2B7K.DE vs. XG12.DE
2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds - 2B7K.DE tracks the MSCI World SRI Select Reduced Fossil Fuels while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, 2B7K.DE returned 12.43%/yr vs 9.72%/yr for XG12.DE. A 0.76 correlation means they provide meaningful diversification when combined. 2B7K.DE charges 0.20%/yr vs 0.35%/yr for XG12.DE.
Performance
2B7K.DE vs. XG12.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 2B7K.DE achieves a 12.05% return, which is significantly lower than XG12.DE's 31.21% return.
2B7K.DE
- 1D
- -0.07%
- 1M
- -1.09%
- 6M
- 9.54%
- YTD
- 12.05%
- 1Y
- 19.39%
- 3Y*
- 12.43%
- 5Y*
- 9.66%
- 10Y*
- —
- ALL TIME*
- 12.86%
XG12.DE
- 1D
- 0.00%
- 1M
- -6.50%
- 6M
- 27.29%
- YTD
- 31.21%
- 1Y
- 38.80%
- 3Y*
- 9.72%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.77%
2B7K.DE vs. XG12.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 12.05% | 2.87% | 17.54% | 20.84% | -4.79% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 31.21% | 8.69% | -4.44% | -8.34% | -5.33% |
Correlation
The correlation between 2B7K.DE and XG12.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 | 0.76 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.76 |
The correlation between 2B7K.DE and XG12.DE has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
2B7K.DE vs. XG12.DE — Risk / Return Rank
2B7K.DE
XG12.DE
2B7K.DE vs. XG12.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 Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 2B7K.DE | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.36 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.52 | 2.03 | +0.50 |
| Martin ratioReturn relative to average drawdown | 9.28 | 4.26 | +5.02 |
Loading charts...
Drawdowns
2B7K.DE vs. XG12.DE - Drawdown Comparison
The maximum 2B7K.DE drawdown since its inception was -31.63%, roughly equal to the maximum XG12.DE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and XG12.DE.
Loading charts...
Drawdown Indicators
| 2B7K.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.63% | -32.01% | +0.38% |
Max Drawdown (1Y)Largest decline over 1 year | -7.66% | -19.16% | +11.50% |
Max Drawdown (3Y)Largest decline over 3 years | -21.33% | -24.98% | +3.65% |
Max Drawdown (5Y)Largest decline over 5 years | -21.33% | — | — |
Current DrawdownCurrent decline from peak | -2.70% | -7.79% | +5.09% |
Average DrawdownAverage peak-to-trough decline | -5.07% | -14.63% | +9.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 9.11% | -7.03% |
Volatility
2B7K.DE vs. XG12.DE - Volatility Comparison
The current volatility for iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) is 3.69%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.26%. This indicates that 2B7K.DE experiences smaller price fluctuations and is considered to be less risky than XG12.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 2B7K.DE | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 6.26% | -2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 14.58% | -5.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 28.02% | -15.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.66% | 21.11% | -6.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.14% | 21.11% | -4.97% |
2B7K.DE vs. XG12.DE - Expense Ratio Comparison
2B7K.DE has a 0.20% expense ratio, which is lower than XG12.DE's 0.35% expense ratio.
Dividends
2B7K.DE vs. XG12.DE - Dividend Comparison
Neither 2B7K.DE nor XG12.DE has paid dividends to shareholders.
Frequently Asked Questions
2B7K.DE and XG12.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 0.35% for XG12.DE.
2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for 2B7K.DE and 0.35% for XG12.DE.
Find the right allocation for 2B7K.DE and XG12.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer