2B7K.DE vs. SXRU.DE
2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) and SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) are both Large Cap Blend Equities funds from iShares - 2B7K.DE tracks the MSCI World SRI Select Reduced Fossil Fuels while SXRU.DE tracks the Dow Jones Industrial Average. Both are passively managed. Over the past 5 years, 2B7K.DE returned 10.50%/yr vs 10.67%/yr for SXRU.DE. Their correlation of 0.84 suggests significant overlap in exposure. 2B7K.DE charges 0.20%/yr vs 0.33%/yr for SXRU.DE.
Performance
2B7K.DE vs. SXRU.DE - Performance Comparison
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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%
2B7K.DE vs. SXRU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
2B7K.DE
SXRU.DE
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.DE | SXRU.DE | Difference | |
|---|---|---|---|
| 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 |
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 | SXRU.DE | Difference | |
|---|---|---|---|
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.DE | SXRU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -5.41% | +0.25% |
Ulcer IndexDepth 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.DE | SXRU.DE | Difference | |
|---|---|---|---|
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.
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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