EFRW.DE vs. 2B7A.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) and iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.DE).

EFRW.DE and 2B7A.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFRW.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Equal Weight Index. It was launched on May 8, 2025. 2B7A.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Utilities. It was launched on Mar 20, 2017. Both EFRW.DE and 2B7A.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EFRW.DE vs. 2B7A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) and iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.DE). The values are adjusted to include any dividend payments, if applicable.

EFRW.DE vs. 2B7A.DE - Yearly Performance Comparison

	2026 (YTD)	2025
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc	-0.36%	9.95%
2B7A.DE iShares S&P 500 Utilities Sector UCITS ETF USD Acc	9.21%	3.42%

Returns By Period

In the year-to-date period, EFRW.DE achieves a -0.36% return, which is significantly lower than 2B7A.DE's 9.21% return.

EFRW.DE

• 1D: 1.91%
• 1M: -4.92%
• YTD: -0.36%
• 6M: 1.32%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

2B7A.DE

• 1D: 0.41%
• 1M: -2.20%
• YTD: 9.21%
• 6M: 6.62%
• 1Y: 10.53%
• 3Y*: 11.26%
• 5Y*: 10.62%
• 10Y*: —

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

EFRW.DE vs. 2B7A.DE - Expense Ratio Comparison

EFRW.DE has a 0.17% expense ratio, which is higher than 2B7A.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

EFRW.DE

iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc

2B7A.DE

iShares S&P 500 Utilities Sector UCITS ETF USD Acc

Return for Risk

EFRW.DE vs. 2B7A.DE — Risk / Return Rank

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

2B7A.DE

2B7A.DE Risk / Return Rank: 31
2B7A.DE Sharpe Ratio Rank: 31
2B7A.DE Sortino Ratio Rank: 30
2B7A.DE Omega Ratio Rank: 28
2B7A.DE Calmar Ratio Rank: 39
2B7A.DE Martin Ratio Rank: 28

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.

EFRW.DE vs. 2B7A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) and iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	EFRW.DE	2B7A.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.62	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.62	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	0.48	+0.46

Correlation

The correlation between EFRW.DE and 2B7A.DE is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

EFRW.DE vs. 2B7A.DE - Dividend Comparison

Neither EFRW.DE nor 2B7A.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

EFRW.DE vs. 2B7A.DE - Drawdown Comparison

The maximum EFRW.DE drawdown since its inception was -7.12%, smaller than the maximum 2B7A.DE drawdown of -35.70%. Use the drawdown chart below to compare losses from any high point for EFRW.DE and 2B7A.DE.

Drawdown Indicators

	EFRW.DE	2B7A.DE	Difference
Max Drawdown Largest peak-to-trough decline	-7.12%	-35.70%	+28.58%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.77%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.81%	—
Current Drawdown Current decline from peak	-5.35%	-3.28%	-2.07%
Average Drawdown Average peak-to-trough decline	-1.36%	-10.14%	+8.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.46%	—

Volatility

Volatility by Period

	EFRW.DE	2B7A.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.54%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.58%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.40%	16.89%	-5.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.40%	16.84%	-5.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.40%	19.68%	-8.28%