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2B7J.DE vs. ASCH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

2B7J.DE vs. ASCH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) and abrdn Future Supply Chains UCITS ETF (ASCH.DE). The values are adjusted to include any dividend payments, if applicable.

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2B7J.DE vs. ASCH.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, 2B7J.DE achieves a -1.18% return, which is significantly lower than ASCH.DE's 8.94% return.


2B7J.DE

1D
2.44%
1M
-3.83%
YTD
-1.18%
6M
1.08%
1Y
8.64%
3Y*
10.45%
5Y*
8.39%
10Y*

ASCH.DE

1D
4.09%
1M
-7.43%
YTD
8.94%
6M
13.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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2B7J.DE vs. ASCH.DE - Expense Ratio Comparison

2B7J.DE has a 0.20% expense ratio, which is lower than ASCH.DE's 0.60% expense ratio.


Return for Risk

2B7J.DE vs. ASCH.DE — Risk / Return Rank

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

2B7J.DE
2B7J.DE Risk / Return Rank: 3131
Overall Rank
2B7J.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
2B7J.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
2B7J.DE Omega Ratio Rank: 2727
Omega Ratio Rank
2B7J.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
2B7J.DE Martin Ratio Rank: 3737
Martin Ratio Rank

ASCH.DE
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.

2B7J.DE vs. ASCH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) and abrdn Future Supply Chains UCITS ETF (ASCH.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.


2B7J.DEASCH.DEDifference

Sharpe ratio

Return per unit of total volatility

0.53

Sortino ratio

Return per unit of downside risk

0.82

Omega ratio

Gain probability vs. loss probability

1.12

Calmar ratio

Return relative to maximum drawdown

1.03

Martin ratio

Return relative to average drawdown

3.72

2B7J.DE vs. ASCH.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


2B7J.DEASCH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

2.14

-1.45

Correlation

The correlation between 2B7J.DE and ASCH.DE is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

2B7J.DE vs. ASCH.DE - Dividend Comparison

2B7J.DE's dividend yield for the trailing twelve months is around 1.26%, while ASCH.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019
2B7J.DE
iShares MSCI World SRI UCITS ETF USD (Dist)
1.26%1.23%1.37%1.55%1.74%1.15%1.28%1.68%
ASCH.DE
abrdn Future Supply Chains UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

2B7J.DE vs. ASCH.DE - Drawdown Comparison

The maximum 2B7J.DE drawdown since its inception was -32.11%, which is greater than ASCH.DE's maximum drawdown of -11.06%. Use the drawdown chart below to compare losses from any high point for 2B7J.DE and ASCH.DE.


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Drawdown Indicators


2B7J.DEASCH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.11%

-11.06%

-21.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

Max Drawdown (5Y)

Largest decline over 5 years

-21.26%

Current Drawdown

Current decline from peak

-4.97%

-7.43%

+2.46%

Average Drawdown

Average peak-to-trough decline

-5.26%

-1.79%

-3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

Volatility

2B7J.DE vs. ASCH.DE - Volatility Comparison


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Volatility by Period


2B7J.DEASCH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

14.69%

+1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

14.69%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

14.69%

+1.66%