GLUX.DE vs. 2B7K.DE
GLUX.DE (Amundi S&P Global Luxury UCITS ETF EUR) and 2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) are both exchange-traded funds - GLUX.DE is a Consumer Staples Equities fund tracking the S&P Global Luxury, while 2B7K.DE is a Large Cap Blend Equities fund tracking the MSCI World SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, GLUX.DE returned 0.25%/yr vs 10.50%/yr for 2B7K.DE. A 0.78 correlation means they provide meaningful diversification when combined. GLUX.DE charges 0.25%/yr vs 0.20%/yr for 2B7K.DE.
Performance
GLUX.DE vs. 2B7K.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GLUX.DE achieves a -7.03% return, which is significantly lower than 2B7K.DE's 10.83% return.
GLUX.DE
- 1D
- -0.12%
- 1M
- 4.80%
- YTD
- -7.03%
- 6M
- -6.01%
- 1Y
- 2.52%
- 3Y*
- -0.97%
- 5Y*
- 0.25%
- 10Y*
- 9.44%
2B7K.DE
- 1D
- 0.18%
- 1M
- 5.71%
- YTD
- 10.83%
- 6M
- 11.69%
- 1Y
- 18.61%
- 3Y*
- 12.93%
- 5Y*
- 10.50%
- 10Y*
- —
GLUX.DE vs. 2B7K.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GLUX.DE Amundi S&P Global Luxury UCITS ETF EUR | -7.03% | 2.34% | 4.43% | 11.98% | -19.34% | 32.41% | 23.80% | 16.21% |
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 10.83% | 2.85% | 17.54% | 20.90% | -16.94% | 36.69% | 9.65% | 19.70% |
Correlation
The correlation between GLUX.DE and 2B7K.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.78 |
The correlation between GLUX.DE and 2B7K.DE shifts across timeframes, from 0.65 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GLUX.DE vs. 2B7K.DE — Risk / Return Rank
GLUX.DE
2B7K.DE
GLUX.DE vs. 2B7K.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Luxury UCITS ETF EUR (GLUX.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.
| GLUX.DE | 2B7K.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.27 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 2.37 | -2.21 |
| Martin ratioReturn relative to average drawdown | 0.39 | 8.64 | -8.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GLUX.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 1.48 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.71 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.79 | -0.35 |
Drawdowns
GLUX.DE vs. 2B7K.DE - Drawdown Comparison
The maximum GLUX.DE drawdown since its inception was -43.20%, which is greater than 2B7K.DE's maximum drawdown of -31.65%. Use the drawdown chart below to compare losses from any high point for GLUX.DE and 2B7K.DE.
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Drawdown Indicators
| GLUX.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.20% | -31.65% | -11.55% |
Max Drawdown (1Y)Largest decline over 1 year | -16.00% | -7.81% | -8.19% |
Max Drawdown (3Y)Largest decline over 3 years | -27.94% | -21.29% | -6.65% |
Max Drawdown (5Y)Largest decline over 5 years | -30.52% | -21.29% | -9.23% |
Max Drawdown (10Y)Largest decline over 10 years | -43.20% | — | — |
Current DrawdownCurrent decline from peak | -14.70% | 0.00% | -14.70% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -5.16% | -4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.51% | 2.15% | +4.36% |
Volatility
GLUX.DE vs. 2B7K.DE - Volatility Comparison
Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) has a higher volatility of 5.55% compared to iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) at 3.69%. This indicates that GLUX.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
| GLUX.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 3.69% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 15.60% | 9.21% | +6.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.60% | 12.48% | +7.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 14.60% | +6.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.94% | 16.18% | +4.76% |
GLUX.DE vs. 2B7K.DE - Expense Ratio Comparison
GLUX.DE has a 0.25% expense ratio, which is higher than 2B7K.DE's 0.20% 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%.
Dividends
GLUX.DE vs. 2B7K.DE - Dividend Comparison
Neither GLUX.DE nor 2B7K.DE has paid dividends to shareholders.
Frequently Asked Questions
GLUX.DE and 2B7K.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 2B7K.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
2B7K.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for GLUX.DE.
GLUX.DE is categorized as Consumer Staples Equities, while 2B7K.DE is Large Cap Blend Equities. GLUX.DE tracks S&P Global Luxury, while 2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for GLUX.DE and 0.20% for 2B7K.DE.
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