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 5.15%/yr vs 13.43%/yr for ^GSPC. At a 0.50 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 2.83% return, which is significantly lower than ^GSPC's 12.06% return.
2B77.DE
- 1D
- 1.81%
- 1M
- 0.31%
- YTD
- 2.83%
- 6M
- 4.39%
- 1Y
- 16.72%
- 3Y*
- 10.94%
- 5Y*
- 5.15%
- 10Y*
- —
^GSPC
- 1D
- 0.27%
- 1M
- 5.17%
- YTD
- 12.06%
- 6M
- 10.90%
- 1Y
- 24.89%
- 3Y*
- 17.85%
- 5Y*
- 13.43%
- 10Y*
- 13.40%
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 | 2.83% | 13.27% | 14.30% | 5.16% | -8.98% | 13.25% | 2.39% | 23.81% | -9.53% | 7.26% |
^GSPC S&P 500 Index | 12.06% | 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 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2016 | 0.50 |
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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.
| 2B77.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 3.30 | -0.85 |
| Martin ratioReturn relative to average drawdown | 8.32 | 12.34 | -4.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 2B77.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 2.04 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.80 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.51 | -0.08 |
Drawdowns
2B77.DE vs. ^GSPC - Drawdown Comparison
The maximum 2B77.DE drawdown since its inception was -38.47%, 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 | -38.47% | -51.62% | +13.15% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -7.57% | +0.77% |
Max Drawdown (3Y)Largest decline over 3 years | -20.07% | -23.99% | +3.92% |
Max Drawdown (5Y)Largest decline over 5 years | -20.07% | -23.99% | +3.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -1.60% | -0.20% | -1.40% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -9.08% | +3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.02% | -0.01% |
Volatility
2B77.DE vs. ^GSPC - Volatility Comparison
iShares Ageing Population UCITS ETF (2B77.DE) has a higher volatility of 3.36% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that 2B77.DE's price experiences larger fluctuations and is considered to be riskier 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 | 3.36% | 2.24% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.17% | 8.62% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.28% | 12.29% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.09% | 16.79% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.52% | 18.59% | -2.07% |
Frequently Asked Questions
2B77.DE and ^GSPC have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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