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2B7D.DE vs. 2B7A.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 2B7D.DE and 2B7A.DE is 0.28, 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.


Performance

2B7D.DE vs. 2B7A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.DE) and iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.DE). The values are adjusted to include any dividend payments, if applicable.

70.00%75.00%80.00%85.00%90.00%95.00%December2025FebruaryMarchAprilMay
90.74%
94.06%
2B7D.DE
2B7A.DE

Key characteristics

Sharpe Ratio

2B7D.DE:

0.51

2B7A.DE:

0.71

Sortino Ratio

2B7D.DE:

0.79

2B7A.DE:

0.96

Omega Ratio

2B7D.DE:

1.10

2B7A.DE:

1.13

Calmar Ratio

2B7D.DE:

0.52

2B7A.DE:

0.71

Martin Ratio

2B7D.DE:

1.70

2B7A.DE:

2.37

Ulcer Index

2B7D.DE:

4.14%

2B7A.DE:

5.03%

Daily Std Dev

2B7D.DE:

13.45%

2B7A.DE:

18.11%

Max Drawdown

2B7D.DE:

-23.30%

2B7A.DE:

-35.70%

Current Drawdown

2B7D.DE:

-8.80%

2B7A.DE:

-7.72%

Returns By Period

In the year-to-date period, 2B7D.DE achieves a -2.23% return, which is significantly lower than 2B7A.DE's -0.49% return.


2B7D.DE

YTD

-2.23%

1M

1.61%

6M

1.01%

1Y

6.96%

5Y*

10.09%

10Y*

N/A

2B7A.DE

YTD

-0.49%

1M

4.71%

6M

0.23%

1Y

12.89%

5Y*

9.70%

10Y*

N/A

*Annualized

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2B7D.DE vs. 2B7A.DE - Expense Ratio Comparison

Both 2B7D.DE and 2B7A.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

2B7D.DE vs. 2B7A.DE — Risk-Adjusted Performance Rank

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

2B7D.DE
The Risk-Adjusted Performance Rank of 2B7D.DE is 5757
Overall Rank
The Sharpe Ratio Rank of 2B7D.DE is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of 2B7D.DE is 5555
Sortino Ratio Rank
The Omega Ratio Rank of 2B7D.DE is 5353
Omega Ratio Rank
The Calmar Ratio Rank of 2B7D.DE is 6363
Calmar Ratio Rank
The Martin Ratio Rank of 2B7D.DE is 5555
Martin Ratio Rank

2B7A.DE
The Risk-Adjusted Performance Rank of 2B7A.DE is 6868
Overall Rank
The Sharpe Ratio Rank of 2B7A.DE is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of 2B7A.DE is 6464
Sortino Ratio Rank
The Omega Ratio Rank of 2B7A.DE is 6363
Omega Ratio Rank
The Calmar Ratio Rank of 2B7A.DE is 7474
Calmar Ratio Rank
The Martin Ratio Rank of 2B7A.DE is 6767
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.

2B7D.DE vs. 2B7A.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.DE) and iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.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.


The current 2B7D.DE Sharpe Ratio is 0.51, which is comparable to the 2B7A.DE Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of 2B7D.DE and 2B7A.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 Ratio0.501.001.502.002.50December2025FebruaryMarchAprilMay
0.86
0.97
2B7D.DE
2B7A.DE

Dividends

2B7D.DE vs. 2B7A.DE - Dividend Comparison

Neither 2B7D.DE nor 2B7A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

2B7D.DE vs. 2B7A.DE - Drawdown Comparison

The maximum 2B7D.DE drawdown since its inception was -23.30%, smaller than the maximum 2B7A.DE drawdown of -35.70%. Use the drawdown chart below to compare losses from any high point for 2B7D.DE and 2B7A.DE. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-2.90%
-1.93%
2B7D.DE
2B7A.DE

Volatility

2B7D.DE vs. 2B7A.DE - Volatility Comparison

The current volatility for iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.DE) is 8.05%, while iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.DE) has a volatility of 10.76%. This indicates that 2B7D.DE experiences smaller price fluctuations and is considered to be less risky than 2B7A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.05%
10.76%
2B7D.DE
2B7A.DE