2B7K.DE vs. IQQN.DE
2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) and IQQN.DE (iShares MSCI North America UCITS ETF) are both Large Cap Blend Equities funds from iShares - 2B7K.DE tracks the MSCI World SRI Select Reduced Fossil Fuels while IQQN.DE tracks the MSCI North America. Both are passively managed. Over the past 5 years, 2B7K.DE returned 10.50%/yr vs 13.97%/yr for IQQN.DE. Their correlation of 0.94 suggests significant overlap in exposure. 2B7K.DE charges 0.20%/yr vs 0.40%/yr for IQQN.DE.
Performance
2B7K.DE vs. IQQN.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with 2B7K.DE having a 10.83% return and IQQN.DE slightly higher at 11.09%.
2B7K.DE
- 1D
- 0.18%
- 1M
- 3.92%
- YTD
- 10.83%
- 6M
- 11.24%
- 1Y
- 18.74%
- 3Y*
- 12.93%
- 5Y*
- 10.50%
- 10Y*
- —
IQQN.DE
- 1D
- -0.05%
- 1M
- 5.20%
- YTD
- 11.09%
- 6M
- 11.12%
- 1Y
- 25.13%
- 3Y*
- 18.64%
- 5Y*
- 13.97%
- 10Y*
- 14.38%
2B7K.DE vs. IQQN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 10.83% | 2.85% | 17.54% | 20.90% | -16.94% | 36.69% | 9.65% | 19.70% |
IQQN.DE iShares MSCI North America UCITS ETF | 11.09% | 4.95% | 31.43% | 22.31% | -15.50% | 38.10% | 8.53% | 18.72% |
Correlation
The correlation between 2B7K.DE and IQQN.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.94 |
The correlation between 2B7K.DE and IQQN.DE has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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. IQQN.DE — Risk / Return Rank
2B7K.DE
IQQN.DE
2B7K.DE vs. IQQN.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 iShares MSCI North America UCITS ETF (IQQN.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.
| 2B7K.DE | IQQN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.40 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.46 | -1.09 |
| Martin ratioReturn relative to average drawdown | 8.64 | 12.25 | -3.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 2B7K.DE | IQQN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 2.16 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.91 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.59 | +0.20 |
Drawdowns
2B7K.DE vs. IQQN.DE - Drawdown Comparison
The maximum 2B7K.DE drawdown since its inception was -31.65%, smaller than the maximum IQQN.DE drawdown of -52.40%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and IQQN.DE.
Loading charts...
Drawdown Indicators
| 2B7K.DE | IQQN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.65% | -52.40% | +20.75% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -7.22% | -0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -23.46% | +2.17% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -23.46% | +2.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.38% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.35% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -9.11% | +3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.05% | +0.10% |
Volatility
2B7K.DE vs. IQQN.DE - Volatility Comparison
iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a higher volatility of 3.69% compared to iShares MSCI North America UCITS ETF (IQQN.DE) at 2.66%. This indicates that 2B7K.DE's price experiences larger fluctuations and is considered to be riskier than IQQN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 2B7K.DE | IQQN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 2.66% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 7.55% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.48% | 11.56% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 15.24% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 16.09% | +0.09% |
2B7K.DE vs. IQQN.DE - Expense Ratio Comparison
2B7K.DE has a 0.20% expense ratio, which is lower than IQQN.DE's 0.40% expense ratio.
Dividends
2B7K.DE vs. IQQN.DE - Dividend Comparison
2B7K.DE has not paid dividends to shareholders, while IQQN.DE's dividend yield for the trailing twelve months is around 0.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IQQN.DE iShares MSCI North America UCITS ETF | 0.61% | 0.68% | 0.75% | 0.99% | 1.15% | 0.73% | 1.09% | 1.22% | 1.42% | 1.34% | 1.37% | 1.53% |
Frequently Asked Questions
2B7K.DE and IQQN.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 2B7K.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
2B7K.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for IQQN.DE.
2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while IQQN.DE tracks MSCI North America. Their fees differ too: 0.20% for 2B7K.DE and 0.40% for IQQN.DE.
Find the right allocation for 2B7K.DE and IQQN.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