2B7D.DE vs. E500.DE
2B7D.DE (iShares S&P 500 Consumer Staples Sector UCITS ETF) and E500.DE (Invesco S&P 500 UCITS ETF (EUR Hdg)) are both exchange-traded funds - 2B7D.DE is a Consumer Staples Equities fund tracking the S&P 500 Capped 35/20 Consumer Staples, while E500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, 2B7D.DE returned 7.77%/yr vs 11.18%/yr for E500.DE. At a 0.28 correlation, their price movements are largely independent. 2B7D.DE charges 0.15%/yr vs 0.05%/yr for E500.DE.
Performance
2B7D.DE vs. E500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 2B7D.DE achieves a 7.60% return, which is significantly lower than E500.DE's 8.91% return.
2B7D.DE
- 1D
- 0.07%
- 1M
- -1.79%
- YTD
- 7.60%
- 6M
- 6.06%
- 1Y
- 2.02%
- 3Y*
- 5.47%
- 5Y*
- 7.77%
- 10Y*
- —
E500.DE
- 1D
- 0.01%
- 1M
- 4.31%
- YTD
- 8.91%
- 6M
- 9.68%
- 1Y
- 24.57%
- 3Y*
- 19.53%
- 5Y*
- 11.18%
- 10Y*
- 12.71%
2B7D.DE vs. E500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
2B7D.DE iShares S&P 500 Consumer Staples Sector UCITS ETF | 7.60% | -8.12% | 21.83% | -3.82% | 5.50% | 28.07% | -0.37% | 32.49% | -6.43% | -11.68% |
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | 8.91% | 15.32% | 22.74% | 23.33% | -21.41% | 28.61% | 16.03% | 27.42% | -8.60% | 14.23% |
Correlation
The correlation between 2B7D.DE and E500.DE is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2017 | 0.28 |
The correlation between 2B7D.DE and E500.DE shifts across timeframes, from -0.12 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
2B7D.DE vs. E500.DE — Risk / Return Rank
2B7D.DE
E500.DE
2B7D.DE vs. E500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.DE) and Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.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.
| 2B7D.DE | E500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.37 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.03 | 2.80 | -2.77 |
| Martin ratioReturn relative to average drawdown | 0.05 | 11.96 | -11.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 2B7D.DE | E500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 2.08 | -2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.69 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.73 | -0.38 |
Drawdowns
2B7D.DE vs. E500.DE - Drawdown Comparison
The maximum 2B7D.DE drawdown since its inception was -26.89%, smaller than the maximum E500.DE drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for 2B7D.DE and E500.DE.
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Drawdown Indicators
| 2B7D.DE | E500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.89% | -34.20% | +7.31% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -8.73% | -8.12% |
Max Drawdown (3Y)Largest decline over 3 years | -16.85% | -18.50% | +1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -25.83% | +8.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.20% | — |
Current DrawdownCurrent decline from peak | -9.21% | -0.59% | -8.62% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -4.97% | -3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.88% | 2.05% | +6.83% |
Volatility
2B7D.DE vs. E500.DE - Volatility Comparison
iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.DE) has a higher volatility of 6.09% compared to Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) at 3.11%. This indicates that 2B7D.DE's price experiences larger fluctuations and is considered to be riskier than E500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2B7D.DE | E500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 3.11% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 8.64% | +2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.70% | 11.77% | +13.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 15.99% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 16.61% | +0.32% |
2B7D.DE vs. E500.DE - Expense Ratio Comparison
2B7D.DE has a 0.15% expense ratio, which is higher than E500.DE's 0.05% 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
2B7D.DE vs. E500.DE - Dividend Comparison
Neither 2B7D.DE nor E500.DE has paid dividends to shareholders.
Frequently Asked Questions
2B7D.DE and E500.DE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, E500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
E500.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for 2B7D.DE.
2B7D.DE is categorized as Consumer Staples Equities, while E500.DE is S&P 500. 2B7D.DE tracks S&P 500 Capped 35/20 Consumer Staples, while E500.DE tracks S&P 500 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for 2B7D.DE and 0.05% for E500.DE.
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