2B7D.DE vs. NQSE.DE
2B7D.DE (iShares S&P 500 Consumer Staples Sector UCITS ETF) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - 2B7D.DE is a Consumer Staples Equities fund tracking the S&P 500 Capped 35/20 Consumer Staples, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, 2B7D.DE returned 7.77%/yr vs 14.91%/yr for NQSE.DE. At a 0.18 correlation, their price movements are largely independent. 2B7D.DE charges 0.15%/yr vs 0.33%/yr for NQSE.DE.
Performance
2B7D.DE vs. NQSE.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 NQSE.DE's 17.82% 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*
- —
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
2B7D.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -5.90% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -15.98% |
Correlation
The correlation between 2B7D.DE and NQSE.DE is -0.21, 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 | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.18 |
The correlation between 2B7D.DE and NQSE.DE shifts across timeframes, from -0.21 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
2B7D.DE vs. NQSE.DE — Risk / Return Rank
2B7D.DE
NQSE.DE
2B7D.DE vs. NQSE.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 NASDAQ 100 UCITS ETF (NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.26 | ||
| Sortino ratioReturn per unit of downside risk | -2.95 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.39 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.03 | 3.08 | -3.05 |
| Martin ratioReturn relative to average drawdown | 0.05 | 10.77 | -10.71 |
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 | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 2.28 | -2.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.71 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.82 | -0.47 |
Drawdowns
2B7D.DE vs. NQSE.DE - Drawdown Comparison
The maximum 2B7D.DE drawdown since its inception was -26.89%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for 2B7D.DE and NQSE.DE.
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Drawdown Indicators
| 2B7D.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.89% | -37.67% | +10.78% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -11.87% | -4.98% |
Max Drawdown (3Y)Largest decline over 3 years | -16.85% | -22.40% | +5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -37.67% | +20.82% |
Current DrawdownCurrent decline from peak | -9.21% | -0.84% | -8.37% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -8.56% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.88% | 3.40% | +5.48% |
Volatility
2B7D.DE vs. NQSE.DE - Volatility Comparison
iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.DE) has a higher volatility of 6.09% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that 2B7D.DE's price experiences larger fluctuations and is considered to be riskier than NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 4.75% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 11.99% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.70% | 16.05% | +9.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 20.91% | -4.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 21.54% | -4.61% |
2B7D.DE vs. NQSE.DE - Expense Ratio Comparison
2B7D.DE has a 0.15% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
2B7D.DE vs. NQSE.DE - Dividend Comparison
Neither 2B7D.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
2B7D.DE and NQSE.DE have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
2B7D.DE is cheaper with a 0.15% expense ratio, compared with 0.33% for NQSE.DE.
2B7D.DE is categorized as Consumer Staples Equities, while NQSE.DE is Nasdaq-100. 2B7D.DE tracks S&P 500 Capped 35/20 Consumer Staples, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.15% for 2B7D.DE and 0.33% for NQSE.DE.
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