2B7D.DE vs. EXH8.DE

Last updated Jun 27, 2026

2B7D.DE (iShares S&P 500 Consumer Staples Sector UCITS ETF) and EXH8.DE (iShares STOXX Europe 600 Retail UCITS ETF (DE)) are both Consumer Staples Equities funds from iShares - 2B7D.DE tracks the S&P 500 Capped 35/20 Consumer Staples while EXH8.DE tracks the STOXX® Europe 600 Retail. Both are passively managed. Over the past 5 years, 2B7D.DE returned 8.94%/yr vs 2.26%/yr for EXH8.DE. At a 0.23 correlation, their price movements are largely independent. 2B7D.DE charges 0.15%/yr vs 0.46%/yr for EXH8.DE.

Performance

2B7D.DE vs. EXH8.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 STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, 2B7D.DE achieves a 13.13% return, which is significantly higher than EXH8.DE's 2.01% return.

2B7D.DE

• 1D: 0.79%
• 1M: 1.93%
• YTD: 13.13%
• 6M: 13.99%
• 1Y: 11.72%
• 3Y*: 7.61%
• 5Y*: 8.94%
• 10Y*: —

EXH8.DE

• 1D: -1.58%
• 1M: 5.31%
• YTD: 2.01%
• 6M: 2.72%
• 1Y: 16.11%
• 3Y*: 12.32%
• 5Y*: 2.26%
• 10Y*: 7.40%

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

2B7D.DE vs. EXH8.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	13.13%	-8.12%	21.75%	-3.80%	5.44%	28.07%	-0.37%	29.93%	-4.54%	-11.62%
EXH8.DE iShares STOXX Europe 600 Retail UCITS ETF (DE)	2.01%	13.30%	10.53%	36.36%	-30.85%	12.99%	9.47%	38.24%	-10.15%	0.91%

Correlation

The correlation between 2B7D.DE and EXH8.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (All Time) Calculated using the full available price history since Mar 22, 2017	0.23

The correlation between 2B7D.DE and EXH8.DE shifts across timeframes, from 0.07 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

Return for Risk

2B7D.DE vs. EXH8.DE — Risk / Return Rank

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

2B7D.DE

2B7D.DE Risk / Return Rank: 24
2B7D.DE Sharpe Ratio Rank: 24
2B7D.DE Sortino Ratio Rank: 24
2B7D.DE Omega Ratio Rank: 21
2B7D.DE Calmar Ratio Rank: 29
2B7D.DE Martin Ratio Rank: 24

EXH8.DE

EXH8.DE Risk / Return Rank: 25
EXH8.DE Sharpe Ratio Rank: 25
EXH8.DE Sortino Ratio Rank: 25
EXH8.DE Omega Ratio Rank: 24
EXH8.DE Calmar Ratio Rank: 27
EXH8.DE Martin Ratio Rank: 25

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.

2B7D.DE vs. EXH8.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 iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.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.

	2B7D.DE	EXH8.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.81	0.85	-0.04
Sortino ratio: Return per unit of downside risk	1.27	1.32	-0.05
Omega ratio: Gain probability vs. loss probability	1.14	1.16	-0.02
Calmar ratio: Return relative to maximum drawdown	1.33	1.24	+0.09
Martin ratio: Return relative to average drawdown	2.93	3.17	-0.24

2B7D.DE vs. EXH8.DE - Sharpe Ratio Comparison

The current 2B7D.DE Sharpe Ratio is 0.81, which is comparable to the EXH8.DE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of 2B7D.DE and EXH8.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.

Drawdowns

2B7D.DE vs. EXH8.DE - Drawdown Comparison

The maximum 2B7D.DE drawdown since its inception was -27.26%, smaller than the maximum EXH8.DE drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for 2B7D.DE and EXH8.DE.

Drawdown Indicators

	2B7D.DE	EXH8.DE	Difference
Max Drawdown Largest peak-to-trough decline	-27.26%	-52.64%	+25.38%
Max Drawdown (1Y) Largest decline over 1 year	-8.78%	-12.97%	+4.19%
Max Drawdown (3Y) Largest decline over 3 years	-15.57%	-19.66%	+4.09%
Max Drawdown (5Y) Largest decline over 5 years	-15.57%	-48.56%	+32.99%
Max Drawdown (10Y) Largest decline over 10 years	—	-48.79%	—
Current Drawdown Current decline from peak	-3.14%	-1.58%	-1.56%
Average Drawdown Average peak-to-trough decline	-8.30%	-16.44%	+8.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.99%	5.07%	-1.08%

Volatility

2B7D.DE vs. EXH8.DE - Volatility Comparison

The current volatility for iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.DE) is 5.07%, while iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) has a volatility of 5.37%. This indicates that 2B7D.DE experiences smaller price fluctuations and is considered to be less risky than EXH8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	2B7D.DE	EXH8.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.07%	5.37%	-0.30%
Volatility (6M) Calculated over the trailing 6-month period	11.83%	15.25%	-3.42%
Volatility (1Y) Calculated over the trailing 1-year period	14.45%	18.90%	-4.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.48%	21.56%	-8.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.59%	19.43%	-3.84%

2B7D.DE vs. EXH8.DE - Expense Ratio Comparison

2B7D.DE has a 0.15% expense ratio, which is lower than EXH8.DE's 0.46% expense ratio.

Dividends

2B7D.DE vs. EXH8.DE - Dividend Comparison

2B7D.DE has not paid dividends to shareholders, while EXH8.DE's dividend yield for the trailing twelve months is around 2.05%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
2B7D.DE iShares S&P 500 Consumer Staples 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%
EXH8.DE iShares STOXX Europe 600 Retail UCITS ETF (DE)	2.05%	2.18%	2.07%	2.01%	2.79%	0.89%	1.08%	1.81%	2.49%	2.51%	2.48%	2.81%

Frequently Asked Questions

Can I hold both 2B7D.DE and EXH8.DE in my portfolio?

2B7D.DE and EXH8.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, 2B7D.DE or EXH8.DE?

On fees, 2B7D.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, 2B7D.DE or EXH8.DE?

2B7D.DE is cheaper with a 0.15% expense ratio, compared with 0.46% for EXH8.DE.

What is the main difference between 2B7D.DE and EXH8.DE?

2B7D.DE tracks S&P 500 Capped 35/20 Consumer Staples, while EXH8.DE tracks STOXX® Europe 600 Retail. Their fees differ too: 0.15% for 2B7D.DE and 0.46% for EXH8.DE.