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

Key characteristics


2B76.DEVGT
YTD Return9.66%29.93%
1Y Return27.36%44.20%
3Y Return (Ann)0.80%12.39%
5Y Return (Ann)11.80%23.22%
Sharpe Ratio1.472.12
Sortino Ratio2.022.70
Omega Ratio1.271.37
Calmar Ratio1.332.94
Martin Ratio5.0110.61
Ulcer Index5.15%4.22%
Daily Std Dev17.41%21.11%
Max Drawdown-35.52%-54.63%
Current Drawdown-0.31%0.00%

Correlation

-0.50.00.51.00.6

The correlation between 2B76.DE and VGT is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

2B76.DE vs. VGT - Performance Comparison

In the year-to-date period, 2B76.DE achieves a 9.66% return, which is significantly lower than VGT's 29.93% 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%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
8.33%
21.84%
2B76.DE
VGT

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. VGT - Expense Ratio Comparison

2B76.DE has a 0.40% expense ratio, which is higher than VGT's 0.10% 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 VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for iShares Automation & Robotics UCITS ETF (2B76.DE) and Vanguard Information Technology ETF (VGT). 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 1.29, compared to the broader market-2.000.002.004.001.29
Sortino ratio
The chart of Sortino ratio for 2B76.DE, currently valued at 1.81, compared to the broader market-2.000.002.004.006.008.0010.0012.001.81
Omega ratio
The chart of Omega ratio for 2B76.DE, currently valued at 1.23, compared to the broader market1.001.502.002.503.001.23
Calmar ratio
The chart of Calmar ratio for 2B76.DE, currently valued at 1.07, compared to the broader market0.005.0010.0015.001.07
Martin ratio
The chart of Martin ratio for 2B76.DE, currently valued at 4.37, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.37
VGT
Sharpe ratio
The chart of Sharpe ratio for VGT, currently valued at 1.84, compared to the broader market-2.000.002.004.001.84
Sortino ratio
The chart of Sortino ratio for VGT, currently valued at 2.38, compared to the broader market-2.000.002.004.006.008.0010.0012.002.38
Omega ratio
The chart of Omega ratio for VGT, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for VGT, currently valued at 2.51, compared to the broader market0.005.0010.0015.002.51
Martin ratio
The chart of Martin ratio for VGT, currently valued at 9.01, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.01

2B76.DE vs. VGT - Sharpe Ratio Comparison

The current 2B76.DE Sharpe Ratio is 1.47, which is lower than the VGT Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of 2B76.DE and VGT, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.29
1.84
2B76.DE
VGT

Dividends

2B76.DE vs. VGT - Dividend Comparison

2B76.DE has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.60%.


TTM20232022202120202019201820172016201520142013
2B76.DE
iShares Automation & Robotics UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

2B76.DE vs. VGT - Drawdown Comparison

The maximum 2B76.DE drawdown since its inception was -35.52%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for 2B76.DE and VGT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.57%
0
2B76.DE
VGT

Volatility

2B76.DE vs. VGT - Volatility Comparison

The current volatility for iShares Automation & Robotics UCITS ETF (2B76.DE) is 4.52%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.34%. This indicates that 2B76.DE experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.52%
6.34%
2B76.DE
VGT