2B79.DE vs. AIAA.DE
2B79.DE (iShares Digitalisation UCITS ETF) and AIAA.DE (iShares AI Adopters & Applications UCITS ETF USD (Acc)) are both Technology Equities funds from iShares - 2B79.DE tracks the iSTOXX® FactSet Digitalisation while AIAA.DE tracks the STOXX Global AI Adopters and Applications Index. Both are passively managed. Over the past year, 2B79.DE returned -3.45% vs 6.08% for AIAA.DE. Their correlation of 0.82 suggests significant overlap in exposure. 2B79.DE charges 0.40%/yr vs 0.35%/yr for AIAA.DE.
Performance
2B79.DE vs. AIAA.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 2B79.DE achieves a 1.48% return, which is significantly higher than AIAA.DE's -1.50% return.
2B79.DE
- 1D
- -1.85%
- 1M
- 9.09%
- YTD
- 1.48%
- 6M
- 0.07%
- 1Y
- -3.45%
- 3Y*
- 11.29%
- 5Y*
- 1.74%
- 10Y*
- —
AIAA.DE
- 1D
- 1.37%
- 1M
- 4.93%
- YTD
- -1.50%
- 6M
- -1.86%
- 1Y
- 6.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
2B79.DE vs. AIAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
2B79.DE iShares Digitalisation UCITS ETF | 1.48% | -6.47% | -3.73% |
AIAA.DE iShares AI Adopters & Applications UCITS ETF USD (Acc) | -1.50% | 5.44% | -1.65% |
Correlation
The correlation between 2B79.DE and AIAA.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024 | 0.82 |
The correlation between 2B79.DE and AIAA.DE has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
2B79.DE vs. AIAA.DE — Risk / Return Rank
2B79.DE
AIAA.DE
2B79.DE vs. AIAA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS ETF (2B79.DE) and iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE). 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.
| 2B79.DE | AIAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.09 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 0.46 | -0.55 |
| Martin ratioReturn relative to average drawdown | -0.19 | 1.20 | -1.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 2B79.DE | AIAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 0.46 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.08 | +0.34 |
Drawdowns
2B79.DE vs. AIAA.DE - Drawdown Comparison
The maximum 2B79.DE drawdown since its inception was -38.40%, which is greater than AIAA.DE's maximum drawdown of -24.42%. Use the drawdown chart below to compare losses from any high point for 2B79.DE and AIAA.DE.
Loading charts...
Drawdown Indicators
| 2B79.DE | AIAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.40% | -24.42% | -13.98% |
Max Drawdown (1Y)Largest decline over 1 year | -22.05% | -13.31% | -8.74% |
Max Drawdown (3Y)Largest decline over 3 years | -27.88% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -38.40% | — | — |
Current DrawdownCurrent decline from peak | -13.25% | -4.34% | -8.91% |
Average DrawdownAverage peak-to-trough decline | -11.26% | -7.45% | -3.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.03% | 5.12% | +4.91% |
Volatility
2B79.DE vs. AIAA.DE - Volatility Comparison
iShares Digitalisation UCITS ETF (2B79.DE) has a higher volatility of 5.57% compared to iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE) at 3.63%. This indicates that 2B79.DE's price experiences larger fluctuations and is considered to be riskier than AIAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 2B79.DE | AIAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 3.63% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 13.51% | 10.08% | +3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 13.43% | +3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.15% | 17.46% | +2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.80% | 17.46% | +2.34% |
2B79.DE vs. AIAA.DE - Expense Ratio Comparison
2B79.DE has a 0.40% expense ratio, which is higher than AIAA.DE's 0.35% expense ratio.
Dividends
2B79.DE vs. AIAA.DE - Dividend Comparison
Neither 2B79.DE nor AIAA.DE has paid dividends to shareholders.
Frequently Asked Questions
2B79.DE and AIAA.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AIAA.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AIAA.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for 2B79.DE.
2B79.DE tracks iSTOXX® FactSet Digitalisation, while AIAA.DE tracks STOXX Global AI Adopters and Applications Index. Their fees differ too: 0.40% for 2B79.DE and 0.35% for AIAA.DE.
Find the right allocation for 2B79.DE and AIAA.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer