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

Performance

SPQB.DE vs. 2B7C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X S&P 500 Quarterly Buffer UCITS ETF (SPQB.DE) 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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Returns By Period

In the year-to-date period, SPQB.DE achieves a 7.95% return, which is significantly lower than 2B7C.DE's 20.34% return.


SPQB.DE

1D
0.00%
1M
2.95%
YTD
7.95%
6M
8.34%
1Y
15.54%
3Y*
10.70%
5Y*
10Y*

2B7C.DE

1D
-1.09%
1M
6.95%
YTD
20.34%
6M
20.66%
1Y
30.16%
3Y*
19.96%
5Y*
14.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPQB.DE vs. 2B7C.DE - Yearly Performance Comparison


2026 (YTD)202520242023
SPQB.DE
Global X S&P 500 Quarterly Buffer UCITS ETF
7.95%-0.77%20.64%4.26%
2B7C.DE
iShares S&P 500 Industrials Sector UCITS ETF
20.34%6.93%23.74%9.10%

Correlation

The correlation between SPQB.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 (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2023

0.55

The correlation between SPQB.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

SPQB.DE vs. 2B7C.DE — Risk / Return Rank

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

SPQB.DE
SPQB.DE Risk / Return Rank: 8181
Overall Rank
SPQB.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SPQB.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
SPQB.DE Omega Ratio Rank: 7878
Omega Ratio Rank
SPQB.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
SPQB.DE Martin Ratio Rank: 8484
Martin Ratio Rank

2B7C.DE
2B7C.DE Risk / Return Rank: 7272
Overall Rank
2B7C.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
2B7C.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
2B7C.DE Omega Ratio Rank: 6969
Omega Ratio Rank
2B7C.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
2B7C.DE Martin Ratio Rank: 7070
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Quarterly Buffer UCITS ETF (SPQB.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.

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.


SPQB.DE2B7C.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.40

1.35

+0.04

Calmar ratioReturn relative to maximum drawdown

5.04

3.38

+1.66

Martin ratioReturn relative to average drawdown

14.54

11.04

+3.50

SPQB.DE vs. 2B7C.DE - Sharpe Ratio Comparison

The current SPQB.DE Sharpe Ratio is 2.11, which is comparable to the 2B7C.DE Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of SPQB.DE and 2B7C.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

SPQB.DE vs. 2B7C.DE - Drawdown Comparison

The maximum SPQB.DE drawdown since its inception was -16.15%, smaller than the maximum 2B7C.DE drawdown of -41.31%. Use the drawdown chart below to compare losses from any high point for SPQB.DE and 2B7C.DE.


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Drawdown Indicators


SPQB.DE2B7C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.15%

-41.31%

+25.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-8.89%

+5.79%

Max Drawdown (3Y)

Largest decline over 3 years

-16.15%

-22.67%

+6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-22.67%

Current Drawdown

Current decline from peak

-0.22%

-1.09%

+0.87%

Average Drawdown

Average peak-to-trough decline

-2.85%

-5.82%

+2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

2.73%

-1.66%

Volatility

SPQB.DE vs. 2B7C.DE - Volatility Comparison

The current volatility for Global X S&P 500 Quarterly Buffer UCITS ETF (SPQB.DE) is 1.45%, while iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE) has a volatility of 4.64%. This indicates that SPQB.DE experiences smaller price fluctuations and is considered to be less risky 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


SPQB.DE2B7C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

4.64%

-3.19%

Volatility (6M)

Calculated over the trailing 6-month period

4.34%

11.46%

-7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

7.44%

14.84%

-7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.88%

16.83%

-6.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.88%

20.23%

-10.35%

SPQB.DE vs. 2B7C.DE - Expense Ratio Comparison

SPQB.DE has a 0.50% expense ratio, which is higher than 2B7C.DE's 0.15% expense ratio.


Dividends

SPQB.DE vs. 2B7C.DE - Dividend Comparison

Neither SPQB.DE nor 2B7C.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPQB.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, 2B7C.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

2B7C.DE is cheaper with a 0.15% expense ratio, compared with 0.50% for SPQB.DE.

SPQB.DE is categorized as S&P 500, while 2B7C.DE is Industrials Equities. SPQB.DE tracks Cboe S&P 500 15% WHT Quarterly 5% Buffer Protect, while 2B7C.DE tracks S&P 500 Capped 35/20 Industrials. They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for SPQB.DE and 0.15% for 2B7C.DE.

Portfolio Optimizer

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