PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
2B7B.DE vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 2B7B.DE and ^NDX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

2B7B.DE vs. ^NDX - 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 NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
-0.25%
19.30%
2B7B.DE
^NDX

Key characteristics

Sharpe Ratio

2B7B.DE:

1.06

^NDX:

1.31

Sortino Ratio

2B7B.DE:

1.54

^NDX:

1.80

Omega Ratio

2B7B.DE:

1.19

^NDX:

1.24

Calmar Ratio

2B7B.DE:

1.35

^NDX:

1.79

Martin Ratio

2B7B.DE:

3.72

^NDX:

6.15

Ulcer Index

2B7B.DE:

3.72%

^NDX:

3.96%

Daily Std Dev

2B7B.DE:

13.11%

^NDX:

18.52%

Max Drawdown

2B7B.DE:

-34.61%

^NDX:

-82.90%

Current Drawdown

2B7B.DE:

-4.54%

^NDX:

-2.40%

Returns By Period

In the year-to-date period, 2B7B.DE achieves a 6.38% return, which is significantly higher than ^NDX's 2.64% return.


2B7B.DE

YTD

6.38%

1M

6.15%

6M

6.41%

1Y

15.14%

5Y*

10.91%

10Y*

N/A

^NDX

YTD

2.64%

1M

1.13%

6M

19.30%

1Y

22.45%

5Y*

18.03%

10Y*

17.75%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

2B7B.DE vs. ^NDX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

2B7B.DE
The Risk-Adjusted Performance Rank of 2B7B.DE is 4444
Overall Rank
The Sharpe Ratio Rank of 2B7B.DE is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of 2B7B.DE is 4343
Sortino Ratio Rank
The Omega Ratio Rank of 2B7B.DE is 4343
Omega Ratio Rank
The Calmar Ratio Rank of 2B7B.DE is 5151
Calmar Ratio Rank
The Martin Ratio Rank of 2B7B.DE is 4040
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6161
Overall Rank
The Sharpe Ratio Rank of ^NDX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

2B7B.DE vs. ^NDX - 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 NASDAQ 100 (^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.


Sharpe ratio
The chart of Sharpe ratio for 2B7B.DE, currently valued at 0.60, compared to the broader market0.002.004.000.601.23
The chart of Sortino ratio for 2B7B.DE, currently valued at 0.94, compared to the broader market0.005.0010.000.941.70
The chart of Omega ratio for 2B7B.DE, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.23
The chart of Calmar ratio for 2B7B.DE, currently valued at 0.54, compared to the broader market0.005.0010.0015.0020.000.541.66
The chart of Martin ratio for 2B7B.DE, currently valued at 1.47, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.475.66
2B7B.DE
^NDX

The current 2B7B.DE Sharpe Ratio is 1.06, which is comparable to the ^NDX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of 2B7B.DE and ^NDX, 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.60
1.23
2B7B.DE
^NDX

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 -82.90%. Use the drawdown chart below to compare losses from any high point for 2B7B.DE and ^NDX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.83%
-2.40%
2B7B.DE
^NDX

Volatility

2B7B.DE vs. ^NDX - Volatility Comparison

The current volatility for iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (2B7B.DE) is 4.09%, while NASDAQ 100 (^NDX) has a volatility of 5.70%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
4.09%
5.70%
2B7B.DE
^NDX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab