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

Performance

2B7K.DE vs. SXRU.DE - 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 iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 2B7K.DE achieves a 10.83% return, which is significantly higher than SXRU.DE's 8.17% return.


2B7K.DE

1D
0.18%
1M
3.92%
YTD
10.83%
6M
11.24%
1Y
18.74%
3Y*
12.93%
5Y*
10.50%
10Y*

SXRU.DE

1D
1.22%
1M
4.78%
YTD
8.17%
6M
8.26%
1Y
20.63%
3Y*
13.55%
5Y*
10.67%
10Y*
12.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B7K.DE vs. SXRU.DE - 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%
SXRU.DE
iShares Dow Jones Industrial Average UCITS ETF (Acc)
8.17%2.08%21.16%11.74%-2.47%31.86%-1.58%13.74%

Correlation

The correlation between 2B7K.DE and SXRU.DE is 0.79, 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

0.79

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

0.77

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

0.81

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

0.84

The correlation between 2B7K.DE and SXRU.DE has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.

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Return for Risk

2B7K.DE vs. SXRU.DE — 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

SXRU.DE
SXRU.DE Risk / Return Rank: 5252
Overall Rank
SXRU.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SXRU.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
SXRU.DE Omega Ratio Rank: 5050
Omega Ratio Rank
SXRU.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
SXRU.DE Martin Ratio Rank: 5454
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. SXRU.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 Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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.DESXRU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.27

1.31

-0.03

Calmar ratioReturn relative to maximum drawdown

2.37

2.79

-0.42

Martin ratioReturn relative to average drawdown

8.64

9.23

-0.60

2B7K.DE vs. SXRU.DE - Sharpe Ratio Comparison

The current 2B7K.DE Sharpe Ratio is 1.48, which is comparable to the SXRU.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of 2B7K.DE and SXRU.DE, 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.DESXRU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.70

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.75

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.66

+0.13

Drawdowns

2B7K.DE vs. SXRU.DE - Drawdown Comparison

The maximum 2B7K.DE drawdown since its inception was -31.65%, smaller than the maximum SXRU.DE drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and SXRU.DE.


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Drawdown Indicators


2B7K.DESXRU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.65%

-36.09%

+4.44%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-7.30%

-0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-21.29%

-21.13%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-21.29%

-21.13%

-0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-36.09%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.16%

-5.41%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.21%

-0.06%

Volatility

2B7K.DE vs. SXRU.DE - Volatility Comparison

iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a higher volatility of 3.69% compared to iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) at 2.91%. This indicates that 2B7K.DE's price experiences larger fluctuations and is considered to be riskier than SXRU.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.DESXRU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

2.91%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

8.39%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

12.48%

12.01%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

14.05%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.18%

16.01%

+0.17%

2B7K.DE vs. SXRU.DE - Expense Ratio Comparison

2B7K.DE has a 0.20% expense ratio, which is lower than SXRU.DE's 0.33% expense ratio.


Dividends

2B7K.DE vs. SXRU.DE - Dividend Comparison

Neither 2B7K.DE nor SXRU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


2B7K.DE and SXRU.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 2B7K.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

2B7K.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for SXRU.DE.

2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while SXRU.DE tracks Dow Jones Industrial Average. Their fees differ too: 0.20% for 2B7K.DE and 0.33% for SXRU.DE.

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