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

Performance

2B7D.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). The values are adjusted to include any dividend payments, if applicable.

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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 SXRV.DE's 20.57% 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*

SXRV.DE

1D
-0.83%
1M
7.99%
YTD
20.57%
6M
18.73%
1Y
37.06%
3Y*
24.53%
5Y*
18.67%
10Y*
21.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B7D.DE vs. SXRV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.57%6.98%33.55%51.19%-30.05%39.34%34.48%42.90%3.03%9.04%

Correlation

The correlation between 2B7D.DE and SXRV.DE is -0.10, 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

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2017

0.29

The correlation between 2B7D.DE and SXRV.DE shifts across timeframes, from -0.10 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

2B7D.DE vs. SXRV.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: 1010
Overall Rank
2B7D.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
2B7D.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
2B7D.DE Omega Ratio Rank: 1111
Omega Ratio Rank
2B7D.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
2B7D.DE Martin Ratio Rank: 99
Martin Ratio Rank

SXRV.DE
SXRV.DE Risk / Return Rank: 7171
Overall Rank
SXRV.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 7171
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6363
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. SXRV.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 USD (Acc) (SXRV.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.DESXRV.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-2.98

Omega ratioGain probability vs. loss probability

1.04

1.42

-0.38

Calmar ratioReturn relative to maximum drawdown

0.03

3.75

-3.72

Martin ratioReturn relative to average drawdown

0.05

11.16

-11.11

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

The current 2B7D.DE Sharpe Ratio is 0.02, which is lower than the SXRV.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of 2B7D.DE and SXRV.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.


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Sharpe Ratios by Period


2B7D.DESXRV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

2.40

-2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.93

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.91

-0.55

Drawdowns

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

The maximum 2B7D.DE drawdown since its inception was -26.89%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for 2B7D.DE and SXRV.DE.


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Drawdown Indicators


2B7D.DESXRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.89%

-32.80%

+5.91%

Max Drawdown (1Y)

Largest decline over 1 year

-16.85%

-10.03%

-6.82%

Max Drawdown (3Y)

Largest decline over 3 years

-16.85%

-26.69%

+9.84%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-31.33%

+14.48%

Max Drawdown (10Y)

Largest decline over 10 years

-31.33%

Current Drawdown

Current decline from peak

-9.21%

-0.83%

-8.38%

Average Drawdown

Average peak-to-trough decline

-8.47%

-6.56%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.88%

3.38%

+5.50%

Volatility

2B7D.DE vs. SXRV.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 USD (Acc) (SXRV.DE) at 4.26%. This indicates that 2B7D.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.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.DESXRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

4.26%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

11.56%

10.98%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

25.70%

15.67%

+10.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

19.84%

-3.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

19.65%

-2.72%

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

2B7D.DE has a 0.15% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


2B7D.DE and SXRV.DE have a correlation of -0.10, 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 0.36% for SXRV.DE.

2B7D.DE is categorized as Consumer Staples Equities, while SXRV.DE is Nasdaq-100. 2B7D.DE tracks S&P 500 Capped 35/20 Consumer Staples, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.15% for 2B7D.DE and 0.36% for SXRV.DE.

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