2B7C.DE vs. VUSA.DE

Last updated Jun 5, 2026

2B7C.DE (iShares S&P 500 Industrials Sector UCITS ETF) and VUSA.DE (Vanguard S&P 500 UCITS ETF) are both exchange-traded funds - 2B7C.DE is a Industrials Equities fund tracking the S&P 500 Capped 35/20 Industrials, while VUSA.DE is a S&P 500 fund tracking the S&P 500 Net Total Return. Both are passively managed. Over the past 5 years, 2B7C.DE returned 13.22%/yr vs 14.76%/yr for VUSA.DE. A 0.79 correlation means they provide meaningful diversification when combined. 2B7C.DE charges 0.15%/yr vs 0.07%/yr for VUSA.DE.

Performance

2B7C.DE vs. VUSA.DE - 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 Vanguard S&P 500 UCITS ETF (VUSA.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, 2B7C.DE achieves a 13.30% return, which is significantly higher than VUSA.DE's 11.38% 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*: —

VUSA.DE

• 1D: -0.12%
• 1M: 4.37%
• YTD: 11.38%
• 6M: 10.86%
• 1Y: 25.53%
• 3Y*: 18.87%
• 5Y*: 14.76%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

2B7C.DE vs. VUSA.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%	2.43%
VUSA.DE Vanguard S&P 500 UCITS ETF	11.38%	4.74%	32.32%	22.44%	-14.26%	40.76%	6.77%	34.46%	-1.12%	2.82%

Correlation

The correlation between 2B7C.DE and VUSA.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017	0.79

The correlation between 2B7C.DE and VUSA.DE shifts across timeframes, from 0.68 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

Return for Risk

2B7C.DE vs. VUSA.DE — 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: 44
2B7C.DE Sharpe Ratio Rank: 41
2B7C.DE Sortino Ratio Rank: 43
2B7C.DE Omega Ratio Rank: 40
2B7C.DE Calmar Ratio Rank: 48
2B7C.DE Martin Ratio Rank: 47

VUSA.DE

VUSA.DE Risk / Return Rank: 69
VUSA.DE Sharpe Ratio Rank: 68
VUSA.DE Sortino Ratio Rank: 65
VUSA.DE Omega Ratio Rank: 70
VUSA.DE Calmar Ratio Rank: 72
VUSA.DE Martin Ratio Rank: 70

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. VUSA.DE - 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 Vanguard S&P 500 UCITS ETF (VUSA.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.

	2B7C.DE	VUSA.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.44	2.20	-0.76
Sortino ratio: Return per unit of downside risk	2.13	2.99	-0.86
Omega ratio: Gain probability vs. loss probability	1.26	1.41	-0.15
Calmar ratio: Return relative to maximum drawdown	2.34	3.57	-1.23
Martin ratio: Return relative to average drawdown	7.59	12.71	-5.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

2B7C.DE vs. VUSA.DE - Sharpe Ratio Comparison

The current 2B7C.DE Sharpe Ratio is 1.44, which is lower than the VUSA.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of 2B7C.DE and VUSA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	2B7C.DE	VUSA.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.44	2.20	-0.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.96	-0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.89	-0.29

Drawdowns

2B7C.DE vs. VUSA.DE - Drawdown Comparison

The maximum 2B7C.DE drawdown since its inception was -41.33%, which is greater than VUSA.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for 2B7C.DE and VUSA.DE.

Drawdown Indicators

	2B7C.DE	VUSA.DE	Difference
Max Drawdown Largest peak-to-trough decline	-41.33%	-33.63%	-7.70%
Max Drawdown (1Y) Largest decline over 1 year	-8.89%	-7.13%	-1.76%
Max Drawdown (3Y) Largest decline over 3 years	-22.66%	-23.24%	+0.58%
Max Drawdown (5Y) Largest decline over 5 years	-22.66%	-23.24%	+0.58%
Current Drawdown Current decline from peak	-0.47%	-0.44%	-0.03%
Average Drawdown Average peak-to-trough decline	-5.04%	-4.40%	-0.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	2.01%	+0.74%

Volatility

2B7C.DE vs. VUSA.DE - Volatility Comparison

iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE) has a higher volatility of 3.74% compared to Vanguard S&P 500 UCITS ETF (VUSA.DE) at 2.68%. This indicates that 2B7C.DE's price experiences larger fluctuations and is considered to be riskier than VUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	2B7C.DE	VUSA.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.74%	2.68%	+1.06%
Volatility (6M) Calculated over the trailing 6-month period	10.98%	7.59%	+3.39%
Volatility (1Y) Calculated over the trailing 1-year period	14.45%	11.58%	+2.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.73%	15.17%	+1.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.35%	16.77%	+2.58%

2B7C.DE vs. VUSA.DE - Expense Ratio Comparison

2B7C.DE has a 0.15% expense ratio, which is higher than VUSA.DE's 0.07% 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

2B7C.DE vs. VUSA.DE - Dividend Comparison

2B7C.DE has not paid dividends to shareholders, while VUSA.DE's dividend yield for the trailing twelve months is around 0.87%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
VUSA.DE Vanguard S&P 500 UCITS ETF	0.87%	0.97%	1.00%	1.25%	1.45%	1.02%	1.43%	1.45%	1.74%	0.41%

Frequently Asked Questions

Can I hold both 2B7C.DE and VUSA.DE in my portfolio?

2B7C.DE and VUSA.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, 2B7C.DE or VUSA.DE?

On fees, VUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, 2B7C.DE or VUSA.DE?

VUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for 2B7C.DE.

What is the main difference between 2B7C.DE and VUSA.DE?

2B7C.DE is categorized as Industrials Equities, while VUSA.DE is S&P 500. 2B7C.DE tracks S&P 500 Capped 35/20 Industrials, while VUSA.DE tracks S&P 500 Net Total Return. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for 2B7C.DE and 0.07% for VUSA.DE.