2B7K.DE vs. SPYG
Compare and contrast key facts about iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
2B7K.DE and SPYG 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. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000. Both 2B7K.DE and SPYG 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 SPYG.
Key characteristics
| 2B7K.DE | SPYG | |
|---|---|---|
| YTD Return | 19.34% | 35.08% |
| 1Y Return | 26.08% | 41.65% |
| 3Y Return (Ann) | 7.04% | 8.13% |
| 5Y Return (Ann) | 12.79% | 17.93% |
| Sharpe Ratio | 2.38 | 2.59 |
| Sortino Ratio | 3.14 | 3.32 |
| Omega Ratio | 1.48 | 1.47 |
| Calmar Ratio | 3.17 | 3.21 |
| Martin Ratio | 13.05 | 13.70 |
| Ulcer Index | 2.02% | 3.20% |
| Daily Std Dev | 11.05% | 16.94% |
| Max Drawdown | -31.65% | -67.79% |
| Current Drawdown | -0.12% | -0.13% |
Correlation
The correlation between 2B7K.DE and SPYG is 0.57, 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.
Performance
2B7K.DE vs. SPYG - Performance Comparison
In the year-to-date period, 2B7K.DE achieves a 19.34% return, which is significantly lower than SPYG's 35.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
2B7K.DE vs. SPYG - 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 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.
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 0.65%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 SPDR Portfolio S&P 500 Growth ETF | 0.65% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
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 -67.79%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and SPYG. For additional features, visit the drawdowns tool.
Volatility
2B7K.DE vs. SPYG - Volatility Comparison
The current volatility for iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) is 3.32%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 4.99%. This indicates that 2B7K.DE experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.