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2B7B.DE vs. XZEU.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 2B7B.DE and XZEU.DE is 0.64, 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.


-0.50.00.51.00.6

Performance

2B7B.DE vs. XZEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (2B7B.DE) and Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
64.81%
48.24%
2B7B.DE
XZEU.DE

Key characteristics

Sharpe Ratio

2B7B.DE:

0.56

XZEU.DE:

1.02

Sortino Ratio

2B7B.DE:

0.85

XZEU.DE:

1.45

Omega Ratio

2B7B.DE:

1.11

XZEU.DE:

1.18

Calmar Ratio

2B7B.DE:

0.76

XZEU.DE:

1.69

Martin Ratio

2B7B.DE:

2.38

XZEU.DE:

5.85

Ulcer Index

2B7B.DE:

2.95%

XZEU.DE:

1.89%

Daily Std Dev

2B7B.DE:

12.56%

XZEU.DE:

10.79%

Max Drawdown

2B7B.DE:

-34.61%

XZEU.DE:

-33.18%

Current Drawdown

2B7B.DE:

-8.88%

XZEU.DE:

-5.15%

Returns By Period

In the year-to-date period, 2B7B.DE achieves a 6.85% return, which is significantly lower than XZEU.DE's 10.84% return.


2B7B.DE

YTD

6.85%

1M

-5.38%

6M

-0.93%

1Y

7.30%

5Y*

10.03%

10Y*

N/A

XZEU.DE

YTD

10.84%

1M

-0.95%

6M

-1.85%

1Y

11.32%

5Y*

7.06%

10Y*

N/A

Compare stocks, funds, or ETFs

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


2B7B.DE vs. XZEU.DE - Expense Ratio Comparison

2B7B.DE has a 0.15% expense ratio, which is lower than XZEU.DE's 0.20% 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%.


XZEU.DE
Xtrackers MSCI Europe ESG UCITS ETF 1C
Expense ratio chart for XZEU.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for 2B7B.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

2B7B.DE vs. XZEU.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (2B7B.DE) and Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.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.


Sharpe ratio
The chart of Sharpe ratio for 2B7B.DE, currently valued at 0.07, compared to the broader market0.002.004.000.070.38
The chart of Sortino ratio for 2B7B.DE, currently valued at 0.19, compared to the broader market-2.000.002.004.006.008.0010.000.190.61
The chart of Omega ratio for 2B7B.DE, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.07
The chart of Calmar ratio for 2B7B.DE, currently valued at 0.07, compared to the broader market0.005.0010.0015.000.070.41
The chart of Martin ratio for 2B7B.DE, currently valued at 0.25, compared to the broader market0.0020.0040.0060.0080.00100.000.251.26
2B7B.DE
XZEU.DE

The current 2B7B.DE Sharpe Ratio is 0.56, which is lower than the XZEU.DE Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of 2B7B.DE and XZEU.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.07
0.38
2B7B.DE
XZEU.DE

Dividends

2B7B.DE vs. XZEU.DE - Dividend Comparison

Neither 2B7B.DE nor XZEU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

2B7B.DE vs. XZEU.DE - Drawdown Comparison

The maximum 2B7B.DE drawdown since its inception was -34.61%, roughly equal to the maximum XZEU.DE drawdown of -33.18%. Use the drawdown chart below to compare losses from any high point for 2B7B.DE and XZEU.DE. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.41%
-11.40%
2B7B.DE
XZEU.DE

Volatility

2B7B.DE vs. XZEU.DE - Volatility Comparison

iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (2B7B.DE) has a higher volatility of 3.86% compared to Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE) at 3.29%. This indicates that 2B7B.DE's price experiences larger fluctuations and is considered to be riskier than XZEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.86%
3.29%
2B7B.DE
XZEU.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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