PortfoliosLab logoPortfoliosLab logo
2B7K.DE vs. DTE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2B7K.DE vs. DTE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) and Deutsche Telekom AG (DTE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 2B7K.DE achieves a 12.70% return, which is significantly higher than DTE.DE's 3.95% return.


2B7K.DE

1D
1.10%
1M
4.88%
YTD
12.70%
6M
13.73%
1Y
22.22%
3Y*
12.88%
5Y*
10.57%
10Y*

DTE.DE

1D
-1.66%
1M
0.61%
YTD
3.95%
6M
8.01%
1Y
-6.43%
3Y*
16.42%
5Y*
12.99%
10Y*
10.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B7K.DE vs. DTE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
2B7K.DE
iShares MSCI World SRI UCITS ETF EUR (Acc)
12.70%2.87%17.54%20.84%-16.92%36.73%9.54%20.04%
DTE.DE
Deutsche Telekom AG
3.95%-1.45%37.51%20.34%18.68%12.88%6.85%5.23%

Correlation

The correlation between 2B7K.DE and DTE.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.20

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

0.30

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2019

0.37

Over the past year, the correlation between 2B7K.DE and DTE.DE has dropped to 0.15 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

2B7K.DE vs. DTE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

2B7K.DE
2B7K.DE Risk / Return Rank: 5959
Overall Rank
2B7K.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
2B7K.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
2B7K.DE Omega Ratio Rank: 5555
Omega Ratio Rank
2B7K.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
2B7K.DE Martin Ratio Rank: 6464
Martin Ratio Rank

DTE.DE
DTE.DE Risk / Return Rank: 2929
Overall Rank
DTE.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DTE.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
DTE.DE Omega Ratio Rank: 2727
Omega Ratio Rank
DTE.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
DTE.DE Martin Ratio Rank: 3131
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.

2B7K.DE vs. DTE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) and Deutsche Telekom AG (DTE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


2B7K.DEDTE.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.02

Sortino ratioReturn per unit of downside risk

+2.73

Omega ratioGain probability vs. loss probability

1.32

0.97

+0.34

Calmar ratioReturn relative to maximum drawdown

2.89

-0.34

+3.23

Martin ratioReturn relative to average drawdown

10.79

-0.61

+11.40

2B7K.DE vs. DTE.DE - Sharpe Ratio Comparison

The current 2B7K.DE Sharpe Ratio is 1.75, which is higher than the DTE.DE Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of 2B7K.DE and DTE.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.


Loading charts...

Drawdowns

2B7K.DE vs. DTE.DE - Drawdown Comparison

The maximum 2B7K.DE drawdown since its inception was -31.63%, smaller than the maximum DTE.DE drawdown of -40.59%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and DTE.DE.


Loading charts...

Drawdown Indicators


2B7K.DEDTE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.63%

-40.59%

+8.96%

Max Drawdown (1Y)

Largest decline over 1 year

-7.66%

-18.96%

+11.30%

Max Drawdown (3Y)

Largest decline over 3 years

-21.33%

-24.46%

+3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-21.33%

-24.46%

+3.13%

Max Drawdown (10Y)

Largest decline over 10 years

-34.88%

Current Drawdown

Current decline from peak

0.00%

-17.44%

+17.44%

Average Drawdown

Average peak-to-trough decline

-5.12%

-11.71%

+6.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

10.49%

-8.44%

Volatility

2B7K.DE vs. DTE.DE - Volatility Comparison

The current volatility for iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) is 3.69%, while Deutsche Telekom AG (DTE.DE) has a volatility of 7.99%. This indicates that 2B7K.DE experiences smaller price fluctuations and is considered to be less risky than DTE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


2B7K.DEDTE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

7.99%

-4.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

19.70%

-10.23%

Volatility (1Y)

Calculated over the trailing 1-year period

12.64%

24.10%

-11.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.65%

20.05%

-5.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.19%

19.55%

-3.36%

Dividends

2B7K.DE vs. DTE.DE - Dividend Comparison

2B7K.DE has not paid dividends to shareholders, while DTE.DE's dividend yield for the trailing twelve months is around 3.59%.


PositionTTM20252024202320222021202020192018201720162015
2B7K.DE
iShares MSCI World SRI UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DTE.DE
Deutsche Telekom AG
3.59%3.25%2.67%3.22%3.43%3.68%4.01%4.80%4.39%4.05%3.36%3.00%

Frequently Asked Questions


2B7K.DE and DTE.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for 2B7K.DE and DTE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer