2B77.DE vs. ^GSPC
2B77.DE (iShares Ageing Population UCITS ETF) is Health & Biotech Equities fund tracking the iSTOXX® FactSet Ageing Population, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, 2B77.DE returned 6.04%/yr vs 12.53%/yr for ^GSPC. At a 0.49 correlation, their price movements are largely independent.
Performance
2B77.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
2B77.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 2B77.DE achieves a 9.52% return, which is significantly lower than ^GSPC's 11.08% return.
2B77.DE
- 1D
- 0.34%
- 1M
- 5.65%
- YTD
- 9.52%
- 6M
- 9.39%
- 1Y
- 25.81%
- 3Y*
- 14.15%
- 5Y*
- 6.04%
- 10Y*
- —
^GSPC
- 1D
- -0.08%
- 1M
- 0.13%
- YTD
- 11.08%
- 6M
- 9.99%
- 1Y
- 23.85%
- 3Y*
- 17.70%
- 5Y*
- 12.53%
- 10Y*
- 13.56%
2B77.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
2B77.DE iShares Ageing Population UCITS ETF | 9.52% | 13.28% | 14.40% | 5.16% | -9.08% | 13.38% | 2.28% | 23.91% | -9.63% | 7.38% |
^GSPC S&P 500 Index | 11.08% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between 2B77.DE and ^GSPC is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2016 | 0.49 |
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Return for Risk
2B77.DE vs. ^GSPC — Risk / Return Rank
2B77.DE
^GSPC
2B77.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Ageing Population UCITS ETF (2B77.DE) and S&P 500 Index (^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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 2B77.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.35 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 3.17 | +0.63 |
| Martin ratioReturn relative to average drawdown | 13.40 | 11.71 | +1.69 |
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Drawdowns
2B77.DE vs. ^GSPC - Drawdown Comparison
The maximum 2B77.DE drawdown since its inception was -38.55%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for 2B77.DE and ^GSPC.
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Drawdown Indicators
| 2B77.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.55% | -51.62% | +13.07% |
Max Drawdown (1Y)Largest decline over 1 year | -6.76% | -7.57% | +0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -20.13% | -23.99% | +3.86% |
Max Drawdown (5Y)Largest decline over 5 years | -20.13% | -23.99% | +3.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.08% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -9.08% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 2.04% | -0.12% |
Volatility
2B77.DE vs. ^GSPC - Volatility Comparison
The current volatility for iShares Ageing Population UCITS ETF (2B77.DE) is 3.17%, while S&P 500 Index (^GSPC) has a volatility of 3.97%. This indicates that 2B77.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2B77.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.17% | 3.97% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.22% | 9.16% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 12.60% | -0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 16.86% | -1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.80% | 18.61% | -0.81% |
Frequently Asked Questions
2B77.DE and ^GSPC have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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