2B7J.DE vs. XDEB.DE
2B7J.DE (iShares MSCI World SRI UCITS ETF USD (Dist)) and XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) are both Global Equities funds - 2B7J.DE tracks the MSCI World SRI Select Reduced Fossil Fuels while XDEB.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, 2B7J.DE returned 10.51%/yr vs 6.21%/yr for XDEB.DE. A 0.72 correlation means they provide meaningful diversification when combined. 2B7J.DE charges 0.20%/yr vs 0.25%/yr for XDEB.DE.
Performance
2B7J.DE vs. XDEB.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 higher than XDEB.DE's 1.74% 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*
- —
XDEB.DE
- 1D
- -0.04%
- 1M
- 1.84%
- YTD
- 1.74%
- 6M
- 1.64%
- 1Y
- 0.46%
- 3Y*
- 6.45%
- 5Y*
- 6.21%
- 10Y*
- 6.88%
2B7J.DE vs. XDEB.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% |
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 1.74% | -1.27% | 17.83% | 3.66% | -4.06% | 24.01% | -6.66% | 15.55% |
Correlation
The correlation between 2B7J.DE and XDEB.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
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 XDEB.DE has dropped to 0.34 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
2B7J.DE vs. XDEB.DE — Risk / Return Rank
2B7J.DE
XDEB.DE
2B7J.DE vs. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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 | XDEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.00 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | -0.02 | +2.39 |
| Martin ratioReturn relative to average drawdown | 8.71 | -0.03 | +8.75 |
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 | XDEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | -0.01 | +1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.61 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.70 | +0.09 |
Drawdowns
2B7J.DE vs. XDEB.DE - Drawdown Comparison
The maximum 2B7J.DE drawdown since its inception was -32.11%, which is greater than XDEB.DE's maximum drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for 2B7J.DE and XDEB.DE.
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Drawdown Indicators
| 2B7J.DE | XDEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.11% | -28.57% | -3.54% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -5.31% | -2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -21.26% | -13.02% | -8.24% |
Max Drawdown (5Y)Largest decline over 5 years | -21.26% | -13.02% | -8.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.57% | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.53% | +6.53% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -5.03% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.37% | -0.24% |
Volatility
2B7J.DE vs. XDEB.DE - Volatility Comparison
iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) has a higher volatility of 3.54% compared to Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) at 2.63%. This indicates that 2B7J.DE's price experiences larger fluctuations and is considered to be riskier than XDEB.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 | XDEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 2.63% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 5.56% | +3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 7.86% | +4.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 10.16% | +4.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 12.03% | +4.26% |
2B7J.DE vs. XDEB.DE - Expense Ratio Comparison
2B7J.DE has a 0.20% expense ratio, which is lower than XDEB.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
2B7J.DE vs. XDEB.DE - Dividend Comparison
2B7J.DE's dividend yield for the trailing twelve months is around 1.13%, while XDEB.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% |
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
2B7J.DE and XDEB.DE have a correlation of 0.34, 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 0.25% for XDEB.DE.
2B7J.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while XDEB.DE tracks MSCI ACWI NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.20% for 2B7J.DE and 0.25% for XDEB.DE.
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