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2B7A.DE vs. VPU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


2B7A.DEVPU
YTD Return4.13%2.09%
1Y Return-2.88%-4.07%
Sharpe Ratio-0.23-0.27
Daily Std Dev15.38%16.99%
Max Drawdown-29.81%-46.31%
Current Drawdown-20.03%-13.07%

Correlation

-0.50.00.51.00.7

The correlation between 2B7A.DE and VPU is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

2B7A.DE vs. VPU - Performance Comparison

In the year-to-date period, 2B7A.DE achieves a 4.13% return, which is significantly higher than VPU's 2.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.08%
-3.01%
2B7A.DE
VPU

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares S&P 500 Utilities Sector UCITS ETF USD Acc

Vanguard Utilities ETF

2B7A.DE vs. VPU - Expense Ratio Comparison

2B7A.DE has a 0.15% expense ratio, which is higher than VPU's 0.10% expense ratio.

2B7A.DE
iShares S&P 500 Utilities Sector UCITS ETF USD Acc
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

2B7A.DE vs. VPU - Risk-Adjusted Performance 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 Vanguard Utilities ETF (VPU). 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
Sharpe ratio
The chart of Sharpe ratio for 2B7A.DE, currently valued at -0.34, compared to the broader market-1.000.001.002.003.004.005.00-0.34
Sortino ratio
The chart of Sortino ratio for 2B7A.DE, currently valued at -0.36, compared to the broader market-2.000.002.004.006.008.00-0.36
Omega ratio
The chart of Omega ratio for 2B7A.DE, currently valued at 0.96, compared to the broader market1.001.502.002.500.96
Calmar ratio
The chart of Calmar ratio for 2B7A.DE, currently valued at -0.20, compared to the broader market0.002.004.006.008.0010.0012.00-0.20
Martin ratio
The chart of Martin ratio for 2B7A.DE, currently valued at -0.67, compared to the broader market0.0020.0040.0060.0080.00-0.67
VPU
Sharpe ratio
The chart of Sharpe ratio for VPU, currently valued at -0.18, compared to the broader market-1.000.001.002.003.004.005.00-0.18
Sortino ratio
The chart of Sortino ratio for VPU, currently valued at -0.14, compared to the broader market-2.000.002.004.006.008.00-0.14
Omega ratio
The chart of Omega ratio for VPU, currently valued at 0.98, compared to the broader market1.001.502.002.500.98
Calmar ratio
The chart of Calmar ratio for VPU, currently valued at -0.12, compared to the broader market0.002.004.006.008.0010.0012.00-0.12
Martin ratio
The chart of Martin ratio for VPU, currently valued at -0.37, compared to the broader market0.0020.0040.0060.0080.00-0.37

2B7A.DE vs. VPU - Sharpe Ratio Comparison

The current 2B7A.DE Sharpe Ratio is -0.23, which roughly equals the VPU Sharpe Ratio of -0.27. The chart below compares the 12-month rolling Sharpe Ratio of 2B7A.DE and VPU.


Rolling 12-month Sharpe Ratio-0.80-0.60-0.40-0.200.000.20NovemberDecember2024FebruaryMarchApril
-0.34
-0.18
2B7A.DE
VPU

Dividends

2B7A.DE vs. VPU - Dividend Comparison

2B7A.DE has not paid dividends to shareholders, while VPU's dividend yield for the trailing twelve months is around 3.41%.


TTM20232022202120202019201820172016201520142013
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%
VPU
Vanguard Utilities ETF
3.41%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%3.76%

Drawdowns

2B7A.DE vs. VPU - Drawdown Comparison

The maximum 2B7A.DE drawdown since its inception was -29.81%, smaller than the maximum VPU drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for 2B7A.DE and VPU. For additional features, visit the drawdowns tool.


-24.00%-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%-10.00%NovemberDecember2024FebruaryMarchApril
-15.01%
-13.07%
2B7A.DE
VPU

Volatility

2B7A.DE vs. VPU - Volatility Comparison

The current volatility for iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.DE) is 3.71%, while Vanguard Utilities ETF (VPU) has a volatility of 4.91%. This indicates that 2B7A.DE experiences smaller price fluctuations and is considered to be less risky than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
3.71%
4.91%
2B7A.DE
VPU