2B79.DE vs. ^GSPC
2B79.DE (iShares Digitalisation UCITS ETF) is Technology Equities fund tracking the iSTOXX® FactSet Digitalisation, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, 2B79.DE returned 0.21%/yr vs 12.52%/yr for ^GSPC. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
2B79.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
2B79.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, 2B79.DE achieves a 1.28% return, which is significantly lower than ^GSPC's 12.82% return.
2B79.DE
- 1D
- -0.63%
- 1M
- -0.42%
- YTD
- 1.28%
- 6M
- 1.28%
- 1Y
- -3.16%
- 3Y*
- 10.61%
- 5Y*
- 0.21%
- 10Y*
- —
^GSPC
- 1D
- 0.96%
- 1M
- 1.09%
- YTD
- 12.82%
- 6M
- 11.99%
- 1Y
- 24.85%
- 3Y*
- 17.24%
- 5Y*
- 12.52%
- 10Y*
- 13.29%
2B79.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
2B79.DE iShares Digitalisation UCITS ETF | 1.28% | -6.48% | 29.09% | 28.64% | -32.59% | 8.74% | 28.55% | 30.02% | -1.20% | 12.39% |
^GSPC S&P 500 Index | 12.82% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between 2B79.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 | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2016 | 0.51 |
The correlation between 2B79.DE and ^GSPC has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.
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Return for Risk
2B79.DE vs. ^GSPC — Risk / Return Rank
2B79.DE
^GSPC
2B79.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS ETF (2B79.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.
| 2B79.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.70 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.36 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 3.30 | -3.44 |
| Martin ratioReturn relative to average drawdown | -0.31 | 12.19 | -12.50 |
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Drawdowns
2B79.DE vs. ^GSPC - Drawdown Comparison
The maximum 2B79.DE drawdown since its inception was -38.44%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for 2B79.DE and ^GSPC.
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Drawdown Indicators
| 2B79.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.44% | -51.62% | +13.18% |
Max Drawdown (1Y)Largest decline over 1 year | -22.07% | -7.57% | -14.50% |
Max Drawdown (3Y)Largest decline over 3 years | -27.89% | -23.99% | -3.90% |
Max Drawdown (5Y)Largest decline over 5 years | -38.44% | -23.99% | -14.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -13.40% | 0.00% | -13.40% |
Average DrawdownAverage peak-to-trough decline | -12.44% | -9.08% | -3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.23% | 2.04% | +8.19% |
Volatility
2B79.DE vs. ^GSPC - Volatility Comparison
iShares Digitalisation UCITS ETF (2B79.DE) has a higher volatility of 4.85% compared to S&P 500 Index (^GSPC) at 4.15%. This indicates that 2B79.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
| 2B79.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 4.15% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 13.84% | 9.23% | +4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.26% | 12.64% | +4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.19% | 16.87% | +3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.88% | 18.61% | +2.27% |
Frequently Asked Questions
2B79.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.
Find the right allocation for 2B79.DE and ^GSPC
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