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2B76.DE vs. EUNL.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


2B76.DEEUNL.DE
YTD Return9.85%24.43%
1Y Return26.19%32.43%
3Y Return (Ann)0.93%9.84%
5Y Return (Ann)11.83%13.08%
Sharpe Ratio1.372.86
Sortino Ratio1.893.83
Omega Ratio1.261.60
Calmar Ratio1.243.80
Martin Ratio4.6318.29
Ulcer Index5.15%1.69%
Daily Std Dev17.41%10.78%
Max Drawdown-35.52%-33.63%
Current Drawdown-0.14%0.00%

Correlation

-0.50.00.51.00.9

The correlation between 2B76.DE and EUNL.DE is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

2B76.DE vs. EUNL.DE - Performance Comparison

In the year-to-date period, 2B76.DE achieves a 9.85% return, which is significantly lower than EUNL.DE's 24.43% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.70%
11.38%
2B76.DE
EUNL.DE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


2B76.DE vs. EUNL.DE - Expense Ratio Comparison

2B76.DE has a 0.40% expense ratio, which is higher than EUNL.DE's 0.20% expense ratio.


2B76.DE
iShares Automation & Robotics UCITS ETF
Expense ratio chart for 2B76.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for EUNL.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

2B76.DE vs. EUNL.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Automation & Robotics UCITS ETF (2B76.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.


2B76.DE
Sharpe ratio
The chart of Sharpe ratio for 2B76.DE, currently valued at 1.23, compared to the broader market-2.000.002.004.006.001.23
Sortino ratio
The chart of Sortino ratio for 2B76.DE, currently valued at 1.73, compared to the broader market-2.000.002.004.006.008.0010.0012.001.73
Omega ratio
The chart of Omega ratio for 2B76.DE, currently valued at 1.22, compared to the broader market1.001.502.002.503.001.22
Calmar ratio
The chart of Calmar ratio for 2B76.DE, currently valued at 0.98, compared to the broader market0.005.0010.0015.000.98
Martin ratio
The chart of Martin ratio for 2B76.DE, currently valued at 4.21, compared to the broader market0.0020.0040.0060.0080.00100.004.21
EUNL.DE
Sharpe ratio
The chart of Sharpe ratio for EUNL.DE, currently valued at 2.69, compared to the broader market-2.000.002.004.006.002.69
Sortino ratio
The chart of Sortino ratio for EUNL.DE, currently valued at 3.73, compared to the broader market-2.000.002.004.006.008.0010.0012.003.73
Omega ratio
The chart of Omega ratio for EUNL.DE, currently valued at 1.51, compared to the broader market1.001.502.002.503.001.51
Calmar ratio
The chart of Calmar ratio for EUNL.DE, currently valued at 3.77, compared to the broader market0.005.0010.0015.003.77
Martin ratio
The chart of Martin ratio for EUNL.DE, currently valued at 16.84, compared to the broader market0.0020.0040.0060.0080.00100.0016.84

2B76.DE vs. EUNL.DE - Sharpe Ratio Comparison

The current 2B76.DE Sharpe Ratio is 1.37, which is lower than the EUNL.DE Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of 2B76.DE and EUNL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.23
2.69
2B76.DE
EUNL.DE

Dividends

2B76.DE vs. EUNL.DE - Dividend Comparison

Neither 2B76.DE nor EUNL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

2B76.DE vs. EUNL.DE - Drawdown Comparison

The maximum 2B76.DE drawdown since its inception was -35.52%, which is greater than EUNL.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for 2B76.DE and EUNL.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.21%
-0.12%
2B76.DE
EUNL.DE

Volatility

2B76.DE vs. EUNL.DE - Volatility Comparison

iShares Automation & Robotics UCITS ETF (2B76.DE) has a higher volatility of 4.57% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 3.01%. This indicates that 2B76.DE's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.57%
3.01%
2B76.DE
EUNL.DE