2B79.DE vs. DR7E.DE
2B79.DE (iShares Digitalisation UCITS ETF) and DR7E.DE (Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating) are both Technology Equities funds - 2B79.DE tracks the iSTOXX® FactSet Digitalisation while DR7E.DE tracks the Solactive Autonomous & Electric Vehicles. Both are passively managed. Over the past 3 years, 2B79.DE returned 11.29%/yr vs 18.20%/yr for DR7E.DE. A 0.73 correlation means they provide meaningful diversification when combined. 2B79.DE charges 0.40%/yr vs 0.50%/yr for DR7E.DE.
Performance
2B79.DE vs. DR7E.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 2B79.DE achieves a 1.48% return, which is significantly lower than DR7E.DE's 41.08% 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*
- —
DR7E.DE
- 1D
- -1.47%
- 1M
- 9.59%
- YTD
- 41.08%
- 6M
- 40.29%
- 1Y
- 85.24%
- 3Y*
- 18.20%
- 5Y*
- —
- 10Y*
- —
2B79.DE vs. DR7E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
2B79.DE iShares Digitalisation UCITS ETF | 1.48% | -6.47% | 29.11% | 28.57% | -32.56% | -6.31% |
DR7E.DE Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating | 41.08% | 15.37% | 0.76% | 23.30% | -30.28% | -2.43% |
Correlation
The correlation between 2B79.DE and DR7E.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2021 | 0.73 |
Over the past year, the correlation between 2B79.DE and DR7E.DE has dropped to 0.50 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
2B79.DE vs. DR7E.DE — Risk / Return Rank
2B79.DE
DR7E.DE
2B79.DE vs. DR7E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS ETF (2B79.DE) and Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.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 | DR7E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.78 | ||
| Sortino ratioReturn per unit of downside risk | -4.61 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.57 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 8.52 | -8.61 |
| Martin ratioReturn relative to average drawdown | -0.19 | 24.61 | -24.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 2B79.DE | DR7E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 3.67 | -3.78 |
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 | 0.29 | +0.14 |
Drawdowns
2B79.DE vs. DR7E.DE - Drawdown Comparison
The maximum 2B79.DE drawdown since its inception was -38.40%, smaller than the maximum DR7E.DE drawdown of -40.66%. Use the drawdown chart below to compare losses from any high point for 2B79.DE and DR7E.DE.
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Drawdown Indicators
| 2B79.DE | DR7E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.40% | -40.66% | +2.26% |
Max Drawdown (1Y)Largest decline over 1 year | -22.05% | -9.95% | -12.10% |
Max Drawdown (3Y)Largest decline over 3 years | -27.88% | -33.99% | +6.11% |
Max Drawdown (5Y)Largest decline over 5 years | -38.40% | — | — |
Current DrawdownCurrent decline from peak | -13.25% | -2.08% | -11.17% |
Average DrawdownAverage peak-to-trough decline | -11.26% | -18.33% | +7.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.03% | 3.45% | +6.58% |
Volatility
2B79.DE vs. DR7E.DE - Volatility Comparison
The current volatility for iShares Digitalisation UCITS ETF (2B79.DE) is 5.57%, while Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) has a volatility of 9.64%. This indicates that 2B79.DE experiences smaller price fluctuations and is considered to be less risky than DR7E.DE 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 | DR7E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 9.64% | -4.07% |
Volatility (6M)Calculated over the trailing 6-month period | 13.51% | 16.91% | -3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 23.14% | -6.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.15% | 25.01% | -4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.80% | 25.01% | -5.21% |
2B79.DE vs. DR7E.DE - Expense Ratio Comparison
2B79.DE has a 0.40% expense ratio, which is lower than DR7E.DE's 0.50% expense ratio.
Dividends
2B79.DE vs. DR7E.DE - Dividend Comparison
Neither 2B79.DE nor DR7E.DE has paid dividends to shareholders.
Frequently Asked Questions
2B79.DE and DR7E.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 2B79.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
2B79.DE is cheaper with a 0.40% expense ratio, compared with 0.50% for DR7E.DE.
2B79.DE tracks iSTOXX® FactSet Digitalisation, while DR7E.DE tracks Solactive Autonomous & Electric Vehicles. They also come from different issuers: iShares and Global X. Their fees differ too: 0.40% for 2B79.DE and 0.50% for DR7E.DE.
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