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2B7A.DE vs. XDWU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2B7A.DE vs. XDWU.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 Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 2B7A.DE achieves a 3.01% return, which is significantly lower than XDWU.DE's 5.92% 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*

XDWU.DE

1D
-1.48%
1M
-3.92%
YTD
5.92%
6M
5.19%
1Y
13.84%
3Y*
11.70%
5Y*
9.86%
10Y*
8.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B7A.DE vs. XDWU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C
5.92%11.38%19.82%-3.19%2.23%19.80%-4.88%25.27%6.79%-5.23%

Correlation

The correlation between 2B7A.DE and XDWU.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2017

0.88

The correlation between 2B7A.DE and XDWU.DE has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.

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Return for Risk

2B7A.DE vs. XDWU.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: 1616
Overall Rank
2B7A.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
2B7A.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
2B7A.DE Omega Ratio Rank: 1515
Omega Ratio Rank
2B7A.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
2B7A.DE Martin Ratio Rank: 1616
Martin Ratio Rank

XDWU.DE
XDWU.DE Risk / Return Rank: 3131
Overall Rank
XDWU.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XDWU.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XDWU.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XDWU.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XDWU.DE Martin Ratio Rank: 3232
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.

2B7A.DE vs. XDWU.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 Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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.DEXDWU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.08

1.18

-0.10

Calmar ratioReturn relative to maximum drawdown

0.72

1.77

-1.04

Martin ratioReturn relative to average drawdown

1.49

4.77

-3.28

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

The current 2B7A.DE Sharpe Ratio is 0.45, which is lower than the XDWU.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of 2B7A.DE and XDWU.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.


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Sharpe Ratios by Period


2B7A.DEXDWU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.07

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.69

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.55

-0.12

Drawdowns

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

The maximum 2B7A.DE drawdown since its inception was -35.70%, which is greater than XDWU.DE's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for 2B7A.DE and XDWU.DE.


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Drawdown Indicators


2B7A.DEXDWU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.70%

-33.61%

-2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.22%

-7.30%

-1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-16.84%

-12.68%

-4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-29.81%

-23.26%

-6.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.61%

Current Drawdown

Current decline from peak

-8.77%

-7.22%

-1.55%

Average Drawdown

Average peak-to-trough decline

-10.03%

-6.99%

-3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.48%

2.71%

+1.77%

Volatility

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

iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.DE) has a higher volatility of 5.01% compared to Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) at 4.08%. This indicates that 2B7A.DE's price experiences larger fluctuations and is considered to be riskier than XDWU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2B7A.DEXDWU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

4.08%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

12.01%

10.09%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

14.74%

12.09%

+2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

14.12%

+2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

15.16%

+4.49%

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

2B7A.DE has a 0.15% expense ratio, which is lower than XDWU.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

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

Neither 2B7A.DE nor XDWU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, 2B7A.DE and XDWU.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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.

2B7A.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XDWU.DE.

2B7A.DE tracks S&P 500 Capped 35/20 Utilities, while XDWU.DE tracks MSCI World/Utilities NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for 2B7A.DE and 0.25% for XDWU.DE.

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