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GLUX.DE vs. 2B7K.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLUX.DE vs. 2B7K.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) and iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE). The values are adjusted to include any dividend payments, if applicable.

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

GLUX.DE vs. 2B7K.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

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

GLUX.DE
GLUX.DE Risk / Return Rank: 1111
Overall Rank
GLUX.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GLUX.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
GLUX.DE Omega Ratio Rank: 1111
Omega Ratio Rank
GLUX.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
GLUX.DE Martin Ratio Rank: 1111
Martin Ratio Rank

2B7K.DE
2B7K.DE Risk / Return Rank: 4646
Overall Rank
2B7K.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
2B7K.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
2B7K.DE Omega Ratio Rank: 4343
Omega Ratio Rank
2B7K.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
2B7K.DE Martin Ratio Rank: 5151
Martin Ratio Rank
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.

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.DE2B7K.DEDifference
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

GLUX.DE vs. 2B7K.DE - Sharpe Ratio Comparison

The current GLUX.DE Sharpe Ratio is 0.13, which is lower than the 2B7K.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of GLUX.DE and 2B7K.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.


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Sharpe Ratios by Period


GLUX.DE2B7K.DEDifference

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.DE2B7K.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-14.70%

0.00%

-14.70%

Average Drawdown

Average peak-to-trough decline

-9.35%

-5.16%

-4.19%

Ulcer Index

Depth 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.DE2B7K.DEDifference

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.


Tickers have no history of dividend payments

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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