2B7B.DE vs. ^NDX
2B7B.DE (iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF) is Materials fund tracking the S&P 500 Capped 35/20 Materials Sector Index, while ^NDX (NASDAQ 100 Index) is an index. Over the past 5 years, 2B7B.DE returned 5.89%/yr vs 18.26%/yr for ^NDX. At a 0.29 correlation, their price movements are largely independent.
Performance
2B7B.DE vs. ^NDX - Performance Comparison
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Different Trading Currencies
2B7B.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, 2B7B.DE achieves a 12.98% return, which is significantly lower than ^NDX's 21.80% return.
2B7B.DE
- 1D
- -0.32%
- 1M
- 1.48%
- YTD
- 12.98%
- 6M
- 17.01%
- 1Y
- 16.17%
- 3Y*
- 8.06%
- 5Y*
- 5.89%
- 10Y*
- —
^NDX
- 1D
- -0.67%
- 1M
- 9.26%
- YTD
- 21.80%
- 6M
- 19.18%
- 1Y
- 37.64%
- 3Y*
- 24.43%
- 5Y*
- 18.26%
- 10Y*
- 20.72%
2B7B.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
2B7B.DE iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF | 12.98% | -1.07% | 5.24% | 8.58% | -7.10% | 39.56% | 8.41% | 25.77% | -11.22% | 6.42% |
^NDX NASDAQ 100 Index | 21.80% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | 3.61% | 7.30% |
Correlation
The correlation between 2B7B.DE and ^NDX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2017 | 0.29 |
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Return for Risk
2B7B.DE vs. ^NDX — Risk / Return Rank
2B7B.DE
^NDX
2B7B.DE vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF (2B7B.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.
| 2B7B.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.40 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 3.38 | -1.80 |
| Martin ratioReturn relative to average drawdown | 4.68 | 10.55 | -5.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 2B7B.DE | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 2.32 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.82 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.91 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.73 | -0.29 |
Drawdowns
2B7B.DE vs. ^NDX - Drawdown Comparison
The maximum 2B7B.DE drawdown since its inception was -34.61%, smaller than the maximum ^NDX drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for 2B7B.DE and ^NDX.
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Drawdown Indicators
| 2B7B.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.61% | -46.44% | +11.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -11.19% | +1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -24.54% | -27.30% | +2.76% |
Max Drawdown (5Y)Largest decline over 5 years | -24.54% | -31.53% | +6.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.53% | — |
Current DrawdownCurrent decline from peak | -2.44% | -0.69% | -1.75% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -8.00% | +1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 3.58% | -0.14% |
Volatility
2B7B.DE vs. ^NDX - Volatility Comparison
iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF (2B7B.DE) has a higher volatility of 4.84% compared to NASDAQ 100 Index (^NDX) at 3.80%. This indicates that 2B7B.DE's price experiences larger fluctuations and is considered to be riskier 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
| 2B7B.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 3.80% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.31% | 11.58% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.43% | 16.31% | -0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 22.24% | -5.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.16% | 22.83% | -3.67% |
Frequently Asked Questions
2B7B.DE and ^NDX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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