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. At a 0.06 correlation, their price movements are largely independent.
Performance
2B7A.DE vs. ^NDX - Performance Comparison
Loading charts...
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 3.01% return, which is significantly lower than ^NDX's 21.80% return.
2B7A.DE
- 1D
- -2.24%
- 1M
- -4.22%
- YTD
- 3.01%
- 6M
- 1.01%
- 1Y
- 8.20%
- 3Y*
- 9.59%
- 5Y*
- 9.44%
- 10Y*
- —
^NDX
- 1D
- 0.00%
- 1M
- 7.55%
- YTD
- 21.80%
- 6M
- 18.63%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
2B7A.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
2B7A.DE iShares S&P 500 Utilities Sector UCITS ETF USD Acc | 3.01% | 4.72% |
^NDX NASDAQ 100 Index | 16.93% | 12.54% |
Correlation
The correlation between 2B7A.DE and ^NDX is 0.06, 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 (All Time) Calculated using the full available price history since Jun 9, 2025 | 0.06 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| 2B7A.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.08 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | — | — |
| Martin ratioReturn relative to average drawdown | 1.49 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 2B7A.DE | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 2.30 | -1.87 |
Drawdowns
2B7A.DE vs. ^NDX - Drawdown Comparison
The maximum 2B7A.DE drawdown since its inception was -35.70%, which is greater than ^NDX's maximum drawdown of -11.19%. Use the drawdown chart below to compare losses from any high point for 2B7A.DE and ^NDX.
Loading charts...
Drawdown Indicators
| 2B7A.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.70% | -11.19% | -24.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.22% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.84% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.81% | — | — |
Current DrawdownCurrent decline from peak | -8.77% | -0.69% | -8.08% |
Average DrawdownAverage peak-to-trough decline | -10.03% | -2.54% | -7.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | — | — |
Volatility
2B7A.DE vs. ^NDX - Volatility Comparison
Loading charts...
Volatility by Period
| 2B7A.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.01% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.74% | 16.28% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 16.28% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 16.28% | +3.37% |
Frequently Asked Questions
2B7A.DE and ^NDX have a correlation of 0.06, 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
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer