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2B7K.DE vs. SPYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2B7K.DE vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

2B7K.DE is traded in EUR, while SPYG is traded in USD. To make them comparable, the SPYG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 2B7K.DE achieves a 10.83% return, which is significantly lower than SPYG's 15.02% return.


2B7K.DE

1D
0.18%
1M
5.71%
YTD
10.83%
6M
11.69%
1Y
18.61%
3Y*
12.93%
5Y*
10.50%
10Y*

SPYG

1D
-0.16%
1M
7.25%
YTD
15.02%
6M
13.39%
1Y
31.42%
3Y*
24.79%
5Y*
17.15%
10Y*
17.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B7K.DE vs. SPYG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
15.02%7.60%44.97%26.13%-25.04%41.89%22.46%18.68%

Correlation

The correlation between 2B7K.DE and SPYG is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2019

0.52

The correlation between 2B7K.DE and SPYG has been stable across timeframes, ranging from 0.51 to 0.59 - a consistent structural relationship.

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Return for Risk

2B7K.DE vs. SPYG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

2B7K.DE
2B7K.DE Risk / Return Rank: 4646
Overall Rank
2B7K.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
2B7K.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
2B7K.DE Omega Ratio Rank: 4343
Omega Ratio Rank
2B7K.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
2B7K.DE Martin Ratio Rank: 5151
Martin Ratio Rank

SPYG
SPYG Risk / Return Rank: 6060
Overall Rank
SPYG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 6363
Sortino Ratio Rank
SPYG Omega Ratio Rank: 6161
Omega Ratio Rank
SPYG Calmar Ratio Rank: 5151
Calmar Ratio Rank
SPYG Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

2B7K.DE vs. SPYG - 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 State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.DESPYGDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.27

1.34

-0.07

Calmar ratioReturn relative to maximum drawdown

2.37

2.48

-0.11

Martin ratioReturn relative to average drawdown

8.64

8.73

-0.09

2B7K.DE vs. SPYG - Sharpe Ratio Comparison

The current 2B7K.DE Sharpe Ratio is 1.48, which is comparable to the SPYG Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of 2B7K.DE and SPYG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


2B7K.DESPYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.95

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.82

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.70

+0.09

Drawdowns

2B7K.DE vs. SPYG - Drawdown Comparison

The maximum 2B7K.DE drawdown since its inception was -31.65%, smaller than the maximum SPYG drawdown of -45.25%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and SPYG.


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Drawdown Indicators


2B7K.DESPYGDifference

Max Drawdown

Largest peak-to-trough decline

-31.65%

-45.25%

+13.60%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-12.70%

+4.89%

Max Drawdown (3Y)

Largest decline over 3 years

-21.29%

-27.05%

+5.76%

Max Drawdown (5Y)

Largest decline over 5 years

-21.29%

-27.05%

+5.76%

Max Drawdown (10Y)

Largest decline over 10 years

-30.75%

Current Drawdown

Current decline from peak

0.00%

-0.98%

+0.98%

Average Drawdown

Average peak-to-trough decline

-5.16%

-7.58%

+2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

3.61%

-1.46%

Volatility

2B7K.DE vs. SPYG - Volatility Comparison

iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) have volatilities of 3.69% and 3.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2B7K.DESPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

3.74%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

11.74%

-2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

12.48%

16.20%

-3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

20.91%

-6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.18%

21.03%

-4.85%

2B7K.DE vs. SPYG - Expense Ratio Comparison

2B7K.DE has a 0.20% expense ratio, which is higher than SPYG's 0.04% 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. SPYG - Dividend Comparison

2B7K.DE has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.47%.


PositionTTM20252024202320222021202020192018201720162015
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%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
0.47%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%

Frequently Asked Questions


2B7K.DE and SPYG have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYG is cheaper with a 0.04% expense ratio, compared with 0.20% for 2B7K.DE.

2B7K.DE is categorized as Large Cap Blend Equities, while SPYG is S&P 500. 2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while SPYG tracks S&P 500 Growth Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.20% for 2B7K.DE and 0.04% for SPYG.

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