2B7J.DE vs. XG12.DE
2B7J.DE (iShares MSCI World SRI UCITS ETF USD (Dist)) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds - 2B7J.DE tracks the MSCI World SRI Select Reduced Fossil Fuels while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, 2B7J.DE returned 12.93%/yr vs 12.73%/yr for XG12.DE. A 0.77 correlation means they provide meaningful diversification when combined. 2B7J.DE charges 0.20%/yr vs 0.35%/yr for XG12.DE.
Performance
2B7J.DE vs. XG12.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 XG12.DE's 39.92% 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*
- —
XG12.DE
- 1D
- -0.39%
- 1M
- 8.41%
- YTD
- 39.92%
- 6M
- 37.25%
- 1Y
- 53.56%
- 3Y*
- 12.73%
- 5Y*
- —
- 10Y*
- —
2B7J.DE vs. XG12.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
2B7J.DE iShares MSCI World SRI UCITS ETF USD (Dist) | 10.88% | 2.89% | 17.47% | 20.94% | -5.94% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 39.92% | 8.69% | -4.44% | -8.34% | -5.33% |
Correlation
The correlation between 2B7J.DE and XG12.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2022 | 0.77 |
The correlation between 2B7J.DE and XG12.DE has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.
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Return for Risk
2B7J.DE vs. XG12.DE — Risk / Return Rank
2B7J.DE
XG12.DE
2B7J.DE vs. XG12.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 Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.59 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 7.95 | -5.58 |
| Martin ratioReturn relative to average drawdown | 8.71 | 25.46 | -16.74 |
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 | XG12.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 3.33 | -1.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.39 | +0.39 |
Drawdowns
2B7J.DE vs. XG12.DE - Drawdown Comparison
The maximum 2B7J.DE drawdown since its inception was -32.11%, roughly equal to the maximum XG12.DE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for 2B7J.DE and XG12.DE.
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Drawdown Indicators
| 2B7J.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.11% | -32.01% | -0.10% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -6.77% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -21.26% | -24.98% | +3.72% |
Max Drawdown (5Y)Largest decline over 5 years | -21.26% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.67% | +1.67% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -14.28% | +9.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.12% | +0.01% |
Volatility
2B7J.DE vs. XG12.DE - Volatility Comparison
The current volatility for iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) is 3.54%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.86%. This indicates that 2B7J.DE experiences smaller price fluctuations and is considered to be less risky than XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 6.86% | -3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 12.62% | -3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 16.18% | -3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 17.44% | -2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 17.44% | -1.15% |
2B7J.DE vs. XG12.DE - Expense Ratio Comparison
2B7J.DE has a 0.20% expense ratio, which is lower than XG12.DE's 0.35% expense ratio.
Dividends
2B7J.DE vs. XG12.DE - Dividend Comparison
2B7J.DE's dividend yield for the trailing twelve months is around 1.13%, while XG12.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% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy 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 XG12.DE have a correlation of 0.83, 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 0.35% for XG12.DE.
2B7J.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for 2B7J.DE and 0.35% for XG12.DE.
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