2B79.DE vs. EUNL.DE
2B79.DE (iShares Digitalisation UCITS ETF) and EUNL.DE (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - 2B79.DE is a Technology Equities fund tracking the iSTOXX® FactSet Digitalisation, while EUNL.DE is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 5 years, 2B79.DE returned 1.74%/yr vs 12.89%/yr for EUNL.DE. Their correlation of 0.84 suggests significant overlap in exposure. 2B79.DE charges 0.40%/yr vs 0.20%/yr for EUNL.DE.
Performance
2B79.DE vs. EUNL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 2B79.DE achieves a 1.48% return, which is significantly lower than EUNL.DE's 10.86% 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*
- —
EUNL.DE
- 1D
- 0.02%
- 1M
- 4.80%
- YTD
- 10.86%
- 6M
- 11.29%
- 1Y
- 23.80%
- 3Y*
- 17.55%
- 5Y*
- 12.89%
- 10Y*
- 12.82%
2B79.DE vs. EUNL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
2B79.DE iShares Digitalisation UCITS ETF | 1.48% | -6.47% | 29.11% | 28.57% | -32.56% | 8.74% | 28.52% | 29.93% | -1.19% | 12.33% |
EUNL.DE iShares Core MSCI World UCITS ETF USD (Acc) | 10.86% | 7.90% | 25.93% | 20.13% | -13.59% | 32.71% | 5.48% | 31.34% | -5.13% | 7.71% |
Correlation
The correlation between 2B79.DE and EUNL.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2016 | 0.84 |
The correlation between 2B79.DE and EUNL.DE shifts across timeframes, from 0.70 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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. EUNL.DE — Risk / Return Rank
2B79.DE
EUNL.DE
2B79.DE vs. EUNL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS ETF (2B79.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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 | EUNL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -3.01 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.40 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 3.64 | -3.73 |
| Martin ratioReturn relative to average drawdown | -0.19 | 14.52 | -14.70 |
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 | EUNL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 2.12 | -2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.90 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.82 | -0.39 |
Drawdowns
2B79.DE vs. EUNL.DE - Drawdown Comparison
The maximum 2B79.DE drawdown since its inception was -38.40%, which is greater than EUNL.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for 2B79.DE and EUNL.DE.
Loading charts...
Drawdown Indicators
| 2B79.DE | EUNL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.40% | -33.63% | -4.77% |
Max Drawdown (1Y)Largest decline over 1 year | -22.05% | -6.50% | -15.55% |
Max Drawdown (3Y)Largest decline over 3 years | -27.88% | -21.73% | -6.15% |
Max Drawdown (5Y)Largest decline over 5 years | -38.40% | -21.73% | -16.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.63% | — |
Current DrawdownCurrent decline from peak | -13.25% | -0.31% | -12.94% |
Average DrawdownAverage peak-to-trough decline | -11.26% | -4.25% | -7.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.03% | 1.64% | +8.39% |
Volatility
2B79.DE vs. EUNL.DE - Volatility Comparison
iShares Digitalisation UCITS ETF (2B79.DE) has a higher volatility of 5.57% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 2.62%. This indicates that 2B79.DE's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 2B79.DE | EUNL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 2.62% | +2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 13.51% | 7.72% | +5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 11.16% | +5.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.15% | 14.17% | +5.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.80% | 15.17% | +4.63% |
2B79.DE vs. EUNL.DE - Expense Ratio Comparison
2B79.DE has a 0.40% expense ratio, which is higher than EUNL.DE's 0.20% expense ratio.
Dividends
2B79.DE vs. EUNL.DE - Dividend Comparison
Neither 2B79.DE nor EUNL.DE has paid dividends to shareholders.
Frequently Asked Questions
2B79.DE and EUNL.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNL.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for 2B79.DE.
2B79.DE is categorized as Technology Equities, while EUNL.DE is Global Equities. 2B79.DE tracks iSTOXX® FactSet Digitalisation, while EUNL.DE tracks MSCI World Index. Their fees differ too: 0.40% for 2B79.DE and 0.20% for EUNL.DE.
Find the right allocation for 2B79.DE and EUNL.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