PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) Sharpe Ratio: 1.78

ETF · Currency in EUR · Last updated Jun 27, 2026

The ETF aims to deliver total investment returns based on the performance of the MSCI World SRI Select Reduced Fossil Fuel Index.

2B7K.DE's Sharpe Ratio of 1.78 indicates that for each unit of volatility, it generates 1.78 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 27, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

2B7K.DE Sharpe Ratio Rank

2B7K.DE Sharpe Ratio Rank: 61.762
Above Average

2B7K.DE ranks above 61.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

2B7K.DE Sharpe Ratio Market Positioning

The chart shows 2B7K.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.84 or lower
  • Yellow zone (middle 50%): 0.84 to 2.05
  • Green zone (top 25%): 2.05 or higher
  • Top 1%: 6.85+
  • Median: 1.50 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI World SRI UCITS ETF EUR (Acc)'s Sharpe Ratio with other ETFs in the Large Cap Blend Equities category across multiple time periods, showing how 2B7K.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 27, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
H412.DEHSBC USA Sustainable Equity UCITS ETF USD2.80
USUE.DEUBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc2.42
FLXU.DEFranklin U.S. Equity UCITS ETF2.18
ACU2.DEAmundi PEA MSCI USA ESG Leaders UCITS ETF EUR2.12
UBUT.DEUBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis2.12
SPYL.DEState Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)2.09
QDVB.DEiShares Edge MSCI USA Quality Factor UCITS ETF2.08
ESGU.DEInvesco MSCI USA ESG Universal Screened UCITS ETF Acc2.08
VNRT.DEVanguard FTSE North America UCITS ETF Distributing2.07
AW1F.DEUBS ETF (IE) MSCI USA ESG Universal Low Carbon Select UCITS ETF (USD) Acc2.06
2B7K.DEiShares MSCI World SRI UCITS ETF EUR (Acc)1.78

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows 2B7K.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when 2B7K.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does 2B7K.DE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio