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2B77.DE vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 2B77.DE and ^GSPC is 0.53, 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.


-0.50.00.51.00.5

Performance

2B77.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Ageing Population UCITS ETF (2B77.DE) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%180.00%OctoberNovemberDecember2025FebruaryMarch
60.67%
164.12%
2B77.DE
^GSPC

Key characteristics

Sharpe Ratio

2B77.DE:

0.91

^GSPC:

0.89

Sortino Ratio

2B77.DE:

1.33

^GSPC:

1.26

Omega Ratio

2B77.DE:

1.17

^GSPC:

1.17

Calmar Ratio

2B77.DE:

1.50

^GSPC:

1.40

Martin Ratio

2B77.DE:

5.15

^GSPC:

5.27

Ulcer Index

2B77.DE:

2.41%

^GSPC:

2.25%

Daily Std Dev

2B77.DE:

13.56%

^GSPC:

13.22%

Max Drawdown

2B77.DE:

-38.47%

^GSPC:

-56.78%

Current Drawdown

2B77.DE:

-5.44%

^GSPC:

-6.60%

Returns By Period

In the year-to-date period, 2B77.DE achieves a 2.03% return, which is significantly higher than ^GSPC's -2.43% return.


2B77.DE

YTD

2.03%

1M

-4.23%

6M

6.47%

1Y

12.62%

5Y*

8.21%

10Y*

N/A

^GSPC

YTD

-2.43%

1M

-4.96%

6M

4.27%

1Y

12.42%

5Y*

14.11%

10Y*

10.71%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

2B77.DE vs. ^GSPC — Risk-Adjusted Performance Rank

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

2B77.DE
The Risk-Adjusted Performance Rank of 2B77.DE is 5959
Overall Rank
The Sharpe Ratio Rank of 2B77.DE is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of 2B77.DE is 5454
Sortino Ratio Rank
The Omega Ratio Rank of 2B77.DE is 5555
Omega Ratio Rank
The Calmar Ratio Rank of 2B77.DE is 6969
Calmar Ratio Rank
The Martin Ratio Rank of 2B77.DE is 6565
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7373
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
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 8383
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8282
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.

2B77.DE vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Ageing Population UCITS ETF (2B77.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.


Sharpe ratio
The chart of Sharpe ratio for 2B77.DE, currently valued at 0.73, compared to the broader market0.002.004.000.730.68
The chart of Sortino ratio for 2B77.DE, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.0010.0012.001.090.97
The chart of Omega ratio for 2B77.DE, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.13
The chart of Calmar ratio for 2B77.DE, currently valued at 0.63, compared to the broader market0.005.0010.0015.0020.000.631.05
The chart of Martin ratio for 2B77.DE, currently valued at 3.43, compared to the broader market0.0020.0040.0060.0080.00100.003.433.84
2B77.DE
^GSPC

The current 2B77.DE Sharpe Ratio is 0.91, which is comparable to the ^GSPC Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of 2B77.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 Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.73
0.68
2B77.DE
^GSPC

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 -56.78%. Use the drawdown chart below to compare losses from any high point for 2B77.DE and ^GSPC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-3.65%
-8.62%
2B77.DE
^GSPC

Volatility

2B77.DE vs. ^GSPC - Volatility Comparison

The current volatility for iShares Ageing Population UCITS ETF (2B77.DE) is 4.19%, while S&P 500 (^GSPC) has a volatility of 5.11%. 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.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2025FebruaryMarch
4.19%
5.11%
2B77.DE
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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