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2B79.DE vs. IS4S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2B79.DE vs. IS4S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Digitalisation UCITS ETF (2B79.DE) and iShares Digital Security UCITS ETF USD (Dist) (IS4S.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 1.48% return, which is significantly lower than IS4S.DE's 19.89% 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*

IS4S.DE

1D
-2.36%
1M
11.23%
YTD
19.89%
6M
20.35%
1Y
22.18%
3Y*
18.46%
5Y*
11.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B79.DE vs. IS4S.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
2B79.DE
iShares Digitalisation UCITS ETF
1.48%-6.47%29.11%28.57%-32.56%8.74%28.52%29.93%-10.22%
IS4S.DE
iShares Digital Security UCITS ETF USD (Dist)
19.89%-0.10%22.79%29.73%-25.07%27.43%15.19%32.59%-7.78%

Correlation

The correlation between 2B79.DE and IS4S.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.87

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

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2018

0.90

The correlation between 2B79.DE and IS4S.DE has been stable across timeframes, ranging from 0.80 to 0.90 - a consistent structural relationship.

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Return for Risk

2B79.DE vs. IS4S.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: 88
Sortino Ratio Rank
2B79.DE Omega Ratio Rank: 88
Omega Ratio Rank
2B79.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
2B79.DE Martin Ratio Rank: 88
Martin Ratio Rank

IS4S.DE
IS4S.DE Risk / Return Rank: 3333
Overall Rank
IS4S.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IS4S.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
IS4S.DE Omega Ratio Rank: 3131
Omega Ratio Rank
IS4S.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
IS4S.DE Martin Ratio Rank: 3232
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. IS4S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS ETF (2B79.DE) and iShares Digital Security UCITS ETF USD (Dist) (IS4S.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.DEIS4S.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-1.70

Omega ratioGain probability vs. loss probability

1.00

1.21

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.08

1.85

-1.93

Martin ratioReturn relative to average drawdown

-0.19

4.56

-4.75

2B79.DE vs. IS4S.DE - Sharpe Ratio Comparison

The current 2B79.DE Sharpe Ratio is -0.11, which is lower than the IS4S.DE Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of 2B79.DE and IS4S.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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Sharpe Ratios by Period


2B79.DEIS4S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.11

1.11

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.55

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.65

-0.23

Drawdowns

2B79.DE vs. IS4S.DE - Drawdown Comparison

The maximum 2B79.DE drawdown since its inception was -38.40%, which is greater than IS4S.DE's maximum drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for 2B79.DE and IS4S.DE.


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Drawdown Indicators


2B79.DEIS4S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.40%

-32.25%

-6.15%

Max Drawdown (1Y)

Largest decline over 1 year

-22.05%

-12.18%

-9.87%

Max Drawdown (3Y)

Largest decline over 3 years

-27.88%

-27.06%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-38.40%

-28.04%

-10.36%

Current Drawdown

Current decline from peak

-13.25%

-3.05%

-10.20%

Average Drawdown

Average peak-to-trough decline

-11.26%

-8.82%

-2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.03%

4.95%

+5.08%

Volatility

2B79.DE vs. IS4S.DE - Volatility Comparison

The current volatility for iShares Digitalisation UCITS ETF (2B79.DE) is 5.57%, while iShares Digital Security UCITS ETF USD (Dist) (IS4S.DE) has a volatility of 7.92%. This indicates that 2B79.DE experiences smaller price fluctuations and is considered to be less risky than IS4S.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.DEIS4S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

7.92%

-2.35%

Volatility (6M)

Calculated over the trailing 6-month period

13.51%

15.87%

-2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

20.32%

-3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.15%

19.85%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.80%

20.17%

-0.37%

2B79.DE vs. IS4S.DE - Expense Ratio Comparison

Both 2B79.DE and IS4S.DE have an expense ratio of 0.40%.


Dividends

2B79.DE vs. IS4S.DE - Dividend Comparison

2B79.DE has not paid dividends to shareholders, while IS4S.DE's dividend yield for the trailing twelve months is around 0.28%.


PositionTTM2025202420232022202120202019
2B79.DE
iShares Digitalisation UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IS4S.DE
iShares Digital Security UCITS ETF USD (Dist)
0.28%0.34%0.44%0.40%0.91%1.00%1.03%0.88%

Frequently Asked Questions


2B79.DE and IS4S.DE have a correlation of 0.80, 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 IS4S.DE have the same expense ratio: 0.40% per year.

2B79.DE tracks iSTOXX® FactSet Digitalisation, while IS4S.DE tracks STOXX® Global Digital Security.

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