VUAA.DE vs. ESIN.DE
VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) and ESIN.DE (iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)) are both exchange-traded funds - VUAA.DE is a S&P 500 fund tracking the S&P 500 Index, while ESIN.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD. Both are passively managed. Over the past 5 years, VUAA.DE returned 14.30%/yr vs 12.55%/yr for ESIN.DE. A 0.63 correlation means they provide meaningful diversification when combined. VUAA.DE charges 0.07%/yr vs 0.18%/yr for ESIN.DE.
Performance
VUAA.DE vs. ESIN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VUAA.DE achieves a 9.96% return, which is significantly higher than ESIN.DE's 7.79% return.
VUAA.DE
- 1D
- 1.54%
- 1M
- 0.07%
- YTD
- 9.96%
- 6M
- 10.78%
- 1Y
- 24.90%
- 3Y*
- 18.05%
- 5Y*
- 14.30%
- 10Y*
- —
ESIN.DE
- 1D
- 1.95%
- 1M
- 0.21%
- YTD
- 7.79%
- 6M
- 9.29%
- 1Y
- 16.60%
- 3Y*
- 18.33%
- 5Y*
- 12.55%
- 10Y*
- —
VUAA.DE vs. ESIN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 9.96% | 4.69% | 32.69% | 22.51% | -14.29% | 25.27% |
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 VUAA.DE and ESIN.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since May 14, 2021 | 0.63 |
The correlation between VUAA.DE and ESIN.DE has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.
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Return for Risk
VUAA.DE vs. ESIN.DE — Risk / Return Rank
VUAA.DE
ESIN.DE
VUAA.DE vs. ESIN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.
| VUAA.DE | ESIN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.15 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 1.18 | +2.30 |
| Martin ratioReturn relative to average drawdown | 12.44 | 4.25 | +8.19 |
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Drawdowns
VUAA.DE vs. ESIN.DE - Drawdown Comparison
The maximum VUAA.DE drawdown since its inception was -33.67%, 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 VUAA.DE and ESIN.DE.
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Drawdown Indicators
| VUAA.DE | ESIN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.67% | -29.11% | -4.56% |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | -13.17% | +6.17% |
Max Drawdown (3Y)Largest decline over 3 years | -23.33% | -18.28% | -5.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -29.11% | +5.78% |
Current DrawdownCurrent decline from peak | -1.74% | -3.59% | +1.85% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -6.29% | +1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 3.66% | -1.70% |
Volatility
VUAA.DE vs. ESIN.DE - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) is 3.07%, while iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) has a volatility of 6.24%. This indicates that VUAA.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
| VUAA.DE | ESIN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 6.24% | -3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.81% | 16.70% | -8.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 19.84% | -8.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.14% | 18.95% | -3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 18.87% | -1.26% |
VUAA.DE vs. ESIN.DE - Expense Ratio Comparison
VUAA.DE has a 0.07% 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
VUAA.DE vs. ESIN.DE - Dividend Comparison
Neither VUAA.DE nor ESIN.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ESIN.DE iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 0.00% | 0.00% | 0.27% | 0.00% | 0.00% | 0.00% | 1.09% |
Frequently Asked Questions
VUAA.DE and ESIN.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for ESIN.DE.
VUAA.DE is categorized as S&P 500, while ESIN.DE is Industrials Equities. VUAA.DE tracks S&P 500 Index, while ESIN.DE tracks MSCI World/Materials NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VUAA.DE and 0.18% for ESIN.DE.
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