VUSD.L vs. ESIN.DE
VUSD.L (Vanguard S&P 500 UCITS ETF) and ESIN.DE (iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)) are both exchange-traded funds - VUSD.L 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, VUSD.L returned 13.71%/yr vs 11.81%/yr for ESIN.DE. A 0.70 correlation means they provide meaningful diversification when combined. VUSD.L charges 0.07%/yr vs 0.18%/yr for ESIN.DE.
Performance
VUSD.L vs. ESIN.DE - Performance Comparison
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Different Trading Currencies
VUSD.L is traded in USD, while ESIN.DE is traded in EUR. To make them comparable, the ESIN.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VUSD.L achieves a 10.34% return, which is significantly higher than ESIN.DE's 7.48% return.
VUSD.L
- 1D
- 0.02%
- 1M
- 3.22%
- YTD
- 10.34%
- 6M
- 10.77%
- 1Y
- 27.61%
- 3Y*
- 22.17%
- 5Y*
- 13.71%
- 10Y*
- 15.21%
ESIN.DE
- 1D
- 0.62%
- 1M
- -3.82%
- YTD
- 7.48%
- 6M
- 10.62%
- 1Y
- 16.40%
- 3Y*
- 22.78%
- 5Y*
- 11.81%
- 10Y*
- —
VUSD.L vs. ESIN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VUSD.L Vanguard S&P 500 UCITS ETF | 10.34% | 17.37% | 25.26% | 26.78% | -18.74% | 15.60% |
ESIN.DE iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) | 7.48% | 41.46% | 7.91% | 30.99% | -21.44% | 5.49% |
Correlation
The correlation between VUSD.L and ESIN.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since May 19, 2021 | 0.70 |
The correlation between VUSD.L and ESIN.DE has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.
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Return for Risk
VUSD.L vs. ESIN.DE — Risk / Return Rank
VUSD.L
ESIN.DE
VUSD.L vs. ESIN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSD.L) 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.
| VUSD.L | ESIN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.55 | ||
| Sortino ratioReturn per unit of downside risk | +2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.16 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 1.12 | +2.27 |
| Martin ratioReturn relative to average drawdown | 14.57 | 3.96 | +10.61 |
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
| VUSD.L | ESIN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 0.81 | +1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.54 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.55 | +0.43 |
Drawdowns
VUSD.L vs. ESIN.DE - Drawdown Comparison
The maximum VUSD.L drawdown since its inception was -33.93%, smaller than the maximum ESIN.DE drawdown of -39.61%. Use the drawdown chart below to compare losses from any high point for VUSD.L and ESIN.DE.
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Drawdown Indicators
| VUSD.L | ESIN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.93% | -39.61% | +5.68% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -15.36% | +7.18% |
Max Drawdown (3Y)Largest decline over 3 years | -18.44% | -18.27% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -24.42% | -39.61% | +15.19% |
Max Drawdown (10Y)Largest decline over 10 years | -33.93% | — | — |
Current DrawdownCurrent decline from peak | -0.54% | -3.99% | +3.45% |
Average DrawdownAverage peak-to-trough decline | -3.71% | -8.72% | +5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 4.33% | -2.42% |
Volatility
VUSD.L vs. ESIN.DE - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS ETF (VUSD.L) is 3.19%, while iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) has a volatility of 6.98%. This indicates that VUSD.L 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
| VUSD.L | ESIN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 6.98% | -3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 8.59% | 17.91% | -9.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 21.16% | -9.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 21.81% | -5.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.25% | 21.78% | -5.53% |
VUSD.L vs. ESIN.DE - Expense Ratio Comparison
VUSD.L 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
VUSD.L vs. ESIN.DE - Dividend Comparison
VUSD.L's dividend yield for the trailing twelve months is around 0.86%, while ESIN.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSD.L Vanguard S&P 500 UCITS ETF | 0.86% | 0.94% | 1.03% | 1.22% | 1.43% | 1.06% | 1.34% | 1.45% | 1.78% | 1.54% | 1.72% | 1.78% |
Frequently Asked Questions
VUSD.L and ESIN.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUSD.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUSD.L is cheaper with a 0.07% expense ratio, compared with 0.18% for ESIN.DE.
VUSD.L is categorized as S&P 500, while ESIN.DE is Industrials Equities. VUSD.L 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 VUSD.L and 0.18% for ESIN.DE.
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