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IYJ vs. 2B7C.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IYJ vs. 2B7C.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares U.S. Industrials ETF (IYJ) and iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE).

IYJ and 2B7C.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYJ is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Industrials Index. It was launched on Jul 14, 2000. 2B7C.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Industrials. It was launched on Mar 20, 2017. Both IYJ and 2B7C.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.

Performance

IYJ vs. 2B7C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Industrials ETF (IYJ) and iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE). The values are adjusted to include any dividend payments, if applicable.

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IYJ vs. 2B7C.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IYJ
iShares U.S. Industrials ETF		0.88%11.94%17.82%19.94%-13.53%17.02%17.37%32.27%-11.69%18.78%
2B7C.DE
iShares S&P 500 Industrials Sector UCITS ETF		5.42%20.70%16.64%17.49%-5.70%21.77%9.08%29.41%-14.35%16.27%
Different Trading Currencies

IYJ is traded in USD, while 2B7C.DE is traded in EUR. To make them comparable, the 2B7C.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IYJ achieves a 0.88% return, which is significantly lower than 2B7C.DE's 5.42% return.

IYJ

1D
1.13%
1M
-7.76%
YTD
0.88%
6M
2.65%
1Y
14.98%
3Y*
15.29%
5Y*
8.00%
10Y*
12.01%

2B7C.DE

1D
3.36%
1M
-6.94%
YTD
5.42%
6M
7.53%
1Y
26.97%
3Y*
19.34%
5Y*
12.24%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares U.S. Industrials ETF

iShares S&P 500 Industrials Sector UCITS ETF

Often compared with IYJ:
IYJ vs. XLIIYJ vs. VISIYJ vs. EXIIYJ vs. FXRIYJ vs. EFIVIYJ vs. IYKIYJ vs. FXAIX
Often compared with 2B7C.DE:
2B7C.DE vs. DFND2B7C.DE vs. SXR8.DE2B7C.DE vs. ITA2B7C.DE vs. XSXD.DE2B7C.DE vs. 4UBQ.DE2B7C.DE vs. IBCK.DE2B7C.DE vs. H4ZF.DE

IYJ vs. 2B7C.DE - Expense Ratio Comparison

IYJ has a 0.38% expense ratio, which is higher than 2B7C.DE's 0.15% expense ratio.

IYJ
iShares U.S. Industrials ETF
2B7C.DE
iShares S&P 500 Industrials Sector UCITS ETF

Return for Risk

IYJ vs. 2B7C.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYJ
IYJ Risk / Return Rank: 4141
Overall Rank
IYJ Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IYJ Sortino Ratio Rank: 4040
Sortino Ratio Rank
IYJ Omega Ratio Rank: 3838
Omega Ratio Rank
IYJ Calmar Ratio Rank: 4444
Calmar Ratio Rank
IYJ Martin Ratio Rank: 4545
Martin Ratio Rank
2B7C.DE
2B7C.DE Risk / Return Rank: 5656
Overall Rank
2B7C.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
2B7C.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
2B7C.DE Omega Ratio Rank: 4949
Omega Ratio Rank
2B7C.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
2B7C.DE Martin Ratio Rank: 6161
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.

IYJ vs. 2B7C.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Industrials ETF (IYJ) 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.

IYJ2B7C.DEDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.43

-0.67

Sortino ratio

Return per unit of downside risk

1.19

2.06

-0.87

Omega ratio

Gain probability vs. loss probability

1.16

1.29

-0.12

Calmar ratio

Return relative to maximum drawdown

1.21

2.46

-1.25

Martin ratio

Return relative to average drawdown

4.57

9.95

-5.38

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IYJ vs. 2B7C.DE - Sharpe Ratio Comparison

The current IYJ Sharpe Ratio is 0.76, which is lower than the 2B7C.DE Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of IYJ and 2B7C.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

IYJ2B7C.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.43

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.70

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.61

-0.25

Correlation

The correlation between IYJ and 2B7C.DE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IYJ vs. 2B7C.DE - Dividend Comparison

IYJ's dividend yield for the trailing twelve months is around 0.82%, while 2B7C.DE has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
IYJ
iShares U.S. Industrials ETF		0.82%0.83%0.88%1.05%1.05%0.76%1.01%1.32%1.43%1.29%1.38%1.53%
2B7C.DE
iShares S&P 500 Industrials Sector UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IYJ vs. 2B7C.DE - Drawdown Comparison

The maximum IYJ drawdown since its inception was -61.97%, which is greater than 2B7C.DE's maximum drawdown of -41.92%. Use the drawdown chart below to compare losses from any high point for IYJ and 2B7C.DE.

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Drawdown Indicators

IYJ2B7C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.97%

-41.33%

-20.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-13.86%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-26.24%

-22.66%

-3.58%

Max Drawdown (10Y)

Largest decline over 10 years

-40.20%

—

—

Current Drawdown

Current decline from peak

-7.76%

-6.18%

-1.58%

Average Drawdown

Average peak-to-trough decline

-11.27%

-5.08%

-6.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

2.75%

+0.66%

Volatility

IYJ vs. 2B7C.DE - Volatility Comparison

iShares U.S. Industrials ETF (IYJ) has a higher volatility of 6.10% compared to iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE) at 5.78%. This indicates that IYJ's price experiences larger fluctuations and is considered to be riskier than 2B7C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IYJ2B7C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

5.78%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

11.54%

10.03%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

19.71%

18.81%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.94%

17.20%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.81%

19.67%

+0.14%