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IS20.DE vs. 2B7D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS20.DE vs. 2B7D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) and iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.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, IS20.DE achieves a 9.38% return, which is significantly higher than 2B7D.DE's 7.60% return.


IS20.DE

1D
-0.38%
1M
4.82%
YTD
9.38%
6M
8.62%
1Y
30.08%
3Y*
5Y*
10Y*

2B7D.DE

1D
0.07%
1M
-1.94%
YTD
7.60%
6M
7.27%
1Y
0.48%
3Y*
5.47%
5Y*
7.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS20.DE vs. 2B7D.DE - Yearly Performance Comparison


2026 (YTD)20252024
IS20.DE
iShares S&P 500 Top 20 UCITS ETF USD Acc
9.38%6.77%6.20%
2B7D.DE
iShares S&P 500 Consumer Staples Sector UCITS ETF
7.60%-8.12%0.90%

Correlation

The correlation between IS20.DE and 2B7D.DE is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2024

0.01

The correlation between IS20.DE and 2B7D.DE shifts across timeframes, from -0.14 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IS20.DE vs. 2B7D.DE — Risk / Return Rank

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

IS20.DE
IS20.DE Risk / Return Rank: 5555
Overall Rank
IS20.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IS20.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
IS20.DE Omega Ratio Rank: 5959
Omega Ratio Rank
IS20.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
IS20.DE Martin Ratio Rank: 4545
Martin Ratio Rank

2B7D.DE
2B7D.DE Risk / Return Rank: 1010
Overall Rank
2B7D.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
2B7D.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
2B7D.DE Omega Ratio Rank: 1111
Omega Ratio Rank
2B7D.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
2B7D.DE Martin Ratio Rank: 99
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.

IS20.DE vs. 2B7D.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 Consumer Staples Sector UCITS ETF (2B7D.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.DE2B7D.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.00

Sortino ratioReturn per unit of downside risk

+2.55

Omega ratioGain probability vs. loss probability

1.35

1.04

+0.32

Calmar ratioReturn relative to maximum drawdown

2.35

0.03

+2.32

Martin ratioReturn relative to average drawdown

7.30

0.05

+7.25

IS20.DE vs. 2B7D.DE - Sharpe Ratio Comparison

The current IS20.DE Sharpe Ratio is 2.02, which is higher than the 2B7D.DE Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of IS20.DE and 2B7D.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


IS20.DE2B7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

0.02

+2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.35

+0.42

Drawdowns

IS20.DE vs. 2B7D.DE - Drawdown Comparison

The maximum IS20.DE drawdown since its inception was -26.30%, roughly equal to the maximum 2B7D.DE drawdown of -26.89%. Use the drawdown chart below to compare losses from any high point for IS20.DE and 2B7D.DE.


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Drawdown Indicators


IS20.DE2B7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.30%

-26.89%

+0.59%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

-16.85%

+4.12%

Max Drawdown (3Y)

Largest decline over 3 years

-16.85%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

Current Drawdown

Current decline from peak

-1.60%

-9.21%

+7.61%

Average Drawdown

Average peak-to-trough decline

-6.16%

-8.47%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

8.88%

-4.77%

Volatility

IS20.DE vs. 2B7D.DE - Volatility Comparison

The current volatility for iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) is 3.65%, while iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.DE) has a volatility of 6.09%. This indicates that IS20.DE experiences smaller price fluctuations and is considered to be less risky than 2B7D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS20.DE2B7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

6.09%

-2.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

11.56%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

14.81%

25.70%

-10.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.57%

16.48%

+3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.57%

16.93%

+2.64%

IS20.DE vs. 2B7D.DE - Expense Ratio Comparison

IS20.DE has a 0.10% expense ratio, which is lower than 2B7D.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. 2B7D.DE - Dividend Comparison

Neither IS20.DE nor 2B7D.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS20.DE and 2B7D.DE have a correlation of -0.14, 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 2B7D.DE.

IS20.DE is categorized as S&P 500, while 2B7D.DE is Consumer Staples Equities. IS20.DE tracks S&P 500 Top 20 Index, while 2B7D.DE tracks S&P 500 Capped 35/20 Consumer Staples. Their fees differ too: 0.10% for IS20.DE and 0.15% for 2B7D.DE.

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