2B7A.DE vs. EXH9.DE

Last updated Jun 5, 2026

2B7A.DE (iShares S&P 500 Utilities Sector UCITS ETF USD Acc) and EXH9.DE (iShares STOXX Europe 600 Utilities UCITS ETF (DE)) are both Utilities Equities funds from iShares - 2B7A.DE tracks the S&P 500 Capped 35/20 Utilities while EXH9.DE tracks the STOXX® Europe 600 Utilities. Both are passively managed. Over the past 5 years, 2B7A.DE returned 9.44%/yr vs 11.76%/yr for EXH9.DE. At a 0.43 correlation, their price movements are largely independent. 2B7A.DE charges 0.15%/yr vs 0.47%/yr for EXH9.DE.

Performance

2B7A.DE vs. EXH9.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.DE) and iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, 2B7A.DE achieves a 3.01% return, which is significantly lower than EXH9.DE's 12.41% 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*: —

EXH9.DE

• 1D: -0.18%
• 1M: -3.27%
• YTD: 12.41%
• 6M: 14.24%
• 1Y: 26.10%
• 3Y*: 16.47%
• 5Y*: 11.76%
• 10Y*: 10.74%

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

2B7A.DE vs. EXH9.DE - 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	3.01%	2.79%	29.83%	-11.29%	8.44%	28.42%	-10.08%	27.08%	8.53%	-7.26%
EXH9.DE iShares STOXX Europe 600 Utilities UCITS ETF (DE)	12.41%	33.92%	1.25%	13.58%	-7.50%	8.84%	10.88%	31.91%	1.47%	3.67%

Correlation

The correlation between 2B7A.DE and EXH9.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (All Time) Calculated using the full available price history since Apr 6, 2017	0.43

Return for Risk

2B7A.DE vs. EXH9.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

2B7A.DE

2B7A.DE Risk / Return Rank: 16
2B7A.DE Sharpe Ratio Rank: 16
2B7A.DE Sortino Ratio Rank: 16
2B7A.DE Omega Ratio Rank: 15
2B7A.DE Calmar Ratio Rank: 18
2B7A.DE Martin Ratio Rank: 16

EXH9.DE

EXH9.DE Risk / Return Rank: 55
EXH9.DE Sharpe Ratio Rank: 51
EXH9.DE Sortino Ratio Rank: 47
EXH9.DE Omega Ratio Rank: 52
EXH9.DE Calmar Ratio Rank: 70
EXH9.DE Martin Ratio Rank: 56

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.

2B7A.DE vs. EXH9.DE - 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 iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.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.

	2B7A.DE	EXH9.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.45	1.74	-1.29
Sortino ratio: Return per unit of downside risk	0.74	2.30	-1.56
Omega ratio: Gain probability vs. loss probability	1.08	1.32	-0.23
Calmar ratio: Return relative to maximum drawdown	0.72	3.44	-2.72
Martin ratio: Return relative to average drawdown	1.49	9.54	-8.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

2B7A.DE vs. EXH9.DE - Sharpe Ratio Comparison

The current 2B7A.DE Sharpe Ratio is 0.45, which is lower than the EXH9.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of 2B7A.DE and EXH9.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	2B7A.DE	EXH9.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.45	1.74	-1.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.73	-0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.42	+0.01

Drawdowns

2B7A.DE vs. EXH9.DE - Drawdown Comparison

The maximum 2B7A.DE drawdown since its inception was -35.70%, smaller than the maximum EXH9.DE drawdown of -51.33%. Use the drawdown chart below to compare losses from any high point for 2B7A.DE and EXH9.DE.

Drawdown Indicators

	2B7A.DE	EXH9.DE	Difference
Max Drawdown Largest peak-to-trough decline	-35.70%	-51.33%	+15.63%
Max Drawdown (1Y) Largest decline over 1 year	-9.22%	-7.45%	-1.77%
Max Drawdown (3Y) Largest decline over 3 years	-16.84%	-13.67%	-3.17%
Max Drawdown (5Y) Largest decline over 5 years	-29.81%	-22.71%	-7.10%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.21%	—
Current Drawdown Current decline from peak	-8.77%	-5.32%	-3.45%
Average Drawdown Average peak-to-trough decline	-10.03%	-16.67%	+6.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.48%	2.69%	+1.79%

Volatility

2B7A.DE vs. EXH9.DE - Volatility Comparison

The current volatility for iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.DE) is 5.01%, while iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.DE) has a volatility of 5.89%. This indicates that 2B7A.DE experiences smaller price fluctuations and is considered to be less risky than EXH9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	2B7A.DE	EXH9.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.01%	5.89%	-0.88%
Volatility (6M) Calculated over the trailing 6-month period	12.01%	12.89%	-0.88%
Volatility (1Y) Calculated over the trailing 1-year period	14.74%	14.75%	-0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.01%	16.00%	+1.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.65%	17.03%	+2.62%

2B7A.DE vs. EXH9.DE - Expense Ratio Comparison

2B7A.DE has a 0.15% expense ratio, which is lower than EXH9.DE's 0.47% expense ratio.

Dividends

2B7A.DE vs. EXH9.DE - Dividend Comparison

2B7A.DE has not paid dividends to shareholders, while EXH9.DE's dividend yield for the trailing twelve months is around 2.61%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
2B7A.DE iShares S&P 500 Utilities Sector UCITS ETF USD Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EXH9.DE iShares STOXX Europe 600 Utilities UCITS ETF (DE)	2.61%	2.96%	3.27%	3.47%	3.33%	3.11%	2.36%	3.41%	3.31%	6.56%	4.89%	4.62%

Frequently Asked Questions

Can I hold both 2B7A.DE and EXH9.DE in my portfolio?

2B7A.DE and EXH9.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, 2B7A.DE or EXH9.DE?

On fees, 2B7A.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, 2B7A.DE or EXH9.DE?

2B7A.DE is cheaper with a 0.15% expense ratio, compared with 0.47% for EXH9.DE.

What is the main difference between 2B7A.DE and EXH9.DE?

2B7A.DE tracks S&P 500 Capped 35/20 Utilities, while EXH9.DE tracks STOXX® Europe 600 Utilities. Their fees differ too: 0.15% for 2B7A.DE and 0.47% for EXH9.DE.