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MSI vs. 2B7K.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSI vs. 2B7K.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motorola Solutions, Inc. (MSI) and iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MSI is traded in USD, while 2B7K.DE is traded in EUR. To make them comparable, the 2B7K.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MSI achieves a 7.69% return, which is significantly lower than 2B7K.DE's 11.21% return.


MSI

1D
-0.13%
1M
4.69%
YTD
7.69%
6M
13.15%
1Y
1.72%
3Y*
14.81%
5Y*
15.74%
10Y*
21.62%

2B7K.DE

1D
1.33%
1M
4.59%
YTD
11.21%
6M
12.17%
1Y
22.66%
3Y*
15.08%
5Y*
9.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSI vs. 2B7K.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MSI
Motorola Solutions, Inc.
7.69%-16.17%49.12%23.04%-3.81%61.90%7.35%15.49%
2B7K.DE
iShares MSCI World SRI UCITS ETF EUR (Acc)
11.21%16.13%10.82%24.66%-21.49%25.95%20.24%18.23%

Correlation

The correlation between MSI and 2B7K.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.18

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

0.27

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2019

0.31

The correlation between MSI and 2B7K.DE shifts across timeframes, from 0.14 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MSI vs. 2B7K.DE — Risk / Return Rank

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

MSI
MSI Risk / Return Rank: 4242
Overall Rank
MSI Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MSI Sortino Ratio Rank: 3838
Sortino Ratio Rank
MSI Omega Ratio Rank: 3939
Omega Ratio Rank
MSI Calmar Ratio Rank: 4444
Calmar Ratio Rank
MSI Martin Ratio Rank: 4444
Martin Ratio Rank

2B7K.DE
2B7K.DE Risk / Return Rank: 5959
Overall Rank
2B7K.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
2B7K.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
2B7K.DE Omega Ratio Rank: 5555
Omega Ratio Rank
2B7K.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
2B7K.DE Martin Ratio Rank: 6464
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.

MSI vs. 2B7K.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motorola Solutions, Inc. (MSI) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MSI2B7K.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-2.23

Omega ratioGain probability vs. loss probability

1.04

1.29

-0.25

Calmar ratioReturn relative to maximum drawdown

0.07

2.36

-2.29

Martin ratioReturn relative to average drawdown

0.13

9.11

-8.98

MSI vs. 2B7K.DE - Sharpe Ratio Comparison

The current MSI Sharpe Ratio is 0.07, which is lower than the 2B7K.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of MSI and 2B7K.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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Drawdowns

MSI vs. 2B7K.DE - Drawdown Comparison

The maximum MSI drawdown since its inception was -93.60%, which is greater than 2B7K.DE's maximum drawdown of -32.12%. Use the drawdown chart below to compare losses from any high point for MSI and 2B7K.DE.


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Drawdown Indicators


MSI2B7K.DEDifference

Max Drawdown

Largest peak-to-trough decline

-93.60%

-32.12%

-61.48%

Max Drawdown (1Y)

Largest decline over 1 year

-25.45%

-9.56%

-15.89%

Max Drawdown (3Y)

Largest decline over 3 years

-27.01%

-18.46%

-8.55%

Max Drawdown (5Y)

Largest decline over 5 years

-27.23%

-29.24%

+2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-32.81%

Current Drawdown

Current decline from peak

-17.10%

0.00%

-17.10%

Average Drawdown

Average peak-to-trough decline

-40.70%

-5.93%

-34.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.26%

2.48%

+10.78%

Volatility

MSI vs. 2B7K.DE - Volatility Comparison

Motorola Solutions, Inc. (MSI) has a higher volatility of 7.29% compared to iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) at 4.21%. This indicates that MSI'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.


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Volatility by Period


MSI2B7K.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.29%

4.21%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

19.68%

10.61%

+9.07%

Volatility (1Y)

Calculated over the trailing 1-year period

23.77%

13.48%

+10.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.07%

16.18%

+6.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.16%

17.38%

+7.78%

Dividends

MSI vs. 2B7K.DE - Dividend Comparison

MSI's dividend yield for the trailing twelve months is around 0.85%, while 2B7K.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
2B7K.DE
iShares MSCI World SRI UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSI
Motorola Solutions, Inc.
0.85%1.17%0.87%1.16%1.26%1.07%1.55%1.46%1.85%2.14%2.05%2.09%

Frequently Asked Questions


MSI and 2B7K.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.

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