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

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Digitalisation UCITS ETF (2B79.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
2B79.DE
iShares Digitalisation UCITS ETF
-12.42%-6.47%29.11%28.57%-32.56%8.74%28.52%29.93%-1.19%12.33%
VUSA.AS
Vanguard S&P 500 UCITS ETF
-2.64%3.90%33.86%22.12%-14.18%40.36%7.72%32.99%-0.37%6.68%

Returns By Period

In the year-to-date period, 2B79.DE achieves a -12.42% return, which is significantly lower than VUSA.AS's -2.64% return.


2B79.DE

1D
0.39%
1M
-1.50%
YTD
-12.42%
6M
-16.75%
1Y
-11.98%
3Y*
7.73%
5Y*
-1.47%
10Y*

VUSA.AS

1D
0.23%
1M
-2.59%
YTD
-2.64%
6M
-0.11%
1Y
10.36%
3Y*
15.99%
5Y*
12.15%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2B79.DE has a 0.40% expense ratio, which is higher than VUSA.AS's 0.07% expense ratio.


Return for Risk

2B79.DE vs. VUSA.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: 44
Overall Rank
2B79.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
2B79.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
2B79.DE Omega Ratio Rank: 33
Omega Ratio Rank
2B79.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
2B79.DE Martin Ratio Rank: 66
Martin Ratio Rank

VUSA.AS
VUSA.AS Risk / Return Rank: 5353
Overall Rank
VUSA.AS Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VUSA.AS Sortino Ratio Rank: 2828
Sortino Ratio Rank
VUSA.AS Omega Ratio Rank: 3030
Omega Ratio Rank
VUSA.AS Calmar Ratio Rank: 9191
Calmar Ratio Rank
VUSA.AS Martin Ratio Rank: 8888
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. VUSA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS ETF (2B79.DE) and Vanguard S&P 500 UCITS ETF (VUSA.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.DEVUSA.ASDifference

Sharpe ratio

Return per unit of total volatility

-0.59

0.60

-1.19

Sortino ratio

Return per unit of downside risk

-0.69

0.91

-1.60

Omega ratio

Gain probability vs. loss probability

0.91

1.14

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.29

3.59

-3.88

Martin ratio

Return relative to average drawdown

-0.75

12.24

-12.98

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

The current 2B79.DE Sharpe Ratio is -0.59, which is lower than the VUSA.AS Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of 2B79.DE and VUSA.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


2B79.DEVUSA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

0.60

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.79

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.87

-0.52

Correlation

The correlation between 2B79.DE and VUSA.AS is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

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

2B79.DE has not paid dividends to shareholders, while VUSA.AS's dividend yield for the trailing twelve months is around 0.99%.


TTM20252024202320222021202020192018201720162015
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%0.00%
VUSA.AS
Vanguard S&P 500 UCITS ETF
0.99%0.97%0.99%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.76%

Drawdowns

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

The maximum 2B79.DE drawdown since its inception was -38.40%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for 2B79.DE and VUSA.AS.


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Drawdown Indicators


2B79.DEVUSA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-38.40%

-33.64%

-4.76%

Max Drawdown (1Y)

Largest decline over 1 year

-22.05%

-8.46%

-13.59%

Max Drawdown (5Y)

Largest decline over 5 years

-38.40%

-23.24%

-15.16%

Max Drawdown (10Y)

Largest decline over 10 years

-33.64%

Current Drawdown

Current decline from peak

-25.14%

-5.02%

-20.12%

Average Drawdown

Average peak-to-trough decline

-11.13%

-4.11%

-7.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.55%

2.09%

+6.46%

Volatility

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

iShares Digitalisation UCITS ETF (2B79.DE) has a higher volatility of 4.62% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.54%. This indicates that 2B79.DE's price experiences larger fluctuations and is considered to be riskier than VUSA.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.DEVUSA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

3.54%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.65%

8.49%

+4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

20.31%

16.97%

+3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.05%

15.13%

+4.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.79%

16.05%

+3.74%