EXV7.DE vs. 2B7C.DE

Last updated Jun 5, 2026

EXV7.DE (iShares STOXX Europe 600 Chemicals UCITS ETF (DE)) and 2B7C.DE (iShares S&P 500 Industrials Sector UCITS ETF) are both Industrials Equities funds from iShares - EXV7.DE tracks the STOXX® Europe 600 Chemicals while 2B7C.DE tracks the S&P 500 Capped 35/20 Industrials. Both are passively managed. Over the past 5 years, EXV7.DE returned 1.52%/yr vs 13.22%/yr for 2B7C.DE. A 0.55 correlation means they provide meaningful diversification when combined. EXV7.DE charges 0.46%/yr vs 0.15%/yr for 2B7C.DE.

Performance

EXV7.DE vs. 2B7C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Chemicals UCITS ETF (DE) (EXV7.DE) and iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EXV7.DE achieves a 11.18% return, which is significantly lower than 2B7C.DE's 13.30% return.

EXV7.DE

• 1D: 0.18%
• 1M: 1.21%
• YTD: 11.18%
• 6M: 11.56%
• 1Y: -2.95%
• 3Y*: 2.47%
• 5Y*: 1.52%
• 10Y*: 6.87%

2B7C.DE

• 1D: -0.23%
• 1M: 0.50%
• YTD: 13.30%
• 6M: 14.11%
• 1Y: 21.18%
• 3Y*: 18.60%
• 5Y*: 13.22%
• 10Y*: —

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

EXV7.DE vs. 2B7C.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EXV7.DE iShares STOXX Europe 600 Chemicals UCITS ETF (DE)	11.18%	-4.03%	-7.26%	16.14%	-14.55%	24.35%	10.50%	31.94%	-14.36%	8.29%
2B7C.DE iShares S&P 500 Industrials Sector UCITS ETF	13.30%	6.91%	23.72%	13.89%	-0.20%	32.19%	-0.63%	32.20%	-10.13%	4.44%

Correlation

The correlation between EXV7.DE and 2B7C.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (All Time) Calculated using the full available price history since Mar 24, 2017	0.55

Over the past year, the correlation between EXV7.DE and 2B7C.DE has dropped to 0.27 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

Return for Risk

EXV7.DE vs. 2B7C.DE — Risk / Return Rank

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

EXV7.DE

EXV7.DE Risk / Return Rank: 7
EXV7.DE Sharpe Ratio Rank: 7
EXV7.DE Sortino Ratio Rank: 7
EXV7.DE Omega Ratio Rank: 7
EXV7.DE Calmar Ratio Rank: 7
EXV7.DE Martin Ratio Rank: 8

2B7C.DE

2B7C.DE Risk / Return Rank: 44
2B7C.DE Sharpe Ratio Rank: 41
2B7C.DE Sortino Ratio Rank: 43
2B7C.DE Omega Ratio Rank: 40
2B7C.DE Calmar Ratio Rank: 48
2B7C.DE Martin Ratio Rank: 47

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.

EXV7.DE vs. 2B7C.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Chemicals UCITS ETF (DE) (EXV7.DE) and iShares S&P 500 Industrials Sector UCITS ETF (2B7C.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.

	EXV7.DE	2B7C.DE	Difference
Sharpe ratio: Return per unit of total volatility	-0.21	1.44	-1.65
Sortino ratio: Return per unit of downside risk	-0.20	2.13	-2.34
Omega ratio: Gain probability vs. loss probability	0.98	1.26	-0.28
Calmar ratio: Return relative to maximum drawdown	-0.21	2.34	-2.55
Martin ratio: Return relative to average drawdown	-0.35	7.59	-7.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXV7.DE vs. 2B7C.DE - Sharpe Ratio Comparison

The current EXV7.DE Sharpe Ratio is -0.21, which is lower than the 2B7C.DE Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of EXV7.DE and 2B7C.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

	EXV7.DE	2B7C.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.21	1.44	-1.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.09	0.78	-0.69
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.60	-0.15

Drawdowns

EXV7.DE vs. 2B7C.DE - Drawdown Comparison

The maximum EXV7.DE drawdown since its inception was -49.31%, which is greater than 2B7C.DE's maximum drawdown of -41.33%. Use the drawdown chart below to compare losses from any high point for EXV7.DE and 2B7C.DE.

Drawdown Indicators

	EXV7.DE	2B7C.DE	Difference
Max Drawdown Largest peak-to-trough decline	-49.31%	-41.33%	-7.98%
Max Drawdown (1Y) Largest decline over 1 year	-15.47%	-8.89%	-6.58%
Max Drawdown (3Y) Largest decline over 3 years	-18.31%	-22.66%	+4.35%
Max Drawdown (5Y) Largest decline over 5 years	-24.77%	-22.66%	-2.11%
Max Drawdown (10Y) Largest decline over 10 years	-31.38%	—	—
Current Drawdown Current decline from peak	-7.08%	-0.47%	-6.61%
Average Drawdown Average peak-to-trough decline	-8.46%	-5.04%	-3.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.51%	2.75%	+6.76%

Volatility

EXV7.DE vs. 2B7C.DE - Volatility Comparison

iShares STOXX Europe 600 Chemicals UCITS ETF (DE) (EXV7.DE) and iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE) have volatilities of 3.84% and 3.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EXV7.DE	2B7C.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.84%	3.74%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	11.79%	10.98%	+0.81%
Volatility (1Y) Calculated over the trailing 1-year period	15.43%	14.45%	+0.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.76%	16.73%	+0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.44%	19.35%	-1.91%

EXV7.DE vs. 2B7C.DE - Expense Ratio Comparison

EXV7.DE has a 0.46% expense ratio, which is higher than 2B7C.DE's 0.15% expense ratio.

Dividends

EXV7.DE vs. 2B7C.DE - Dividend Comparison

EXV7.DE's dividend yield for the trailing twelve months is around 1.95%, while 2B7C.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
2B7C.DE iShares S&P 500 Industrials Sector UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EXV7.DE iShares STOXX Europe 600 Chemicals UCITS ETF (DE)	1.95%	2.17%	2.07%	2.46%	2.15%	1.35%	1.51%	2.03%	2.33%	1.96%	2.71%	2.69%

Frequently Asked Questions

Can I hold both EXV7.DE and 2B7C.DE in my portfolio?

EXV7.DE and 2B7C.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EXV7.DE or 2B7C.DE?

On fees, 2B7C.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EXV7.DE or 2B7C.DE?

2B7C.DE is cheaper with a 0.15% expense ratio, compared with 0.46% for EXV7.DE.

What is the main difference between EXV7.DE and 2B7C.DE?

EXV7.DE tracks STOXX® Europe 600 Chemicals, while 2B7C.DE tracks S&P 500 Capped 35/20 Industrials. Their fees differ too: 0.46% for EXV7.DE and 0.15% for 2B7C.DE.