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

Performance

2B7K.DE vs. USNQX - 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 USAA Nasdaq 100 Index Fund (USNQX). The values are adjusted to include any dividend payments, if applicable.

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2B7K.DE vs. USNQX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
2B7K.DE
iShares MSCI World SRI UCITS ETF EUR (Acc)
-1.18%2.85%17.54%20.90%-16.94%36.69%9.65%19.70%
USNQX
USAA Nasdaq 100 Index Fund
-4.39%6.22%33.70%49.83%-28.54%36.31%36.09%25.13%
Different Trading Currencies

2B7K.DE is traded in EUR, while USNQX is traded in USD. To make them comparable, the USNQX 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 -1.18% return, which is significantly higher than USNQX's -4.39% return.


2B7K.DE

1D
2.38%
1M
-3.81%
YTD
-1.18%
6M
1.11%
1Y
8.67%
3Y*
10.46%
5Y*
8.40%
10Y*

USNQX

1D
2.58%
1M
-3.88%
YTD
-4.39%
6M
-2.77%
1Y
14.39%
3Y*
19.54%
5Y*
13.03%
10Y*
18.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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2B7K.DE vs. USNQX - Expense Ratio Comparison

2B7K.DE has a 0.20% expense ratio, which is lower than USNQX's 0.42% expense ratio.


Return for Risk

2B7K.DE vs. USNQX — 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: 3131
Overall Rank
2B7K.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
2B7K.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
2B7K.DE Omega Ratio Rank: 2727
Omega Ratio Rank
2B7K.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
2B7K.DE Martin Ratio Rank: 3838
Martin Ratio Rank

USNQX
USNQX Risk / Return Rank: 6464
Overall Rank
USNQX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
USNQX Sortino Ratio Rank: 6161
Sortino Ratio Rank
USNQX Omega Ratio Rank: 5757
Omega Ratio Rank
USNQX Calmar Ratio Rank: 7777
Calmar Ratio Rank
USNQX Martin Ratio Rank: 7171
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. USNQX - 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 USAA Nasdaq 100 Index Fund (USNQX). 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.DEUSNQXDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.63

-0.10

Sortino ratio

Return per unit of downside risk

0.82

1.04

-0.22

Omega ratio

Gain probability vs. loss probability

1.12

1.15

-0.04

Calmar ratio

Return relative to maximum drawdown

1.06

1.09

-0.04

Martin ratio

Return relative to average drawdown

3.76

3.69

+0.06

2B7K.DE vs. USNQX - Sharpe Ratio Comparison

The current 2B7K.DE Sharpe Ratio is 0.53, which is comparable to the USNQX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of 2B7K.DE and USNQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


2B7K.DEUSNQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.63

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.58

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.68

+0.01

Correlation

The correlation between 2B7K.DE and USNQX is 0.51, 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.


Dividends

2B7K.DE vs. USNQX - Dividend Comparison

2B7K.DE has not paid dividends to shareholders, while USNQX's dividend yield for the trailing twelve months is around 3.21%.


TTM20252024202320222021202020192018201720162015
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%
USNQX
USAA Nasdaq 100 Index Fund
3.21%3.01%2.19%2.60%4.13%4.48%1.53%0.88%0.69%1.97%0.50%2.73%

Drawdowns

2B7K.DE vs. USNQX - Drawdown Comparison

The maximum 2B7K.DE drawdown since its inception was -31.65%, smaller than the maximum USNQX drawdown of -46.45%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and USNQX.


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Drawdown Indicators


2B7K.DEUSNQXDifference

Max Drawdown

Largest peak-to-trough decline

-31.65%

-76.24%

+44.59%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-12.72%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-21.29%

-36.95%

+15.66%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

Current Drawdown

Current decline from peak

-5.01%

-9.06%

+4.05%

Average Drawdown

Average peak-to-trough decline

-5.26%

-26.93%

+21.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

3.44%

-1.09%

Volatility

2B7K.DE vs. USNQX - Volatility Comparison

The current volatility for iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) is 4.98%, while USAA Nasdaq 100 Index Fund (USNQX) has a volatility of 5.56%. This indicates that 2B7K.DE experiences smaller price fluctuations and is considered to be less risky than USNQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2B7K.DEUSNQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

5.56%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

13.13%

-3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

24.93%

-8.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.54%

22.59%

-8.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

22.98%

-6.75%