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2B7C.DE vs. ZPRG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2B7C.DE vs. ZPRG.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 SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 2B7C.DE achieves a 18.03% return, which is significantly higher than ZPRG.DE's 13.18% return.


2B7C.DE

1D
-0.67%
1M
1.76%
6M
12.15%
YTD
18.03%
1Y
22.15%
3Y*
18.98%
5Y*
13.94%
10Y*

ZPRG.DE

1D
0.72%
1M
3.42%
6M
9.86%
YTD
13.18%
1Y
19.22%
3Y*
14.02%
5Y*
7.92%
10Y*
6.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
2B7C.DE
iShares S&P 500 Industrials Sector UCITS ETF
18.03%6.93%23.74%13.77%-0.13%32.10%-0.53%32.25%-10.21%-2.64%
ZPRG.DE
SPDR S&P Global Dividend Aristocrats UCITS
13.18%5.03%13.19%3.49%-1.05%25.02%-17.50%23.66%-5.29%1.70%

Correlation

The correlation between 2B7C.DE and ZPRG.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.53

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

0.64

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2017

0.70

Over the past year, the correlation between 2B7C.DE and ZPRG.DE has dropped to 0.37 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

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Return for Risk

2B7C.DE vs. ZPRG.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: 5454
Overall Rank
2B7C.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
2B7C.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
2B7C.DE Omega Ratio Rank: 4848
Omega Ratio Rank
2B7C.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
2B7C.DE Martin Ratio Rank: 5757
Martin Ratio Rank

ZPRG.DE
ZPRG.DE Risk / Return Rank: 8080
Overall Rank
ZPRG.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ZPRG.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
ZPRG.DE Omega Ratio Rank: 7575
Omega Ratio Rank
ZPRG.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
ZPRG.DE Martin Ratio Rank: 7777
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. ZPRG.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 SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


2B7C.DEZPRG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.26

1.36

-0.10

Calmar ratioReturn relative to maximum drawdown

2.48

3.53

-1.05

Martin ratioReturn relative to average drawdown

8.00

11.50

-3.51

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

The current 2B7C.DE Sharpe Ratio is 1.46, which is comparable to the ZPRG.DE Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of 2B7C.DE and ZPRG.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.


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Drawdowns

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

The maximum 2B7C.DE drawdown since its inception was -41.31%, roughly equal to the maximum ZPRG.DE drawdown of -42.07%. Use the drawdown chart below to compare losses from any high point for 2B7C.DE and ZPRG.DE.


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Drawdown Indicators


2B7C.DEZPRG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.31%

-42.07%

+0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-5.42%

-3.47%

Max Drawdown (3Y)

Largest decline over 3 years

-22.67%

-17.07%

-5.60%

Max Drawdown (5Y)

Largest decline over 5 years

-22.67%

-18.48%

-4.19%

Max Drawdown (10Y)

Largest decline over 10 years

-42.07%

Current Drawdown

Current decline from peak

-3.49%

0.00%

-3.49%

Average Drawdown

Average peak-to-trough decline

-5.80%

-6.54%

+0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

1.67%

+1.09%

Volatility

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

iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE) has a higher volatility of 4.80% compared to SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) at 2.36%. This indicates that 2B7C.DE's price experiences larger fluctuations and is considered to be riskier than ZPRG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2B7C.DEZPRG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

2.36%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

6.60%

+5.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

9.29%

+5.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

12.38%

+4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.21%

14.81%

+5.40%

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

2B7C.DE has a 0.15% expense ratio, which is lower than ZPRG.DE's 0.45% expense ratio.


Dividends

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

2B7C.DE has not paid dividends to shareholders, while ZPRG.DE's dividend yield for the trailing twelve months is around 3.68%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
ZPRG.DE
SPDR S&P Global Dividend Aristocrats UCITS
3.68%4.25%3.73%4.22%4.49%3.58%3.98%3.44%3.95%3.36%3.62%3.80%

Frequently Asked Questions


2B7C.DE and ZPRG.DE have a correlation of 0.37, 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 0.45% for ZPRG.DE.

2B7C.DE is categorized as Industrials Equities, while ZPRG.DE is Global Equity Income. 2B7C.DE tracks S&P 500 Capped 35/20 Industrials, while ZPRG.DE tracks S&P Global Dividend Aristocrats Quality Income Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for 2B7C.DE and 0.45% for ZPRG.DE.

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