IESE.AS vs. 2B7K.DE
Compare and contrast key facts about iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS) and iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE).
IESE.AS and 2B7K.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IESE.AS is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Feb 25, 2011. 2B7K.DE is a passively managed fund by iShares that tracks the performance of the MSCI World SRI Select Reduced Fossil Fuels. It was launched on Dec 7, 2018. Both IESE.AS and 2B7K.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IESE.AS or 2B7K.DE.
Key characteristics
| IESE.AS | 2B7K.DE | |
|---|---|---|
| YTD Return | 6.05% | 17.55% |
| 1Y Return | 13.50% | 26.77% |
| 3Y Return (Ann) | 1.95% | 6.76% |
| 5Y Return (Ann) | 7.10% | 12.63% |
| Sharpe Ratio | 1.12 | 2.26 |
| Sortino Ratio | 1.57 | 2.99 |
| Omega Ratio | 1.20 | 1.46 |
| Calmar Ratio | 1.50 | 2.99 |
| Martin Ratio | 5.39 | 12.31 |
| Ulcer Index | 2.22% | 2.02% |
| Daily Std Dev | 10.81% | 11.01% |
| Max Drawdown | -33.34% | -31.65% |
| Current Drawdown | -5.72% | 0.00% |
Correlation
The correlation between IESE.AS and 2B7K.DE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IESE.AS vs. 2B7K.DE - Performance Comparison
In the year-to-date period, IESE.AS achieves a 6.05% return, which is significantly lower than 2B7K.DE's 17.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IESE.AS vs. 2B7K.DE - Expense Ratio Comparison
Both IESE.AS and 2B7K.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
IESE.AS vs. 2B7K.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS) 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.
Dividends
IESE.AS vs. 2B7K.DE - Dividend Comparison
Neither IESE.AS nor 2B7K.DE has paid dividends to shareholders.
Drawdowns
IESE.AS vs. 2B7K.DE - Drawdown Comparison
The maximum IESE.AS drawdown since its inception was -33.34%, 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 IESE.AS and 2B7K.DE. For additional features, visit the drawdowns tool.
Volatility
IESE.AS vs. 2B7K.DE - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS) has a higher volatility of 4.48% compared to iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) at 3.18%. This indicates that IESE.AS'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.