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2B76.DE vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 2B76.DE and ^GSPC is 0.56, 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. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Automation & Robotics UCITS ETF (2B76.DE) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

120.00%140.00%160.00%180.00%200.00%December2025FebruaryMarchAprilMay
180.84%
166.44%
2B76.DE
^GSPC

Key characteristics

Sharpe Ratio

2B76.DE:

0.03

^GSPC:

0.48

Sortino Ratio

2B76.DE:

0.21

^GSPC:

0.80

Omega Ratio

2B76.DE:

1.03

^GSPC:

1.12

Calmar Ratio

2B76.DE:

0.03

^GSPC:

0.49

Martin Ratio

2B76.DE:

0.10

^GSPC:

1.90

Ulcer Index

2B76.DE:

8.80%

^GSPC:

4.90%

Daily Std Dev

2B76.DE:

24.15%

^GSPC:

19.37%

Max Drawdown

2B76.DE:

-35.52%

^GSPC:

-56.78%

Current Drawdown

2B76.DE:

-15.11%

^GSPC:

-7.82%

Returns By Period

In the year-to-date period, 2B76.DE achieves a -8.71% return, which is significantly lower than ^GSPC's -3.70% return.


2B76.DE

YTD

-8.71%

1M

13.52%

6M

-6.68%

1Y

0.73%

5Y*

10.98%

10Y*

N/A

^GSPC

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

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Risk-Adjusted Performance

2B76.DE vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

2B76.DE
The Risk-Adjusted Performance Rank of 2B76.DE is 2222
Overall Rank
The Sharpe Ratio Rank of 2B76.DE is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of 2B76.DE is 2323
Sortino Ratio Rank
The Omega Ratio Rank of 2B76.DE is 2323
Omega Ratio Rank
The Calmar Ratio Rank of 2B76.DE is 2222
Calmar Ratio Rank
The Martin Ratio Rank of 2B76.DE is 2222
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6767
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

2B76.DE vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Automation & Robotics UCITS ETF (2B76.DE) and S&P 500 (^GSPC). 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.


The current 2B76.DE Sharpe Ratio is 0.03, which is lower than the ^GSPC Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of 2B76.DE and ^GSPC, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.21
0.47
2B76.DE
^GSPC

Drawdowns

2B76.DE vs. ^GSPC - Drawdown Comparison

The maximum 2B76.DE drawdown since its inception was -35.52%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for 2B76.DE and ^GSPC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.55%
-7.82%
2B76.DE
^GSPC

Volatility

2B76.DE vs. ^GSPC - Volatility Comparison

iShares Automation & Robotics UCITS ETF (2B76.DE) and S&P 500 (^GSPC) have volatilities of 11.70% and 11.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
11.70%
11.21%
2B76.DE
^GSPC