2B79.DE vs. M37R.DE

Last updated Jul 21, 2026

2B79.DE (iShares Digitalisation UCITS ETF) and M37R.DE (HANetf ETC Group Global Metaverse UCITS ETF) are both Technology Equities funds - 2B79.DE tracks the iSTOXX® FactSet Digitalisation while M37R.DE tracks the Solactive ETC Group Global Metaverse. Both are passively managed. At a correlation of -1.00, they often move in opposite directions. 2B79.DE charges 0.40%/yr vs 0.65%/yr for M37R.DE.

Performance

2B79.DE vs. M37R.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Digitalisation UCITS ETF (2B79.DE) and HANetf ETC Group Global Metaverse UCITS ETF (M37R.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

2B79.DE

• 1D: 0.81%
• 1M: 7.17%
• 6M: 8.92%
• YTD: 6.72%
• 1Y: 1.32%
• 3Y*: 11.51%
• 5Y*: 1.24%
• 10Y*: —
• ALL TIME*: 7.27%

M37R.DE

• 1D: 0.30%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

2B79.DE vs. M37R.DE - Yearly Performance Comparison

	2026 (YTD)
2B79.DE iShares Digitalisation UCITS ETF	-0.69%
M37R.DE HANetf ETC Group Global Metaverse UCITS ETF	1.06%

Correlation

The correlation between 2B79.DE and M37R.DE is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 17, 2026	-1.00

Return for Risk

2B79.DE vs. M37R.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: 11
2B79.DE Sharpe Ratio Rank: 12
2B79.DE Sortino Ratio Rank: 11
2B79.DE Omega Ratio Rank: 11
2B79.DE Calmar Ratio Rank: 11
2B79.DE Martin Ratio Rank: 11

M37R.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. M37R.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS ETF (2B79.DE) and HANetf ETC Group Global Metaverse UCITS ETF (M37R.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.DE	M37R.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.07	—	—
Sortino ratio: Return per unit of downside risk	0.23	—	—
Omega ratio: Gain probability vs. loss probability	1.03	—	—
Calmar ratio: Return relative to maximum drawdown	0.06	—	—
Martin ratio: Return relative to average drawdown	0.13	—	—

Drawdowns

2B79.DE vs. M37R.DE - Drawdown Comparison

The maximum 2B79.DE drawdown since its inception was -38.44%, which is greater than M37R.DE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for 2B79.DE and M37R.DE.

Drawdown Indicators

	2B79.DE	M37R.DE	Difference
Max Drawdown Largest peak-to-trough decline	-38.44%	0.00%	-38.44%
Max Drawdown (1Y) Largest decline over 1 year	-22.07%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-27.89%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-38.44%	—	—
Current Drawdown Current decline from peak	-8.75%	0.00%	-8.75%
Average Drawdown Average peak-to-trough decline	-12.42%	0.00%	-12.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.24%	—	—

Volatility

Volatility by Period

	2B79.DE	M37R.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.56%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.23%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.63%	5.16%	+12.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.26%	5.16%	+15.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.89%	5.16%	+15.73%

2B79.DE vs. M37R.DE - Expense Ratio Comparison

2B79.DE has a 0.40% expense ratio, which is lower than M37R.DE's 0.65% expense ratio.

Dividends

2B79.DE vs. M37R.DE - Dividend Comparison

Neither 2B79.DE nor M37R.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both 2B79.DE and M37R.DE in my portfolio?

2B79.DE and M37R.DE have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, 2B79.DE or M37R.DE?

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.

Which ETF is cheaper, 2B79.DE or M37R.DE?

2B79.DE is cheaper with a 0.40% expense ratio, compared with 0.65% for M37R.DE.

What is the main difference between 2B79.DE and M37R.DE?

2B79.DE tracks iSTOXX® FactSet Digitalisation, while M37R.DE tracks Solactive ETC Group Global Metaverse. They also come from different issuers: iShares and HANetf. Their fees differ too: 0.40% for 2B79.DE and 0.65% for M37R.DE.