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

Performance

2B79.DE vs. TDIV.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Digitalisation UCITS ETF (2B79.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). 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 TDIV.AS's 9.89% 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*

TDIV.AS

1D
0.25%
1M
-0.12%
YTD
9.89%
6M
12.76%
1Y
25.51%
3Y*
19.97%
5Y*
17.52%
10Y*
12.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B79.DE vs. TDIV.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
9.89%24.40%15.98%10.91%16.18%27.85%-10.17%20.97%-7.12%2.88%

Correlation

The correlation between 2B79.DE and TDIV.AS is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.39

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

0.43

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2016

0.52

Over the past year, the correlation between 2B79.DE and TDIV.AS has dropped to 0.16 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.

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Return for Risk

2B79.DE vs. TDIV.AS — 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

TDIV.AS
TDIV.AS Risk / Return Rank: 8888
Overall Rank
TDIV.AS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TDIV.AS Sortino Ratio Rank: 8888
Sortino Ratio Rank
TDIV.AS Omega Ratio Rank: 8585
Omega Ratio Rank
TDIV.AS Calmar Ratio Rank: 9494
Calmar Ratio Rank
TDIV.AS Martin Ratio Rank: 8989
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. TDIV.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS ETF (2B79.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). 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.DETDIV.ASDifference
Sharpe ratioReturn per unit of total volatility

-2.90

Sortino ratioReturn per unit of downside risk

-4.03

Omega ratioGain probability vs. loss probability

1.00

1.51

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.08

7.19

-7.27

Martin ratioReturn relative to average drawdown

-0.19

19.93

-20.12

2B79.DE vs. TDIV.AS - Sharpe Ratio Comparison

The current 2B79.DE Sharpe Ratio is -0.11, which is lower than the TDIV.AS Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of 2B79.DE and TDIV.AS, 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.DETDIV.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.11

2.79

-2.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

1.43

-1.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.84

-0.41

Drawdowns

2B79.DE vs. TDIV.AS - Drawdown Comparison

The maximum 2B79.DE drawdown since its inception was -38.40%, which is greater than TDIV.AS's maximum drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for 2B79.DE and TDIV.AS.


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Drawdown Indicators


2B79.DETDIV.ASDifference

Max Drawdown

Largest peak-to-trough decline

-38.40%

-36.06%

-2.34%

Max Drawdown (1Y)

Largest decline over 1 year

-22.05%

-3.51%

-18.54%

Max Drawdown (3Y)

Largest decline over 3 years

-27.88%

-15.26%

-12.62%

Max Drawdown (5Y)

Largest decline over 5 years

-38.40%

-15.26%

-23.14%

Max Drawdown (10Y)

Largest decline over 10 years

-36.06%

Current Drawdown

Current decline from peak

-13.25%

-1.99%

-11.26%

Average Drawdown

Average peak-to-trough decline

-11.26%

-3.93%

-7.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.03%

1.26%

+8.77%

Volatility

2B79.DE vs. TDIV.AS - Volatility Comparison

iShares Digitalisation UCITS ETF (2B79.DE) has a higher volatility of 5.57% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS) at 2.38%. This indicates that 2B79.DE's price experiences larger fluctuations and is considered to be riskier than TDIV.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2B79.DETDIV.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

2.38%

+3.19%

Volatility (6M)

Calculated over the trailing 6-month period

13.51%

6.65%

+6.86%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

9.06%

+8.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.15%

12.07%

+8.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.80%

14.31%

+5.49%

2B79.DE vs. TDIV.AS - Expense Ratio Comparison

2B79.DE has a 0.40% expense ratio, which is higher than TDIV.AS's 0.38% expense ratio.


Dividends

2B79.DE vs. TDIV.AS - Dividend Comparison

2B79.DE has not paid dividends to shareholders, while TDIV.AS's dividend yield for the trailing twelve months is around 3.19%.


PositionTTM2025202420232022202120202019201820172016
2B79.DE
iShares Digitalisation UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.19%3.58%4.19%4.98%4.55%3.98%4.12%4.40%4.93%3.95%1.11%

Frequently Asked Questions


2B79.DE and TDIV.AS have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TDIV.AS is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TDIV.AS is cheaper with a 0.38% expense ratio, compared with 0.40% for 2B79.DE.

2B79.DE is categorized as Technology Equities, while TDIV.AS is Global Equity Income. 2B79.DE tracks iSTOXX® FactSet Digitalisation, while TDIV.AS tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.40% for 2B79.DE and 0.38% for TDIV.AS.

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