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2B78.DE vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 2B78.DE and ^GSPC is 0.46, 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

2B78.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Healthcare Innovation UCITS ETF (2B78.DE) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
56.78%
178.83%
2B78.DE
^GSPC

Key characteristics

Sharpe Ratio

2B78.DE:

0.56

^GSPC:

2.10

Sortino Ratio

2B78.DE:

0.86

^GSPC:

2.80

Omega Ratio

2B78.DE:

1.10

^GSPC:

1.39

Calmar Ratio

2B78.DE:

0.26

^GSPC:

3.09

Martin Ratio

2B78.DE:

2.60

^GSPC:

13.49

Ulcer Index

2B78.DE:

2.91%

^GSPC:

1.94%

Daily Std Dev

2B78.DE:

13.68%

^GSPC:

12.52%

Max Drawdown

2B78.DE:

-38.58%

^GSPC:

-56.78%

Current Drawdown

2B78.DE:

-21.48%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, 2B78.DE achieves a 7.45% return, which is significantly lower than ^GSPC's 24.34% return.


2B78.DE

YTD

7.45%

1M

2.15%

6M

5.61%

1Y

10.81%

5Y*

3.85%

10Y*

N/A

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

2B78.DE vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Healthcare Innovation UCITS ETF (2B78.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 2B78.DE, currently valued at 0.10, compared to the broader market0.002.004.000.102.01
The chart of Sortino ratio for 2B78.DE, currently valued at 0.23, compared to the broader market-2.000.002.004.006.008.0010.000.232.69
The chart of Omega ratio for 2B78.DE, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.38
The chart of Calmar ratio for 2B78.DE, currently valued at 0.04, compared to the broader market0.005.0010.0015.000.042.95
The chart of Martin ratio for 2B78.DE, currently valued at 0.36, compared to the broader market0.0020.0040.0060.0080.00100.000.3612.95
2B78.DE
^GSPC

The current 2B78.DE Sharpe Ratio is 0.56, which is lower than the ^GSPC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of 2B78.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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.10
2.01
2B78.DE
^GSPC

Drawdowns

2B78.DE vs. ^GSPC - Drawdown Comparison

The maximum 2B78.DE drawdown since its inception was -38.58%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for 2B78.DE and ^GSPC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.47%
-2.62%
2B78.DE
^GSPC

Volatility

2B78.DE vs. ^GSPC - Volatility Comparison

iShares Healthcare Innovation UCITS ETF (2B78.DE) has a higher volatility of 4.39% compared to S&P 500 (^GSPC) at 3.75%. This indicates that 2B78.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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.39%
3.75%
2B78.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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