PortfoliosLab logoPortfoliosLab logo
L0CK.DE vs. 2B76.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

L0CK.DE vs. 2B76.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) and iShares Automation & Robotics UCITS ETF (2B76.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, L0CK.DE achieves a 19.85% return, which is significantly lower than 2B76.DE's 29.76% return.


L0CK.DE

1D
-2.66%
1M
10.58%
YTD
19.85%
6M
21.05%
1Y
22.61%
3Y*
18.48%
5Y*
10.97%
10Y*

2B76.DE

1D
-0.54%
1M
8.53%
YTD
29.76%
6M
27.19%
1Y
43.85%
3Y*
18.67%
5Y*
11.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

L0CK.DE vs. 2B76.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
L0CK.DE
iShares Digital Security UCITS ETF USD (Acc)
19.85%-0.03%22.76%29.81%-25.34%27.06%14.71%33.01%-11.70%
2B76.DE
iShares Automation & Robotics UCITS ETF
29.76%4.57%12.11%34.96%-31.03%32.27%26.14%41.97%-15.99%

Correlation

The correlation between L0CK.DE and 2B76.DE is 0.71, 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

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2018

0.87

The correlation between L0CK.DE and 2B76.DE shifts across timeframes, from 0.71 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

L0CK.DE vs. 2B76.DE — Risk / Return Rank

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

L0CK.DE
L0CK.DE Risk / Return Rank: 3232
Overall Rank
L0CK.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
L0CK.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
L0CK.DE Omega Ratio Rank: 3131
Omega Ratio Rank
L0CK.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
L0CK.DE Martin Ratio Rank: 3131
Martin Ratio Rank

2B76.DE
2B76.DE Risk / Return Rank: 4141
Overall Rank
2B76.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
2B76.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
2B76.DE Omega Ratio Rank: 5353
Omega Ratio Rank
2B76.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
2B76.DE Martin Ratio Rank: 2929
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.

L0CK.DE vs. 2B76.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) and iShares Automation & Robotics UCITS ETF (2B76.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.


L0CK.DE2B76.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.20

1.32

-0.12

Calmar ratioReturn relative to maximum drawdown

1.81

1.95

-0.14

Martin ratioReturn relative to average drawdown

4.44

3.97

+0.47

L0CK.DE vs. 2B76.DE - Sharpe Ratio Comparison

The current L0CK.DE Sharpe Ratio is 1.09, which is comparable to the 2B76.DE Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of L0CK.DE and 2B76.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.


Loading charts...

Sharpe Ratios by Period


L0CK.DE2B76.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.41

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.48

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.70

-0.10

Drawdowns

L0CK.DE vs. 2B76.DE - Drawdown Comparison

The maximum L0CK.DE drawdown since its inception was -32.50%, smaller than the maximum 2B76.DE drawdown of -35.52%. Use the drawdown chart below to compare losses from any high point for L0CK.DE and 2B76.DE.


Loading charts...

Drawdown Indicators


L0CK.DE2B76.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.50%

-35.52%

+3.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.47%

-22.42%

+9.95%

Max Drawdown (3Y)

Largest decline over 3 years

-27.07%

-29.46%

+2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-28.54%

-35.52%

+6.98%

Current Drawdown

Current decline from peak

-3.17%

-0.54%

-2.63%

Average Drawdown

Average peak-to-trough decline

-9.03%

-9.64%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.08%

11.01%

-5.93%

Volatility

L0CK.DE vs. 2B76.DE - Volatility Comparison

iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) has a higher volatility of 8.18% compared to iShares Automation & Robotics UCITS ETF (2B76.DE) at 7.32%. This indicates that L0CK.DE's price experiences larger fluctuations and is considered to be riskier than 2B76.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


L0CK.DE2B76.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

7.32%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

16.31%

17.05%

-0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

20.67%

30.98%

-10.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.90%

23.95%

-4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.21%

22.52%

-2.31%

L0CK.DE vs. 2B76.DE - Expense Ratio Comparison

Both L0CK.DE and 2B76.DE have an expense ratio of 0.40%.


Dividends

L0CK.DE vs. 2B76.DE - Dividend Comparison

Neither L0CK.DE nor 2B76.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


L0CK.DE and 2B76.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

L0CK.DE and 2B76.DE have the same expense ratio: 0.40% per year.

L0CK.DE is categorized as Technology Equities, while 2B76.DE is Robotics. L0CK.DE tracks STOXX® Global Digital Security, while 2B76.DE tracks iSTOXX® FactSet Automation & Robotics.

Portfolio Optimizer

Find the right allocation for L0CK.DE and 2B76.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer