2B7A.DE vs. ^NDX
2B7A.DE (iShares S&P 500 Utilities Sector UCITS ETF USD Acc) is Utilities Equities fund tracking the S&P 500 Capped 35/20 Utilities, while ^NDX (NASDAQ 100 Index) is an index. Over the past 5 years, 2B7A.DE returned 10.58%/yr vs 15.92%/yr for ^NDX. At a 0.11 correlation, their price movements are largely independent.
Performance
2B7A.DE vs. ^NDX - Performance Comparison
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Different Trading Currencies
2B7A.DE is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 2B7A.DE achieves a 9.82% return, which is significantly lower than ^NDX's 21.53% return.
2B7A.DE
- 1D
- -0.30%
- 1M
- 4.02%
- 6M
- 9.33%
- YTD
- 9.82%
- 1Y
- 15.22%
- 3Y*
- 12.83%
- 5Y*
- 10.58%
- 10Y*
- —
^NDX
- 1D
- 0.46%
- 1M
- 1.98%
- 6M
- 17.98%
- YTD
- 21.53%
- 1Y
- 34.03%
- 3Y*
- 23.90%
- 5Y*
- 15.92%
- 10Y*
- 20.24%
2B7A.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
2B7A.DE iShares S&P 500 Utilities Sector UCITS ETF USD Acc | 9.82% | 2.87% | 29.81% | -11.36% | 8.45% | 28.55% | -10.10% | 27.16% | 8.45% | -13.44% |
^NDX NASDAQ 100 Index | 21.53% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | 3.61% | 8.00% |
Correlation
The correlation between 2B7A.DE and ^NDX is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2017 | 0.11 |
The correlation between 2B7A.DE and ^NDX shifts across timeframes, from -0.01 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
2B7A.DE vs. ^NDX — Risk / Return Rank
2B7A.DE
^NDX
2B7A.DE vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.DE) and NASDAQ 100 Index (^NDX). 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.
| 2B7A.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.33 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 3.04 | -1.41 |
| Martin ratioReturn relative to average drawdown | 3.25 | 9.23 | -5.98 |
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Drawdowns
2B7A.DE vs. ^NDX - Drawdown Comparison
The maximum 2B7A.DE drawdown since its inception was -35.65%, smaller than the maximum ^NDX drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for 2B7A.DE and ^NDX.
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Drawdown Indicators
| 2B7A.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.65% | -46.44% | +10.79% |
Max Drawdown (1Y)Largest decline over 1 year | -9.24% | -11.19% | +1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -16.91% | -27.30% | +10.39% |
Max Drawdown (5Y)Largest decline over 5 years | -29.86% | -31.53% | +1.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.53% | — |
Current DrawdownCurrent decline from peak | -2.67% | -1.64% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -11.12% | -8.01% | -3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.64% | 3.68% | +0.96% |
Volatility
2B7A.DE vs. ^NDX - Volatility Comparison
The current volatility for iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.DE) is 3.98%, while NASDAQ 100 Index (^NDX) has a volatility of 8.00%. This indicates that 2B7A.DE experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2B7A.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 8.00% | -4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 14.13% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.32% | 18.26% | -2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.09% | 22.55% | -5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.43% | 22.97% | -3.54% |
Frequently Asked Questions
2B7A.DE and ^NDX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for 2B7A.DE and ^NDX
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