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2B78.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

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 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

2B78.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, 2B78.DE achieves a -2.07% return, which is significantly lower than ^GSPC's 12.06% return.


2B78.DE

1D
0.41%
1M
1.41%
YTD
-2.07%
6M
-3.15%
1Y
14.42%
3Y*
2.27%
5Y*
-1.74%
10Y*

^GSPC

1D
0.00%
1M
4.16%
YTD
12.06%
6M
10.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B78.DE vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)2025
2B78.DE
iShares Healthcare Innovation UCITS ETF
-2.07%15.95%
^GSPC
S&P 500 Index
9.98%10.65%

Correlation

The correlation between 2B78.DE and ^GSPC is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 9, 2025

0.40

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Return for Risk

2B78.DE vs. ^GSPC — Risk / Return Rank

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

2B78.DE
2B78.DE Risk / Return Rank: 2626
Overall Rank
2B78.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
2B78.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
2B78.DE Omega Ratio Rank: 2525
Omega Ratio Rank
2B78.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
2B78.DE Martin Ratio Rank: 2424
Martin Ratio Rank

^GSPC
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Healthcare Innovation UCITS ETF (2B78.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.


2B78.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.24

Martin ratioReturn relative to average drawdown

3.07

2B78.DE vs. ^GSPC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


2B78.DE^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

1.98

-1.67

Drawdowns

2B78.DE vs. ^GSPC - Drawdown Comparison

The maximum 2B78.DE drawdown since its inception was -38.58%, which is greater than ^GSPC's maximum drawdown of -7.57%. Use the drawdown chart below to compare losses from any high point for 2B78.DE and ^GSPC.


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Drawdown Indicators


2B78.DE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-38.58%

-7.57%

-31.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

Max Drawdown (3Y)

Largest decline over 3 years

-25.32%

Max Drawdown (5Y)

Largest decline over 5 years

-36.99%

Current Drawdown

Current decline from peak

-19.03%

-0.20%

-18.83%

Average Drawdown

Average peak-to-trough decline

-14.36%

-1.39%

-12.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

Volatility

2B78.DE vs. ^GSPC - Volatility Comparison


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Volatility by Period


2B78.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.97%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

12.22%

+3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.91%

12.22%

+5.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

12.22%

+6.57%

Frequently Asked Questions


2B78.DE and ^GSPC have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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