DTE.DE vs. 2B7K.DE
DTE.DE (Deutsche Telekom AG) is a stock, while 2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) is Large Cap Blend Equities fund tracking the MSCI World SRI Select Reduced Fossil Fuels. Over the past 5 years, DTE.DE returned 12.99%/yr vs 10.57%/yr for 2B7K.DE. At a 0.37 correlation, their price movements are largely independent.
Performance
DTE.DE vs. 2B7K.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DTE.DE achieves a 3.95% return, which is significantly lower than 2B7K.DE's 12.70% return.
DTE.DE
- 1D
- -1.66%
- 1M
- 0.61%
- YTD
- 3.95%
- 6M
- 8.01%
- 1Y
- -6.43%
- 3Y*
- 16.42%
- 5Y*
- 12.99%
- 10Y*
- 10.94%
2B7K.DE
- 1D
- 1.10%
- 1M
- 4.88%
- YTD
- 12.70%
- 6M
- 13.73%
- 1Y
- 22.22%
- 3Y*
- 12.88%
- 5Y*
- 10.57%
- 10Y*
- —
DTE.DE vs. 2B7K.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DTE.DE Deutsche Telekom AG | 3.95% | -1.45% | 37.51% | 20.34% | 18.68% | 12.88% | 6.85% | 5.23% |
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 12.70% | 2.87% | 17.54% | 20.84% | -16.92% | 36.73% | 9.54% | 20.04% |
Correlation
The correlation between DTE.DE and 2B7K.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2019 | 0.37 |
Over the past year, the correlation between DTE.DE and 2B7K.DE has dropped to 0.15 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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
DTE.DE vs. 2B7K.DE — Risk / Return Rank
DTE.DE
2B7K.DE
DTE.DE vs. 2B7K.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG (DTE.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.
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.
| DTE.DE | 2B7K.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.73 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.32 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 2.89 | -3.23 |
| Martin ratioReturn relative to average drawdown | -0.61 | 10.79 | -11.40 |
Loading charts...
Drawdowns
DTE.DE vs. 2B7K.DE - Drawdown Comparison
The maximum DTE.DE drawdown since its inception was -40.59%, which is greater than 2B7K.DE's maximum drawdown of -31.63%. Use the drawdown chart below to compare losses from any high point for DTE.DE and 2B7K.DE.
Loading charts...
Drawdown Indicators
| DTE.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.59% | -31.63% | -8.96% |
Max Drawdown (1Y)Largest decline over 1 year | -18.96% | -7.66% | -11.30% |
Max Drawdown (3Y)Largest decline over 3 years | -24.46% | -21.33% | -3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -21.33% | -3.13% |
Max Drawdown (10Y)Largest decline over 10 years | -34.88% | — | — |
Current DrawdownCurrent decline from peak | -17.44% | 0.00% | -17.44% |
Average DrawdownAverage peak-to-trough decline | -11.71% | -5.12% | -6.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.49% | 2.05% | +8.44% |
Volatility
DTE.DE vs. 2B7K.DE - Volatility Comparison
Deutsche Telekom AG (DTE.DE) has a higher volatility of 7.99% compared to iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) at 3.69%. This indicates that DTE.DE's price experiences larger fluctuations and is considered to be riskier than 2B7K.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DTE.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 3.69% | +4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 19.70% | 9.47% | +10.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.10% | 12.64% | +11.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.05% | 14.65% | +5.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.55% | 16.19% | +3.36% |
Dividends
DTE.DE vs. 2B7K.DE - Dividend Comparison
DTE.DE's dividend yield for the trailing twelve months is around 3.59%, 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% |
DTE.DE Deutsche Telekom AG | 3.59% | 3.25% | 2.67% | 3.22% | 3.43% | 3.68% | 4.01% | 4.80% | 4.39% | 4.05% | 3.36% | 3.00% |
Frequently Asked Questions
DTE.DE and 2B7K.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for DTE.DE and 2B7K.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