ENR.DE vs. 2B7K.DE
ENR.DE (Siemens Energy 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, ENR.DE returned 43.14%/yr vs 10.57%/yr for 2B7K.DE. At a 0.47 correlation, their price movements are largely independent.
Performance
ENR.DE vs. 2B7K.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ENR.DE achieves a 30.29% return, which is significantly higher than 2B7K.DE's 12.70% return.
ENR.DE
- 1D
- 1.71%
- 1M
- -7.87%
- YTD
- 30.29%
- 6M
- 31.21%
- 1Y
- 84.94%
- 3Y*
- 89.61%
- 5Y*
- 43.14%
- 10Y*
- —
2B7K.DE
- 1D
- 1.10%
- 1M
- 4.88%
- YTD
- 12.70%
- 6M
- 13.73%
- 1Y
- 22.22%
- 3Y*
- 12.88%
- 5Y*
- 10.57%
- 10Y*
- —
ENR.DE vs. 2B7K.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 30.29% | 138.98% | 319.83% | -31.74% | -21.43% | -25.03% | 36.30% |
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 12.70% | 2.87% | 17.54% | 20.84% | -16.92% | 36.73% | 9.05% |
Correlation
The correlation between ENR.DE and 2B7K.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2020 | 0.47 |
The correlation between ENR.DE and 2B7K.DE has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.
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Return for Risk
ENR.DE vs. 2B7K.DE — Risk / Return Rank
ENR.DE
2B7K.DE
ENR.DE vs. 2B7K.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (ENR.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.
| ENR.DE | 2B7K.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.32 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 2.89 | +0.35 |
| Martin ratioReturn relative to average drawdown | 11.40 | 10.79 | +0.61 |
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Drawdowns
ENR.DE vs. 2B7K.DE - Drawdown Comparison
The maximum ENR.DE drawdown since its inception was -79.51%, 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 ENR.DE and 2B7K.DE.
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Drawdown Indicators
| ENR.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.51% | -31.63% | -47.88% |
Max Drawdown (1Y)Largest decline over 1 year | -26.08% | -7.66% | -18.42% |
Max Drawdown (3Y)Largest decline over 3 years | -70.62% | -21.33% | -49.29% |
Max Drawdown (5Y)Largest decline over 5 years | -74.46% | -21.33% | -53.13% |
Current DrawdownCurrent decline from peak | -16.75% | 0.00% | -16.75% |
Average DrawdownAverage peak-to-trough decline | -28.40% | -5.12% | -23.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.43% | 2.05% | +5.38% |
Volatility
ENR.DE vs. 2B7K.DE - Volatility Comparison
Siemens Energy AG (ENR.DE) has a higher volatility of 14.87% compared to iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) at 3.69%. This indicates that ENR.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.
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Volatility by Period
| ENR.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.87% | 3.69% | +11.18% |
Volatility (6M)Calculated over the trailing 6-month period | 36.31% | 9.47% | +26.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.93% | 12.64% | +36.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.07% | 14.65% | +37.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.46% | 16.19% | +34.27% |
Dividends
ENR.DE vs. 2B7K.DE - Dividend Comparison
ENR.DE's dividend yield for the trailing twelve months is around 0.45%, while 2B7K.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ENR.DE Siemens Energy AG | 0.45% | 0.00% | 0.00% | 0.00% | 0.57% |
Frequently Asked Questions
ENR.DE and 2B7K.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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