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2B7D.DE vs. IWDA.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

2B7D.DE vs. IWDA.AS - 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 Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). The values are adjusted to include any dividend payments, if applicable.

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2B7D.DE vs. IWDA.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
2B7D.DE
iShares S&P 500 Consumer Staples Sector UCITS ETF
7.51%-8.12%21.83%-3.82%5.50%28.07%-0.37%32.49%-6.43%-11.68%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
-1.07%7.08%27.23%19.89%-13.54%32.54%6.20%29.58%-4.16%4.61%

Returns By Period

In the year-to-date period, 2B7D.DE achieves a 7.51% return, which is significantly higher than IWDA.AS's -1.07% return.


2B7D.DE

1D
-0.96%
1M
-6.48%
YTD
7.51%
6M
8.36%
1Y
-2.37%
3Y*
5.53%
5Y*
8.19%
10Y*

IWDA.AS

1D
2.11%
1M
-3.07%
YTD
-1.07%
6M
2.15%
1Y
12.16%
3Y*
15.10%
5Y*
10.85%
10Y*
11.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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2B7D.DE vs. IWDA.AS - Expense Ratio Comparison

2B7D.DE has a 0.15% expense ratio, which is lower than IWDA.AS's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

2B7D.DE vs. IWDA.AS — 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: 1010
Overall Rank
2B7D.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
2B7D.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
2B7D.DE Omega Ratio Rank: 1010
Omega Ratio Rank
2B7D.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
2B7D.DE Martin Ratio Rank: 1010
Martin Ratio Rank

IWDA.AS
IWDA.AS Risk / Return Rank: 6060
Overall Rank
IWDA.AS Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 3636
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 4040
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 9393
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 9393
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.

2B7D.DE vs. IWDA.AS - 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 Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). 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.DEIWDA.ASDifference

Sharpe ratio

Return per unit of total volatility

-0.09

0.75

-0.85

Sortino ratio

Return per unit of downside risk

0.05

1.10

-1.04

Omega ratio

Gain probability vs. loss probability

1.01

1.17

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.12

3.69

-3.81

Martin ratio

Return relative to average drawdown

-0.23

14.30

-14.54

2B7D.DE vs. IWDA.AS - Sharpe Ratio Comparison

The current 2B7D.DE Sharpe Ratio is -0.09, which is lower than the IWDA.AS Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of 2B7D.DE and IWDA.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


2B7D.DEIWDA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

0.75

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.76

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.78

-0.42

Correlation

The correlation between 2B7D.DE and IWDA.AS is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

2B7D.DE vs. IWDA.AS - Dividend Comparison

Neither 2B7D.DE nor IWDA.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

2B7D.DE vs. IWDA.AS - Drawdown Comparison

The maximum 2B7D.DE drawdown since its inception was -26.89%, smaller than the maximum IWDA.AS drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for 2B7D.DE and IWDA.AS.


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Drawdown Indicators


2B7D.DEIWDA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-26.89%

-33.63%

+6.74%

Max Drawdown (1Y)

Largest decline over 1 year

-16.85%

-13.21%

-3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-21.59%

+4.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

Current Drawdown

Current decline from peak

-9.29%

-3.99%

-5.30%

Average Drawdown

Average peak-to-trough decline

-8.48%

-4.28%

-4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.90%

1.66%

+7.24%

Volatility

2B7D.DE vs. IWDA.AS - Volatility Comparison

iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.DE) has a higher volatility of 4.72% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 4.35%. This indicates that 2B7D.DE's price experiences larger fluctuations and is considered to be riskier than IWDA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2B7D.DEIWDA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

4.35%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

23.87%

8.21%

+15.66%

Volatility (1Y)

Calculated over the trailing 1-year period

25.89%

15.95%

+9.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.27%

14.10%

+2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

15.04%

+1.87%