2B7K.DE vs. SPYL.DE
2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) and SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) are both exchange-traded funds - 2B7K.DE is a Large Cap Blend Equities fund tracking the MSCI World SRI Select Reduced Fossil Fuels, while SPYL.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past year, 2B7K.DE returned 18.74% vs 25.56% for SPYL.DE. Their correlation of 0.89 suggests significant overlap in exposure. 2B7K.DE charges 0.20%/yr vs 0.03%/yr for SPYL.DE.
Performance
2B7K.DE vs. SPYL.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 SPYL.DE slightly higher at 11.37%.
2B7K.DE
- 1D
- 0.18%
- 1M
- 3.92%
- YTD
- 10.83%
- 6M
- 11.24%
- 1Y
- 18.74%
- 3Y*
- 12.93%
- 5Y*
- 10.50%
- 10Y*
- —
SPYL.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.86%
- 1Y
- 25.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
2B7K.DE vs. SPYL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 10.83% | 2.85% | 17.54% | 10.74% |
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 11.37% | 4.71% | 32.33% | 9.54% |
Correlation
The correlation between 2B7K.DE and SPYL.DE is 0.88, 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 | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023 | 0.89 |
The correlation between 2B7K.DE and SPYL.DE has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.
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Return for Risk
2B7K.DE vs. SPYL.DE — Risk / Return Rank
2B7K.DE
SPYL.DE
2B7K.DE vs. SPYL.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 State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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 | SPYL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.41 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.58 | -1.21 |
| Martin ratioReturn relative to average drawdown | 8.64 | 12.72 | -4.09 |
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 | SPYL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 2.21 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 1.54 | -0.74 |
Drawdowns
2B7K.DE vs. SPYL.DE - Drawdown Comparison
The maximum 2B7K.DE drawdown since its inception was -31.65%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and SPYL.DE.
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Drawdown Indicators
| 2B7K.DE | SPYL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.65% | -23.27% | -8.38% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -7.13% | -0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.46% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -3.24% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.01% | +0.14% |
Volatility
2B7K.DE vs. SPYL.DE - Volatility Comparison
iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a higher volatility of 3.69% compared to State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) at 2.66%. This indicates that 2B7K.DE's price experiences larger fluctuations and is considered to be riskier than SPYL.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 | SPYL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 2.66% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 7.57% | +1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.48% | 11.52% | +0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 14.61% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 14.61% | +1.57% |
2B7K.DE vs. SPYL.DE - Expense Ratio Comparison
2B7K.DE has a 0.20% expense ratio, which is higher than SPYL.DE's 0.03% 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. SPYL.DE - Dividend Comparison
Neither 2B7K.DE nor SPYL.DE has paid dividends to shareholders.
Frequently Asked Questions
2B7K.DE and SPYL.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.20% for 2B7K.DE.
2B7K.DE is categorized as Large Cap Blend Equities, while SPYL.DE is S&P 500. 2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while SPYL.DE tracks S&P 500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.20% for 2B7K.DE and 0.03% for SPYL.DE.
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