Correlation
The correlation between 2B7K.DE and SPY is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
2B7K.DE vs. SPY
Compare and contrast key facts about iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) and SPDR S&P 500 ETF (SPY).
2B7K.DE and SPY 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both 2B7K.DE and SPY 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 SPY.
Performance
2B7K.DE vs. SPY - Performance Comparison
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Key characteristics
2B7K.DE:
0.12
SPY:
0.51
2B7K.DE:
0.26
SPY:
0.94
2B7K.DE:
1.04
SPY:
1.14
2B7K.DE:
0.09
SPY:
0.61
2B7K.DE:
0.28
SPY:
2.32
2B7K.DE:
6.59%
SPY:
4.95%
2B7K.DE:
17.59%
SPY:
20.46%
2B7K.DE:
-31.65%
SPY:
-55.19%
2B7K.DE:
-8.91%
SPY:
-2.23%
Returns By Period
In the year-to-date period, 2B7K.DE achieves a -5.34% return, which is significantly lower than SPY's 2.24% return.
2B7K.DE
-5.34%
-1.89%
-8.34%
2.15%
11.54%
11.32%
N/A
SPY
2.24%
0.44%
2.55%
10.31%
19.32%
15.69%
12.86%
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2B7K.DE vs. SPY - Expense Ratio Comparison
2B7K.DE has a 0.20% expense ratio, which is higher than SPY's 0.09% 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%.
Risk-Adjusted Performance
2B7K.DE vs. SPY — Risk-Adjusted Performance Rank
2B7K.DE
SPY
2B7K.DE vs. SPY - 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 SPDR S&P 500 ETF (SPY). 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.
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Dividends
2B7K.DE vs. SPY - Dividend Comparison
2B7K.DE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.20%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY SPDR S&P 500 ETF | 1.20% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
2B7K.DE vs. SPY - Drawdown Comparison
The maximum 2B7K.DE drawdown since its inception was -31.65%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and SPY.
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Volatility
2B7K.DE vs. SPY - Volatility Comparison
The current volatility for iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) is 2.98%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.78%. This indicates that 2B7K.DE experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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