2B7K.DE vs. SC0H.DE
2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) and SC0H.DE (Invesco MSCI USA UCITS ETF) are both Large Cap Blend Equities funds - 2B7K.DE tracks the MSCI World SRI Select Reduced Fossil Fuels while SC0H.DE tracks the MSCI USA. Both are passively managed. Over the past 5 years, 2B7K.DE returned 10.50%/yr vs 14.59%/yr for SC0H.DE. Their correlation of 0.93 suggests significant overlap in exposure. 2B7K.DE charges 0.20%/yr vs 0.05%/yr for SC0H.DE.
Performance
2B7K.DE vs. SC0H.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with 2B7K.DE having a 10.83% return and SC0H.DE slightly higher at 11.30%.
2B7K.DE
- 1D
- 0.18%
- 1M
- 3.92%
- YTD
- 10.83%
- 6M
- 11.24%
- 1Y
- 18.74%
- 3Y*
- 12.93%
- 5Y*
- 10.50%
- 10Y*
- —
SC0H.DE
- 1D
- -0.11%
- 1M
- 4.53%
- YTD
- 11.30%
- 6M
- 10.69%
- 1Y
- 25.27%
- 3Y*
- 19.18%
- 5Y*
- 14.59%
- 10Y*
- 15.07%
2B7K.DE vs. SC0H.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% |
SC0H.DE Invesco MSCI USA UCITS ETF | 11.30% | 4.77% | 32.56% | 23.60% | -15.55% | 38.99% | 9.76% | 19.79% |
Correlation
The correlation between 2B7K.DE and SC0H.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.93 |
The correlation between 2B7K.DE and SC0H.DE has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.
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Return for Risk
2B7K.DE vs. SC0H.DE — Risk / Return Rank
2B7K.DE
SC0H.DE
2B7K.DE vs. SC0H.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 Invesco MSCI USA UCITS ETF (SC0H.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 | SC0H.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.40 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.45 | -1.08 |
| Martin ratioReturn relative to average drawdown | 8.64 | 11.96 | -3.32 |
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
| 2B7K.DE | SC0H.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 | 0.94 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.98 | -0.19 |
Drawdowns
2B7K.DE vs. SC0H.DE - Drawdown Comparison
The maximum 2B7K.DE drawdown since its inception was -31.65%, smaller than the maximum SC0H.DE drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and SC0H.DE.
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Drawdown Indicators
| 2B7K.DE | SC0H.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.65% | -34.20% | +2.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -7.32% | -0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -23.66% | +2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -23.66% | +2.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.20% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.41% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -4.13% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.11% | +0.04% |
Volatility
2B7K.DE vs. SC0H.DE - Volatility Comparison
iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a higher volatility of 3.69% compared to Invesco MSCI USA UCITS ETF (SC0H.DE) at 2.68%. This indicates that 2B7K.DE's price experiences larger fluctuations and is considered to be riskier than SC0H.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2B7K.DE | SC0H.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 2.68% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 7.66% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.48% | 11.67% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 15.41% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 16.23% | -0.05% |
2B7K.DE vs. SC0H.DE - Expense Ratio Comparison
2B7K.DE has a 0.20% expense ratio, which is higher than SC0H.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
2B7K.DE vs. SC0H.DE - Dividend Comparison
Neither 2B7K.DE nor SC0H.DE has paid dividends to shareholders.
Frequently Asked Questions
2B7K.DE and SC0H.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for 2B7K.DE.
2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while SC0H.DE tracks MSCI USA. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for 2B7K.DE and 0.05% for SC0H.DE.
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