ESGU.DE vs. 2B7K.DE
ESGU.DE (Invesco MSCI USA ESG Universal Screened UCITS ETF Acc) and 2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) are both Large Cap Blend Equities funds - ESGU.DE tracks the MSCI USA ESG Universal Select Business Screens while 2B7K.DE tracks the MSCI World SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, ESGU.DE returned 13.15%/yr vs 10.31%/yr for 2B7K.DE. Their correlation of 0.93 suggests significant overlap in exposure. ESGU.DE charges 0.09%/yr vs 0.20%/yr for 2B7K.DE.
Performance
ESGU.DE vs. 2B7K.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with ESGU.DE having a 13.00% return and 2B7K.DE slightly higher at 13.28%.
ESGU.DE
- 1D
- -0.66%
- 1M
- 1.71%
- YTD
- 13.00%
- 6M
- 13.38%
- 1Y
- 25.98%
- 3Y*
- 19.27%
- 5Y*
- 13.15%
- 10Y*
- —
2B7K.DE
- 1D
- 0.14%
- 1M
- 3.91%
- YTD
- 13.28%
- 6M
- 13.46%
- 1Y
- 22.95%
- 3Y*
- 13.95%
- 5Y*
- 10.31%
- 10Y*
- —
ESGU.DE vs. 2B7K.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ESGU.DE Invesco MSCI USA ESG Universal Screened UCITS ETF Acc | 13.00% | 3.01% | 31.66% | 23.96% | -17.68% | 39.96% | 12.26% | 1.82% |
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 13.28% | 2.87% | 17.54% | 20.84% | -16.92% | 36.73% | 9.54% | 14.70% |
Correlation
The correlation between ESGU.DE and 2B7K.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2019 | 0.93 |
The correlation between ESGU.DE and 2B7K.DE has been stable across timeframes, ranging from 0.88 to 0.93 - 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
ESGU.DE vs. 2B7K.DE — Risk / Return Rank
ESGU.DE
2B7K.DE
ESGU.DE vs. 2B7K.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.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.
| ESGU.DE | 2B7K.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.33 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | 2.99 | +0.23 |
| Martin ratioReturn relative to average drawdown | 11.11 | 11.15 | -0.04 |
Loading charts...
Drawdowns
ESGU.DE vs. 2B7K.DE - Drawdown Comparison
The maximum ESGU.DE drawdown since its inception was -32.64%, roughly equal to the maximum 2B7K.DE drawdown of -31.63%. Use the drawdown chart below to compare losses from any high point for ESGU.DE and 2B7K.DE.
Loading charts...
Drawdown Indicators
| ESGU.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -31.63% | -1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.05% | -7.66% | -0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -23.69% | -21.33% | -2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | -21.33% | -2.36% |
Current DrawdownCurrent decline from peak | -0.66% | -0.50% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -5.10% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.05% | +0.28% |
Volatility
ESGU.DE vs. 2B7K.DE - Volatility Comparison
Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) has a higher volatility of 3.64% compared to iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) at 3.38%. This indicates that ESGU.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
| ESGU.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 3.38% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.57% | 9.53% | -0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.31% | 12.67% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.71% | 14.66% | +1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 16.17% | +1.75% |
ESGU.DE vs. 2B7K.DE - Expense Ratio Comparison
ESGU.DE has a 0.09% expense ratio, which is lower than 2B7K.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ESGU.DE vs. 2B7K.DE - Dividend Comparison
Neither ESGU.DE nor 2B7K.DE has paid dividends to shareholders.
Frequently Asked Questions
ESGU.DE and 2B7K.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESGU.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESGU.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for 2B7K.DE.
ESGU.DE tracks MSCI USA ESG Universal Select Business Screens, while 2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.09% for ESGU.DE and 0.20% for 2B7K.DE.
Find the right allocation for ESGU.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