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2B79.DE vs. IEVD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2B79.DE vs. IEVD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Digitalisation UCITS ETF (2B79.DE) and iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 2B79.DE achieves a 1.28% return, which is significantly lower than IEVD.DE's 49.75% 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*

IEVD.DE

1D
2.29%
1M
-6.29%
YTD
49.75%
6M
49.75%
1Y
76.46%
3Y*
19.86%
5Y*
11.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B79.DE vs. IEVD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
2B79.DE
iShares Digitalisation UCITS ETF
1.28%-6.48%29.09%28.64%-32.59%8.74%28.55%10.52%
IEVD.DE
iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc)
49.75%10.71%5.35%22.95%-23.22%26.64%20.42%6.67%

Correlation

The correlation between 2B79.DE and IEVD.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2019

0.69

Over the past year, the correlation between 2B79.DE and IEVD.DE has dropped to 0.43 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

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Return for Risk

2B79.DE vs. IEVD.DE — Risk / Return Rank

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

2B79.DE
2B79.DE Risk / Return Rank: 88
Overall Rank
2B79.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
2B79.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
2B79.DE Omega Ratio Rank: 77
Omega Ratio Rank
2B79.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
2B79.DE Martin Ratio Rank: 88
Martin Ratio Rank

IEVD.DE
IEVD.DE Risk / Return Rank: 9191
Overall Rank
IEVD.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IEVD.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
IEVD.DE Omega Ratio Rank: 8787
Omega Ratio Rank
IEVD.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
IEVD.DE Martin Ratio Rank: 9191
Martin Ratio Rank
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.

2B79.DE vs. IEVD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS ETF (2B79.DE) and iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.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.

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.DEIEVD.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.06

Sortino ratioReturn per unit of downside risk

-3.75

Omega ratioGain probability vs. loss probability

0.98

1.46

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.14

6.67

-6.81

Martin ratioReturn relative to average drawdown

-0.31

18.38

-18.69

2B79.DE vs. IEVD.DE - Sharpe Ratio Comparison

The current 2B79.DE Sharpe Ratio is -0.18, which is lower than the IEVD.DE Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of 2B79.DE and IEVD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

2B79.DE vs. IEVD.DE - Drawdown Comparison

The maximum 2B79.DE drawdown since its inception was -38.44%, smaller than the maximum IEVD.DE drawdown of -42.30%. Use the drawdown chart below to compare losses from any high point for 2B79.DE and IEVD.DE.


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Drawdown Indicators


2B79.DEIEVD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.44%

-42.30%

+3.86%

Max Drawdown (1Y)

Largest decline over 1 year

-22.07%

-11.40%

-10.67%

Max Drawdown (3Y)

Largest decline over 3 years

-27.89%

-30.25%

+2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-38.44%

-30.43%

-8.01%

Current Drawdown

Current decline from peak

-13.40%

-7.44%

-5.96%

Average Drawdown

Average peak-to-trough decline

-12.44%

-9.68%

-2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.23%

4.15%

+6.08%

Volatility

2B79.DE vs. IEVD.DE - Volatility Comparison

The current volatility for iShares Digitalisation UCITS ETF (2B79.DE) is 4.85%, while iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) has a volatility of 11.28%. This indicates that 2B79.DE experiences smaller price fluctuations and is considered to be less risky than IEVD.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.DEIEVD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

11.28%

-6.43%

Volatility (6M)

Calculated over the trailing 6-month period

13.84%

22.01%

-8.17%

Volatility (1Y)

Calculated over the trailing 1-year period

17.26%

26.47%

-9.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.19%

22.79%

-2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.88%

24.17%

-3.29%

2B79.DE vs. IEVD.DE - Expense Ratio Comparison

Both 2B79.DE and IEVD.DE have an expense ratio of 0.40%.


Dividends

2B79.DE vs. IEVD.DE - Dividend Comparison

Neither 2B79.DE nor IEVD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


2B79.DE and IEVD.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

2B79.DE and IEVD.DE have the same expense ratio: 0.40% per year.

2B79.DE tracks iSTOXX® FactSet Digitalisation, while IEVD.DE tracks STOXX® Global Electric Vehicles & Driving Technology.

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