2B7J.DE vs. VGWD.DE
2B7J.DE (iShares MSCI World SRI UCITS ETF USD (Dist)) and VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) are both Global Equities funds - 2B7J.DE tracks the MSCI World SRI Select Reduced Fossil Fuels while VGWD.DE tracks the FTSE All-World High Dividend Yield index. Both are passively managed. Over the past 5 years, 2B7J.DE returned 10.51%/yr vs 11.49%/yr for VGWD.DE. Their correlation of 0.83 suggests significant overlap in exposure. 2B7J.DE charges 0.20%/yr vs 0.29%/yr for VGWD.DE.
Performance
2B7J.DE vs. VGWD.DE - Performance Comparison
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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 VGWD.DE's 12.49% 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*
- —
VGWD.DE
- 1D
- 0.19%
- 1M
- 2.31%
- YTD
- 12.49%
- 6M
- 13.87%
- 1Y
- 25.22%
- 3Y*
- 15.87%
- 5Y*
- 11.49%
- 10Y*
- —
2B7J.DE vs. VGWD.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% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 12.49% | 13.16% | 15.75% | 7.29% | 0.08% | 27.90% | -9.60% | 12.71% |
Correlation
The correlation between 2B7J.DE and VGWD.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.83 |
The correlation between 2B7J.DE and VGWD.DE has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.
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Return for Risk
2B7J.DE vs. VGWD.DE — Risk / Return Rank
2B7J.DE
VGWD.DE
2B7J.DE vs. VGWD.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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 | VGWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.50 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 4.28 | -1.90 |
| Martin ratioReturn relative to average drawdown | 8.71 | 16.37 | -7.65 |
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
| 2B7J.DE | VGWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 2.70 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.99 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.64 | +0.14 |
Drawdowns
2B7J.DE vs. VGWD.DE - Drawdown Comparison
The maximum 2B7J.DE drawdown since its inception was -32.11%, smaller than the maximum VGWD.DE drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for 2B7J.DE and VGWD.DE.
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Drawdown Indicators
| 2B7J.DE | VGWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.11% | -34.57% | +2.46% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -5.82% | -1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -21.26% | -16.86% | -4.40% |
Max Drawdown (5Y)Largest decline over 5 years | -21.26% | -16.86% | -4.40% |
Current DrawdownCurrent decline from peak | 0.00% | -0.32% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -4.05% | -1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.52% | +0.61% |
Volatility
2B7J.DE vs. VGWD.DE - Volatility Comparison
iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) has a higher volatility of 3.54% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 2.33%. This indicates that 2B7J.DE's price experiences larger fluctuations and is considered to be riskier than VGWD.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.DE | VGWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 2.33% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 6.95% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 9.21% | +3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 11.52% | +3.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 14.23% | +2.06% |
2B7J.DE vs. VGWD.DE - Expense Ratio Comparison
2B7J.DE has a 0.20% expense ratio, which is lower than VGWD.DE's 0.29% expense ratio.
Dividends
2B7J.DE vs. VGWD.DE - Dividend Comparison
2B7J.DE's dividend yield for the trailing twelve months is around 1.13%, less than VGWD.DE's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.49% | 2.84% | 3.05% | 3.39% | 3.78% | 3.03% | 3.08% | 3.21% | 3.70% | 0.58% |
Frequently Asked Questions
2B7J.DE and VGWD.DE have a correlation of 0.78, 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 0.29% for VGWD.DE.
2B7J.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while VGWD.DE tracks FTSE All-World High Dividend Yield index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for 2B7J.DE and 0.29% for VGWD.DE.
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