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 7.32%/yr vs 16.60%/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 16.19% return, which is significantly lower than ^NDX's 20.50% return.
2B7B.DE
- 1D
- 0.90%
- 1M
- 4.55%
- YTD
- 16.19%
- 6M
- 16.99%
- 1Y
- 22.37%
- 3Y*
- 8.93%
- 5Y*
- 7.32%
- 10Y*
- —
^NDX
- 1D
- 0.69%
- 1M
- 0.41%
- YTD
- 20.50%
- 6M
- 18.91%
- 1Y
- 35.77%
- 3Y*
- 24.35%
- 5Y*
- 16.60%
- 10Y*
- 21.12%
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 | 16.19% | -1.02% | 5.26% | 8.57% | -7.12% | 39.56% | 8.39% | 25.69% | -11.20% | -0.81% |
^NDX NASDAQ 100 Index | 20.50% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | 3.61% | 8.00% |
Correlation
The correlation between 2B7B.DE and ^NDX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 2B7B.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.36 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 3.21 | -1.01 |
| Martin ratioReturn relative to average drawdown | 6.48 | 9.85 | -3.37 |
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Drawdowns
2B7B.DE vs. ^NDX - Drawdown Comparison
The maximum 2B7B.DE drawdown since its inception was -34.70%, 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 | -34.70% | -46.44% | +11.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -11.19% | +1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -24.57% | -27.30% | +2.73% |
Max Drawdown (5Y)Largest decline over 5 years | -24.57% | -31.53% | +6.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.53% | — |
Current DrawdownCurrent decline from peak | -0.39% | -2.48% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -6.67% | -8.00% | +1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 3.64% | -0.20% |
Volatility
2B7B.DE vs. ^NDX - Volatility Comparison
The current volatility for iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF (2B7B.DE) is 5.17%, while NASDAQ 100 Index (^NDX) has a volatility of 8.19%. This indicates that 2B7B.DE experiences smaller price fluctuations and is considered to be less risky 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 | 5.17% | 8.19% | -3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.49% | 13.52% | -1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 17.83% | -1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.28% | 22.49% | -5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.12% | 22.95% | -2.83% |
Frequently Asked Questions
2B7B.DE and ^NDX have a correlation of 0.27, 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 2B7B.DE and ^NDX
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