2B7K.DE vs. SGAS.DE
2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) and SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds from iShares - 2B7K.DE tracks the MSCI World SRI Select Reduced Fossil Fuels while SGAS.DE tracks the MSCI USA ESG Screened. Both are passively managed. Over the past 5 years, 2B7K.DE returned 10.50%/yr vs 15.10%/yr for SGAS.DE. Their correlation of 0.93 suggests significant overlap in exposure. 2B7K.DE charges 0.20%/yr vs 0.07%/yr for SGAS.DE.
Performance
2B7K.DE vs. SGAS.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 SGAS.DE slightly higher at 11.26%.
2B7K.DE
- 1D
- 0.18%
- 1M
- 3.92%
- YTD
- 10.83%
- 6M
- 11.24%
- 1Y
- 18.74%
- 3Y*
- 12.93%
- 5Y*
- 10.50%
- 10Y*
- —
SGAS.DE
- 1D
- -0.42%
- 1M
- 4.83%
- YTD
- 11.26%
- 6M
- 10.63%
- 1Y
- 26.08%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
2B7K.DE vs. SGAS.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% |
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -17.05% | 39.63% | 10.62% | 20.17% |
Correlation
The correlation between 2B7K.DE and SGAS.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 SGAS.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. SGAS.DE — Risk / Return Rank
2B7K.DE
SGAS.DE
2B7K.DE vs. SGAS.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 USA ESG Screened UCITS ETF USD (Acc) (SGAS.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 | SGAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.38 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.08 | -0.71 |
| Martin ratioReturn relative to average drawdown | 8.64 | 10.78 | -2.14 |
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 | SGAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 2.11 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.93 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.92 | -0.13 |
Drawdowns
2B7K.DE vs. SGAS.DE - Drawdown Comparison
The maximum 2B7K.DE drawdown since its inception was -31.65%, smaller than the maximum SGAS.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and SGAS.DE.
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Drawdown Indicators
| 2B7K.DE | SGAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.65% | -33.55% | +1.90% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -8.51% | +0.70% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -24.66% | +3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -24.66% | +3.37% |
Current DrawdownCurrent decline from peak | 0.00% | -0.42% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -4.83% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.44% | -0.29% |
Volatility
2B7K.DE vs. SGAS.DE - Volatility Comparison
iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a higher volatility of 3.69% compared to iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) at 3.03%. This indicates that 2B7K.DE's price experiences larger fluctuations and is considered to be riskier than SGAS.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 | SGAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 3.03% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 8.33% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.48% | 12.53% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 16.02% | -1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 17.61% | -1.43% |
2B7K.DE vs. SGAS.DE - Expense Ratio Comparison
2B7K.DE has a 0.20% expense ratio, which is higher than SGAS.DE's 0.07% 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. SGAS.DE - Dividend Comparison
Neither 2B7K.DE nor SGAS.DE has paid dividends to shareholders.
Frequently Asked Questions
2B7K.DE and SGAS.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, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for 2B7K.DE.
2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while SGAS.DE tracks MSCI USA ESG Screened. Their fees differ too: 0.20% for 2B7K.DE and 0.07% for SGAS.DE.
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