IS20.DE vs. 2B7C.DE
IS20.DE (iShares S&P 500 Top 20 UCITS ETF USD Acc) and 2B7C.DE (iShares S&P 500 Industrials Sector UCITS ETF) are both exchange-traded funds - IS20.DE is a S&P 500 fund tracking the S&P 500 Top 20 Index, while 2B7C.DE is a Industrials Equities fund tracking the S&P 500 Capped 35/20 Industrials. Both are passively managed. Over the past year, IS20.DE returned 29.64% vs 21.18% for 2B7C.DE. A 0.55 correlation means they provide meaningful diversification when combined. IS20.DE charges 0.10%/yr vs 0.15%/yr for 2B7C.DE.
Performance
IS20.DE vs. 2B7C.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS20.DE achieves a 9.38% return, which is significantly lower than 2B7C.DE's 13.30% return.
IS20.DE
- 1D
- -0.38%
- 1M
- 3.94%
- YTD
- 9.38%
- 6M
- 8.09%
- 1Y
- 29.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
2B7C.DE
- 1D
- -0.23%
- 1M
- 0.50%
- YTD
- 13.30%
- 6M
- 14.11%
- 1Y
- 21.18%
- 3Y*
- 18.60%
- 5Y*
- 13.22%
- 10Y*
- —
IS20.DE vs. 2B7C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IS20.DE iShares S&P 500 Top 20 UCITS ETF USD Acc | 9.38% | 6.77% | 6.20% |
2B7C.DE iShares S&P 500 Industrials Sector UCITS ETF | 13.30% | 6.91% | -3.94% |
Correlation
The correlation between IS20.DE and 2B7C.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2024 | 0.55 |
The correlation between IS20.DE and 2B7C.DE has been stable across timeframes, ranging from 0.46 to 0.55 - a consistent structural relationship.
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Return for Risk
IS20.DE vs. 2B7C.DE — Risk / Return Rank
IS20.DE
2B7C.DE
IS20.DE vs. 2B7C.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.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.
| IS20.DE | 2B7C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.26 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 2.34 | +0.01 |
| Martin ratioReturn relative to average drawdown | 7.30 | 7.59 | -0.29 |
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
| IS20.DE | 2B7C.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 1.44 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.60 | +0.16 |
Drawdowns
IS20.DE vs. 2B7C.DE - Drawdown Comparison
The maximum IS20.DE drawdown since its inception was -26.30%, smaller than the maximum 2B7C.DE drawdown of -41.33%. Use the drawdown chart below to compare losses from any high point for IS20.DE and 2B7C.DE.
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Drawdown Indicators
| IS20.DE | 2B7C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -41.33% | +15.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -8.89% | -3.84% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.66% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.66% | — |
Current DrawdownCurrent decline from peak | -1.60% | -0.47% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -5.04% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 2.75% | +1.36% |
Volatility
IS20.DE vs. 2B7C.DE - Volatility Comparison
iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) and iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE) have volatilities of 3.65% 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.
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Volatility by Period
| IS20.DE | 2B7C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 3.74% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 10.98% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.81% | 14.45% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.57% | 16.73% | +2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.57% | 19.35% | +0.22% |
IS20.DE vs. 2B7C.DE - Expense Ratio Comparison
IS20.DE has a 0.10% expense ratio, which is lower than 2B7C.DE's 0.15% 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
IS20.DE vs. 2B7C.DE - Dividend Comparison
Neither IS20.DE nor 2B7C.DE has paid dividends to shareholders.
Frequently Asked Questions
IS20.DE and 2B7C.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS20.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS20.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for 2B7C.DE.
IS20.DE is categorized as S&P 500, while 2B7C.DE is Industrials Equities. IS20.DE tracks S&P 500 Top 20 Index, while 2B7C.DE tracks S&P 500 Capped 35/20 Industrials. Their fees differ too: 0.10% for IS20.DE and 0.15% for 2B7C.DE.
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