2B7J.DE vs. IQQ0.DE

Last updated Jun 5, 2026

2B7J.DE (iShares MSCI World SRI UCITS ETF USD (Dist)) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds from iShares - 2B7J.DE tracks the MSCI World SRI Select Reduced Fossil Fuels while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, 2B7J.DE returned 10.51%/yr vs 6.14%/yr for IQQ0.DE. A 0.72 correlation means they provide meaningful diversification when combined. 2B7J.DE charges 0.20%/yr vs 0.30%/yr for IQQ0.DE.

Performance

2B7J.DE vs. IQQ0.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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, 2B7J.DE achieves a 10.88% return, which is significantly higher than IQQ0.DE's 1.59% return.

2B7J.DE

• 1D: 0.20%
• 1M: 3.93%
• YTD: 10.88%
• 6M: 11.24%
• 1Y: 18.69%
• 3Y*: 12.93%
• 5Y*: 10.51%
• 10Y*: —

IQQ0.DE

• 1D: -0.02%
• 1M: 1.81%
• YTD: 1.59%
• 6M: 1.63%
• 1Y: 0.25%
• 3Y*: 6.35%
• 5Y*: 6.14%
• 10Y*: 6.81%

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

2B7J.DE vs. IQQ0.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
2B7J.DE iShares MSCI World SRI UCITS ETF USD (Dist)	10.88%	2.89%	17.47%	20.94%	-16.87%	36.52%	9.59%	19.82%
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)	1.59%	-1.26%	17.64%	3.73%	-4.34%	24.26%	-6.77%	15.84%

Correlation

The correlation between 2B7J.DE and IQQ0.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.64
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019	0.72

Over the past year, the correlation between 2B7J.DE and IQQ0.DE has dropped to 0.36 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

Return for Risk

2B7J.DE vs. IQQ0.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: 46
2B7J.DE Sharpe Ratio Rank: 43
2B7J.DE Sortino Ratio Rank: 44
2B7J.DE Omega Ratio Rank: 43
2B7J.DE Calmar Ratio Rank: 48
2B7J.DE Martin Ratio Rank: 52

IQQ0.DE

IQQ0.DE Risk / Return Rank: 8
IQQ0.DE Sharpe Ratio Rank: 9
IQQ0.DE Sortino Ratio Rank: 8
IQQ0.DE Omega Ratio Rank: 8
IQQ0.DE Calmar Ratio Rank: 9
IQQ0.DE Martin Ratio Rank: 9

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. IQQ0.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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.DE	IQQ0.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.49	-0.04	+1.53
Sortino ratio: Return per unit of downside risk	2.16	0.00	+2.16
Omega ratio: Gain probability vs. loss probability	1.27	1.00	+0.27
Calmar ratio: Return relative to maximum drawdown	2.37	-0.05	+2.43
Martin ratio: Return relative to average drawdown	8.71	-0.12	+8.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

2B7J.DE vs. IQQ0.DE - Sharpe Ratio Comparison

The current 2B7J.DE Sharpe Ratio is 1.49, which is higher than the IQQ0.DE Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of 2B7J.DE and IQQ0.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.

Sharpe Ratios by Period

	2B7J.DE	IQQ0.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.49	-0.04	+1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.60	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.76	+0.03

Drawdowns

2B7J.DE vs. IQQ0.DE - Drawdown Comparison

The maximum 2B7J.DE drawdown since its inception was -32.11%, which is greater than IQQ0.DE's maximum drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for 2B7J.DE and IQQ0.DE.

Drawdown Indicators

	2B7J.DE	IQQ0.DE	Difference
Max Drawdown Largest peak-to-trough decline	-32.11%	-28.65%	-3.46%
Max Drawdown (1Y) Largest decline over 1 year	-7.80%	-5.22%	-2.58%
Max Drawdown (3Y) Largest decline over 3 years	-21.26%	-12.82%	-8.44%
Max Drawdown (5Y) Largest decline over 5 years	-21.26%	-12.82%	-8.44%
Max Drawdown (10Y) Largest decline over 10 years	—	-28.65%	—
Current Drawdown Current decline from peak	0.00%	-6.65%	+6.65%
Average Drawdown Average peak-to-trough decline	-5.16%	-4.54%	-0.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	2.44%	-0.31%

Volatility

2B7J.DE vs. IQQ0.DE - Volatility Comparison

iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) has a higher volatility of 3.54% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.53%. This indicates that 2B7J.DE's price experiences larger fluctuations and is considered to be riskier than IQQ0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	2B7J.DE	IQQ0.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	2.53%	+1.01%
Volatility (6M) Calculated over the trailing 6-month period	9.14%	5.36%	+3.78%
Volatility (1Y) Calculated over the trailing 1-year period	12.42%	7.78%	+4.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.60%	10.08%	+4.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.29%	11.62%	+4.67%

2B7J.DE vs. IQQ0.DE - Expense Ratio Comparison

2B7J.DE has a 0.20% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.

Dividends

2B7J.DE vs. IQQ0.DE - Dividend Comparison

2B7J.DE's dividend yield for the trailing twelve months is around 1.13%, while IQQ0.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
2B7J.DE iShares MSCI World SRI UCITS ETF USD (Dist)	1.13%	1.23%	1.37%	1.55%	1.74%	1.15%	1.28%	1.68%
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both 2B7J.DE and IQQ0.DE in my portfolio?

2B7J.DE and IQQ0.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, 2B7J.DE or IQQ0.DE?

On fees, 2B7J.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, 2B7J.DE or IQQ0.DE?

2B7J.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IQQ0.DE.

What is the main difference between 2B7J.DE and IQQ0.DE?

2B7J.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while IQQ0.DE tracks MSCI World Minimum Volatility. Their fees differ too: 0.20% for 2B7J.DE and 0.30% for IQQ0.DE.