2B7K.DE vs. IESE.AS
Compare and contrast key facts about iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) and iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS).
2B7K.DE and IESE.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 2B7K.DE is a passively managed fund by iShares that tracks the performance of the MSCI World SRI Select Reduced Fossil Fuels. It was launched on Dec 7, 2018. IESE.AS is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Feb 25, 2011. Both 2B7K.DE and IESE.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 2B7K.DE or IESE.AS.
Key characteristics
| 2B7K.DE | IESE.AS | |
|---|---|---|
| YTD Return | 17.55% | 6.05% |
| 1Y Return | 26.77% | 13.50% |
| 3Y Return (Ann) | 6.76% | 1.95% |
| 5Y Return (Ann) | 12.63% | 7.10% |
| Sharpe Ratio | 2.26 | 1.12 |
| Sortino Ratio | 2.99 | 1.57 |
| Omega Ratio | 1.46 | 1.20 |
| Calmar Ratio | 2.99 | 1.50 |
| Martin Ratio | 12.31 | 5.39 |
| Ulcer Index | 2.02% | 2.22% |
| Daily Std Dev | 11.01% | 10.81% |
| Max Drawdown | -31.65% | -33.34% |
| Current Drawdown | 0.00% | -5.72% |
Correlation
The correlation between 2B7K.DE and IESE.AS is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
2B7K.DE vs. IESE.AS - Performance Comparison
In the year-to-date period, 2B7K.DE achieves a 17.55% return, which is significantly higher than IESE.AS's 6.05% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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2B7K.DE vs. IESE.AS - Expense Ratio Comparison
Both 2B7K.DE and IESE.AS have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
2B7K.DE vs. IESE.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) and iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS). 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.
Dividends
2B7K.DE vs. IESE.AS - Dividend Comparison
Neither 2B7K.DE nor IESE.AS has paid dividends to shareholders.
Drawdowns
2B7K.DE vs. IESE.AS - Drawdown Comparison
The maximum 2B7K.DE drawdown since its inception was -31.65%, smaller than the maximum IESE.AS drawdown of -33.34%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and IESE.AS. For additional features, visit the drawdowns tool.
Volatility
2B7K.DE vs. IESE.AS - Volatility Comparison
The current volatility for iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) is 3.18%, while iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS) has a volatility of 4.48%. This indicates that 2B7K.DE experiences smaller price fluctuations and is considered to be less risky than IESE.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.