PortfoliosLab logoPortfoliosLab logo
2B7C.DE vs. DFND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2B7C.DE vs. DFND - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE) and Siren DIVCON Dividend Defender ETF (DFND). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

2B7C.DE is traded in EUR, while DFND is traded in USD. To make them comparable, the DFND values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 2B7C.DE achieves a 13.30% return, which is significantly higher than DFND's 1.08% return.


2B7C.DE

1D
-0.23%
1M
2.46%
YTD
13.30%
6M
14.07%
1Y
20.91%
3Y*
18.60%
5Y*
13.22%
10Y*

DFND

1D
-0.14%
1M
0.67%
YTD
1.08%
6M
0.32%
1Y
-0.68%
3Y*
5.21%
5Y*
5.51%
10Y*
6.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B7C.DE vs. DFND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
2B7C.DE
iShares S&P 500 Industrials Sector UCITS ETF
13.30%6.91%23.72%13.89%-0.20%32.19%-0.63%32.20%-10.13%4.44%
DFND
Siren DIVCON Dividend Defender ETF
1.08%-2.67%15.64%8.76%-14.61%23.38%6.55%22.23%2.77%0.44%

Correlation

The correlation between 2B7C.DE and DFND is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2017

0.32

The correlation between 2B7C.DE and DFND shifts across timeframes, from 0.13 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

2B7C.DE vs. DFND — Risk / Return Rank

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

2B7C.DE
2B7C.DE Risk / Return Rank: 4444
Overall Rank
2B7C.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
2B7C.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
2B7C.DE Omega Ratio Rank: 4040
Omega Ratio Rank
2B7C.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
2B7C.DE Martin Ratio Rank: 4747
Martin Ratio Rank

DFND
DFND Risk / Return Rank: 1111
Overall Rank
DFND Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DFND Sortino Ratio Rank: 1010
Sortino Ratio Rank
DFND Omega Ratio Rank: 1111
Omega Ratio Rank
DFND Calmar Ratio Rank: 1313
Calmar Ratio Rank
DFND Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

2B7C.DE vs. DFND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE) and Siren DIVCON Dividend Defender ETF (DFND). 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.


2B7C.DEDFNDDifference
Sharpe ratioReturn per unit of total volatility

+1.51

Sortino ratioReturn per unit of downside risk

+2.15

Omega ratioGain probability vs. loss probability

1.26

1.00

+0.26

Calmar ratioReturn relative to maximum drawdown

2.34

-0.15

+2.49

Martin ratioReturn relative to average drawdown

7.59

-0.27

+7.86

2B7C.DE vs. DFND - Sharpe Ratio Comparison

The current 2B7C.DE Sharpe Ratio is 1.44, which is higher than the DFND Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of 2B7C.DE and DFND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


2B7C.DEDFNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

-0.07

+1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.25

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.30

+0.30

Drawdowns

2B7C.DE vs. DFND - Drawdown Comparison

The maximum 2B7C.DE drawdown since its inception was -41.33%, which is greater than DFND's maximum drawdown of -19.65%. Use the drawdown chart below to compare losses from any high point for 2B7C.DE and DFND.


Loading charts...

Drawdown Indicators


2B7C.DEDFNDDifference

Max Drawdown

Largest peak-to-trough decline

-41.33%

-19.65%

-21.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-5.56%

-3.33%

Max Drawdown (3Y)

Largest decline over 3 years

-22.66%

-18.86%

-3.80%

Max Drawdown (5Y)

Largest decline over 5 years

-22.66%

-18.86%

-3.80%

Max Drawdown (10Y)

Largest decline over 10 years

-19.65%

Current Drawdown

Current decline from peak

-0.47%

-10.99%

+10.52%

Average Drawdown

Average peak-to-trough decline

-5.04%

-6.25%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

6.52%

-3.77%

Volatility

2B7C.DE vs. DFND - Volatility Comparison

iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE) has a higher volatility of 3.74% compared to Siren DIVCON Dividend Defender ETF (DFND) at 1.26%. This indicates that 2B7C.DE's price experiences larger fluctuations and is considered to be riskier than DFND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


2B7C.DEDFNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

1.26%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.98%

7.00%

+3.98%

Volatility (1Y)

Calculated over the trailing 1-year period

14.45%

11.92%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.73%

22.64%

-5.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.35%

19.87%

-0.52%

2B7C.DE vs. DFND - Expense Ratio Comparison

2B7C.DE has a 0.15% expense ratio, which is lower than DFND's 1.50% expense ratio.


Dividends

2B7C.DE vs. DFND - Dividend Comparison

2B7C.DE has not paid dividends to shareholders, while DFND's dividend yield for the trailing twelve months is around 0.62%.


PositionTTM202520242023202220212020201920182017
2B7C.DE
iShares S&P 500 Industrials Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFND
Siren DIVCON Dividend Defender ETF
0.62%1.10%1.64%1.84%0.29%0.00%0.00%0.77%0.53%0.02%

Frequently Asked Questions


2B7C.DE and DFND have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 2B7C.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

2B7C.DE is cheaper with a 0.15% expense ratio, compared with 1.50% for DFND.

2B7C.DE is categorized as Industrials Equities, while DFND is Large Cap Blend Equities. 2B7C.DE tracks S&P 500 Capped 35/20 Industrials, while DFND tracks Siren DIVCON Dividend Defender Index. They also come from different issuers: iShares and SRN Advisors. Their fees differ too: 0.15% for 2B7C.DE and 1.50% for DFND.

Portfolio Optimizer

Find the right allocation for 2B7C.DE and DFND

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer