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

Performance

2B7J.DE vs. SXRV.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 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, 2B7J.DE achieves a 10.88% return, which is significantly lower than SXRV.DE's 20.57% 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*

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)

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


2026 (YTD)2025202420232022202120202019
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%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.57%6.98%33.55%51.19%-30.05%39.34%34.48%26.21%

Correlation

The correlation between 2B7J.DE and SXRV.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

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

0.81

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

0.85

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2019

0.85

The correlation between 2B7J.DE and SXRV.DE has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

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Return for Risk

2B7J.DE vs. SXRV.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: 4646
Overall Rank
2B7J.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
2B7J.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
2B7J.DE Omega Ratio Rank: 4343
Omega Ratio Rank
2B7J.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
2B7J.DE Martin Ratio Rank: 5252
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.

2B7J.DE vs. SXRV.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 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.


2B7J.DESXRV.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.27

1.42

-0.15

Calmar ratioReturn relative to maximum drawdown

2.37

3.75

-1.38

Martin ratioReturn relative to average drawdown

8.71

11.16

-2.45

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

The current 2B7J.DE Sharpe Ratio is 1.49, which is lower than the SXRV.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of 2B7J.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


2B7J.DESXRV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

2.40

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.93

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.91

-0.12

Drawdowns

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

The maximum 2B7J.DE drawdown since its inception was -32.11%, roughly equal to the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for 2B7J.DE and SXRV.DE.


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Drawdown Indicators


2B7J.DESXRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.11%

-32.80%

+0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-10.03%

+2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-21.26%

-26.69%

+5.43%

Max Drawdown (5Y)

Largest decline over 5 years

-21.26%

-31.33%

+10.07%

Max Drawdown (10Y)

Largest decline over 10 years

-31.33%

Current Drawdown

Current decline from peak

0.00%

-0.83%

+0.83%

Average Drawdown

Average peak-to-trough decline

-5.16%

-6.56%

+1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

3.38%

-1.25%

Volatility

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

The current volatility for iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) is 3.54%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that 2B7J.DE experiences smaller price fluctuations and is considered to be less risky 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


2B7J.DESXRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

4.26%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

10.98%

-1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

12.42%

15.67%

-3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

19.84%

-5.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.29%

19.65%

-3.36%

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

2B7J.DE has a 0.20% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.


Dividends

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

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


PositionTTM2025202420232022202120202019
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%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


2B7J.DE and SXRV.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

2B7J.DE is cheaper with a 0.20% expense ratio, compared with 0.36% for SXRV.DE.

2B7J.DE is categorized as Global Equities, while SXRV.DE is Nasdaq-100. 2B7J.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for 2B7J.DE and 0.36% for SXRV.DE.

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