DJAM.DE vs. 2B7K.DE

Last updated Jun 5, 2026

DJAM.DE (Lyxor Dow Jones Industrial Average UCITS ETF Dist) and 2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) are both Large Cap Blend Equities funds - DJAM.DE tracks the Dow Jones Industrial Average while 2B7K.DE tracks the MSCI World SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, DJAM.DE returned 10.75%/yr vs 10.50%/yr for 2B7K.DE. Their correlation of 0.84 suggests significant overlap in exposure. DJAM.DE charges 0.50%/yr vs 0.20%/yr for 2B7K.DE.

Performance

DJAM.DE vs. 2B7K.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) and iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DJAM.DE achieves a 8.12% return, which is significantly lower than 2B7K.DE's 10.83% return.

DJAM.DE

• 1D: 1.22%
• 1M: 5.73%
• YTD: 8.12%
• 6M: 8.61%
• 1Y: 20.41%
• 3Y*: 13.60%
• 5Y*: 10.75%
• 10Y*: 12.59%

2B7K.DE

• 1D: 0.18%
• 1M: 5.71%
• YTD: 10.83%
• 6M: 11.69%
• 1Y: 18.61%
• 3Y*: 12.93%
• 5Y*: 10.50%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DJAM.DE vs. 2B7K.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist	8.12%	2.01%	21.39%	11.90%	-2.34%	31.92%	-1.77%	13.74%
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%

Correlation

The correlation between DJAM.DE and 2B7K.DE is 0.78, 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	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.78
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 DJAM.DE and 2B7K.DE has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.

Return for Risk

DJAM.DE vs. 2B7K.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DJAM.DE

DJAM.DE Risk / Return Rank: 53
DJAM.DE Sharpe Ratio Rank: 50
DJAM.DE Sortino Ratio Rank: 52
DJAM.DE Omega Ratio Rank: 50
DJAM.DE Calmar Ratio Rank: 57
DJAM.DE Martin Ratio Rank: 54

2B7K.DE

2B7K.DE Risk / Return Rank: 46
2B7K.DE Sharpe Ratio Rank: 43
2B7K.DE Sortino Ratio Rank: 44
2B7K.DE Omega Ratio Rank: 43
2B7K.DE Calmar Ratio Rank: 49
2B7K.DE Martin Ratio Rank: 51

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.

DJAM.DE vs. 2B7K.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) and iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.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.

	DJAM.DE	2B7K.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.70	1.48	+0.22
Sortino ratio: Return per unit of downside risk	2.47	2.16	+0.32
Omega ratio: Gain probability vs. loss probability	1.31	1.27	+0.04
Calmar ratio: Return relative to maximum drawdown	2.77	2.37	+0.40
Martin ratio: Return relative to average drawdown	9.22	8.64	+0.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

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

Sharpe Ratios by Period

	DJAM.DE	2B7K.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.70	1.48	+0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.71	+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	0.62	0.79	-0.17

Drawdowns

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

The maximum DJAM.DE drawdown since its inception was -47.32%, which is greater than 2B7K.DE's maximum drawdown of -31.65%. Use the drawdown chart below to compare losses from any high point for DJAM.DE and 2B7K.DE.

Drawdown Indicators

	DJAM.DE	2B7K.DE	Difference
Max Drawdown Largest peak-to-trough decline	-47.32%	-31.65%	-15.67%
Max Drawdown (1Y) Largest decline over 1 year	-7.34%	-7.81%	+0.47%
Max Drawdown (3Y) Largest decline over 3 years	-21.15%	-21.29%	+0.14%
Max Drawdown (5Y) Largest decline over 5 years	-21.15%	-21.29%	+0.14%
Max Drawdown (10Y) Largest decline over 10 years	-36.30%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.81%	-5.16%	-2.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	2.15%	+0.06%

Volatility

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

The current volatility for Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) is 2.87%, while iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a volatility of 3.69%. This indicates that DJAM.DE experiences smaller price fluctuations and is considered to be less risky than 2B7K.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DJAM.DE	2B7K.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.87%	3.69%	-0.82%
Volatility (6M) Calculated over the trailing 6-month period	8.34%	9.21%	-0.87%
Volatility (1Y) Calculated over the trailing 1-year period	11.93%	12.48%	-0.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.07%	14.60%	-0.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.09%	16.18%	-0.09%

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

DJAM.DE has a 0.50% expense ratio, which is higher than 2B7K.DE's 0.20% expense ratio.

Dividends

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

DJAM.DE's dividend yield for the trailing twelve months is around 0.73%, while 2B7K.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist	0.73%	0.79%	1.17%	1.06%	1.80%	1.11%	1.62%	1.25%	1.90%	1.71%	2.26%	2.44%

Frequently Asked Questions

Can I hold both DJAM.DE and 2B7K.DE in my portfolio?

DJAM.DE and 2B7K.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DJAM.DE or 2B7K.DE?

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.

Which ETF is cheaper, DJAM.DE or 2B7K.DE?

2B7K.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for DJAM.DE.

What is the main difference between DJAM.DE and 2B7K.DE?

DJAM.DE tracks Dow Jones Industrial Average, while 2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.50% for DJAM.DE and 0.20% for 2B7K.DE.