.DE vs. ESIN.DE
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and ESIN.DE (iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)) are both exchange-traded funds - IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value, while ESIN.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD. Both are passively managed. Over the past 5 years, IS3S.DE returned 17.18%/yr vs 12.55%/yr for ESIN.DE. A 0.71 correlation means they provide meaningful diversification when combined. IS3S.DE charges 0.30%/yr vs 0.18%/yr for ESIN.DE.
Performance
IS3S.DE vs. ESIN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3S.DE achieves a 34.68% return, which is significantly higher than ESIN.DE's 7.79% return.
IS3S.DE
- 1D
- 2.88%
- 1M
- 5.58%
- YTD
- 34.68%
- 6M
- 37.30%
- 1Y
- 63.13%
- 3Y*
- 25.47%
- 5Y*
- 17.18%
- 10Y*
- 12.98%
ESIN.DE
- 1D
- 1.95%
- 1M
- 0.21%
- YTD
- 7.79%
- 6M
- 9.29%
- 1Y
- 16.60%
- 3Y*
- 18.33%
- 5Y*
- 12.55%
- 10Y*
- —
IS3S.DE vs. ESIN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 34.68% | 25.13% | 11.36% | 15.62% | -4.81% | 10.89% |
ESIN.DE iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) | 7.79% | 25.25% | 14.45% | 27.14% | -16.98% | 13.36% |
Correlation
The correlation between IS3S.DE and ESIN.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since May 14, 2021 | 0.71 |
The correlation between IS3S.DE and ESIN.DE has been stable across timeframes, ranging from 0.64 to 0.71 - a consistent structural relationship.
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Return for Risk
IS3S.DE vs. ESIN.DE — Risk / Return Rank
IS3S.DE
ESIN.DE
IS3S.DE vs. ESIN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IS3S.DE | ESIN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.51 | ||
| Sortino ratioReturn per unit of downside risk | +4.54 | ||
| Omega ratioGain probability vs. loss probability | 1.77 | 1.15 | +0.62 |
| Calmar ratioReturn relative to maximum drawdown | 10.20 | 1.18 | +9.02 |
| Martin ratioReturn relative to average drawdown | 37.08 | 4.25 | +32.84 |
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Drawdowns
IS3S.DE vs. ESIN.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.19%, which is greater than ESIN.DE's maximum drawdown of -29.11%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and ESIN.DE.
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Drawdown Indicators
| IS3S.DE | ESIN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.19% | -29.11% | -6.08% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -13.17% | +7.08% |
Max Drawdown (3Y)Largest decline over 3 years | -17.78% | -18.28% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -17.78% | -29.11% | +11.33% |
Max Drawdown (10Y)Largest decline over 10 years | -35.19% | — | — |
Current DrawdownCurrent decline from peak | -1.26% | -3.59% | +2.33% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -6.29% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 3.66% | -1.98% |
Volatility
IS3S.DE vs. ESIN.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) is 5.87%, while iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) has a volatility of 6.24%. This indicates that IS3S.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
| IS3S.DE | ESIN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 6.24% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 16.70% | -4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 19.84% | -5.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 18.95% | -4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 18.87% | -2.21% |
IS3S.DE vs. ESIN.DE - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is higher than ESIN.DE's 0.18% expense ratio.
Dividends
IS3S.DE vs. ESIN.DE - Dividend Comparison
Neither IS3S.DE nor ESIN.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3S.DE and ESIN.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIN.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIN.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for IS3S.DE.
IS3S.DE is categorized as Global Equities, while ESIN.DE is Industrials Equities. IS3S.DE tracks MSCI World Enhanced Value, while ESIN.DE tracks MSCI World/Materials NR USD. Their fees differ too: 0.30% for IS3S.DE and 0.18% for ESIN.DE.
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