2B7B.DE vs. E500.DE
2B7B.DE (iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF) and E500.DE (Invesco S&P 500 UCITS ETF (EUR Hdg)) are both exchange-traded funds - 2B7B.DE is a Materials fund tracking the S&P 500 Capped 35/20 Materials Sector Index, while E500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, 2B7B.DE returned 5.89%/yr vs 11.18%/yr for E500.DE. A 0.66 correlation means they provide meaningful diversification when combined. 2B7B.DE charges 0.15%/yr vs 0.05%/yr for E500.DE.
Performance
2B7B.DE vs. E500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 2B7B.DE achieves a 12.98% return, which is significantly higher than E500.DE's 8.91% 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*
- —
E500.DE
- 1D
- 0.01%
- 1M
- 4.31%
- YTD
- 8.91%
- 6M
- 9.68%
- 1Y
- 24.57%
- 3Y*
- 19.53%
- 5Y*
- 11.18%
- 10Y*
- 12.71%
2B7B.DE vs. E500.DE - 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% |
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | 8.91% | 15.32% | 22.74% | 23.33% | -21.41% | 28.61% | 16.03% | 27.42% | -8.60% | 13.70% |
Correlation
The correlation between 2B7B.DE and E500.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2017 | 0.66 |
Over the past year, the correlation between 2B7B.DE and E500.DE has dropped to 0.44 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
2B7B.DE vs. E500.DE — Risk / Return Rank
2B7B.DE
E500.DE
2B7B.DE vs. E500.DE - 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 Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.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.
| 2B7B.DE | E500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.37 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 2.80 | -1.22 |
| Martin ratioReturn relative to average drawdown | 4.68 | 11.96 | -7.28 |
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 | E500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 2.08 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.69 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.73 | -0.28 |
Drawdowns
2B7B.DE vs. E500.DE - Drawdown Comparison
The maximum 2B7B.DE drawdown since its inception was -34.61%, roughly equal to the maximum E500.DE drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for 2B7B.DE and E500.DE.
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Drawdown Indicators
| 2B7B.DE | E500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.61% | -34.20% | -0.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -8.73% | -1.46% |
Max Drawdown (3Y)Largest decline over 3 years | -24.54% | -18.50% | -6.04% |
Max Drawdown (5Y)Largest decline over 5 years | -24.54% | -25.83% | +1.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.20% | — |
Current DrawdownCurrent decline from peak | -2.44% | -0.59% | -1.85% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -4.97% | -1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.05% | +1.39% |
Volatility
2B7B.DE vs. E500.DE - Volatility Comparison
iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF (2B7B.DE) has a higher volatility of 4.84% compared to Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) at 3.11%. This indicates that 2B7B.DE's price experiences larger fluctuations and is considered to be riskier than E500.DE 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 | E500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 3.11% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 12.31% | 8.64% | +3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.43% | 11.77% | +3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 15.99% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.16% | 16.61% | +2.55% |
2B7B.DE vs. E500.DE - Expense Ratio Comparison
2B7B.DE has a 0.15% expense ratio, which is higher than E500.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
2B7B.DE vs. E500.DE - Dividend Comparison
Neither 2B7B.DE nor E500.DE has paid dividends to shareholders.
Frequently Asked Questions
2B7B.DE and E500.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, E500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
E500.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for 2B7B.DE.
2B7B.DE is categorized as Materials, while E500.DE is S&P 500. 2B7B.DE tracks S&P 500 Capped 35/20 Materials Sector Index, while E500.DE tracks S&P 500 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for 2B7B.DE and 0.05% for E500.DE.
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