SPQB.DE vs. 2B7D.DE
SPQB.DE (Global X S&P 500 Quarterly Buffer UCITS ETF) and 2B7D.DE (iShares S&P 500 Consumer Staples Sector UCITS ETF) are both exchange-traded funds - SPQB.DE is a S&P 500 fund tracking the Cboe S&P 500 15% WHT Quarterly 5% Buffer Protect, while 2B7D.DE is a Consumer Staples Equities fund tracking the S&P 500 Capped 35/20 Consumer Staples. Both are passively managed. Over the past 3 years, SPQB.DE returned 9.37%/yr vs 5.47%/yr for 2B7D.DE. At a 0.38 correlation, their price movements are largely independent. SPQB.DE charges 0.50%/yr vs 0.15%/yr for 2B7D.DE.
Performance
SPQB.DE vs. 2B7D.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPQB.DE achieves a 5.30% return, which is significantly lower than 2B7D.DE's 7.60% return.
SPQB.DE
- 1D
- -0.13%
- 1M
- 1.48%
- YTD
- 5.30%
- 6M
- 5.62%
- 1Y
- 10.99%
- 3Y*
- 9.37%
- 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*
- —
SPQB.DE vs. 2B7D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPQB.DE Global X S&P 500 Quarterly Buffer UCITS ETF | 5.30% | -0.77% | 20.64% | 10.42% |
2B7D.DE iShares S&P 500 Consumer Staples Sector UCITS ETF | 7.60% | -8.12% | 21.83% | -2.39% |
Correlation
The correlation between SPQB.DE and 2B7D.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.38 |
Over the past year, the correlation between SPQB.DE and 2B7D.DE has dropped to 0.16 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
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
SPQB.DE vs. 2B7D.DE — Risk / Return Rank
SPQB.DE
2B7D.DE
SPQB.DE vs. 2B7D.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 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.
| SPQB.DE | 2B7D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.04 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 0.03 | +3.51 |
| Martin ratioReturn relative to average drawdown | 9.14 | 0.05 | +9.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SPQB.DE | 2B7D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 0.02 | +1.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.35 | +0.76 |
Drawdowns
SPQB.DE vs. 2B7D.DE - Drawdown Comparison
The maximum SPQB.DE drawdown since its inception was -16.15%, smaller than the maximum 2B7D.DE drawdown of -26.89%. Use the drawdown chart below to compare losses from any high point for SPQB.DE and 2B7D.DE.
Loading charts...
Drawdown Indicators
| SPQB.DE | 2B7D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -26.89% | +10.74% |
Max Drawdown (1Y)Largest decline over 1 year | -3.10% | -16.85% | +13.75% |
Max Drawdown (3Y)Largest decline over 3 years | -16.15% | -16.85% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.85% | — |
Current DrawdownCurrent decline from peak | -0.13% | -9.21% | +9.08% |
Average DrawdownAverage peak-to-trough decline | -2.58% | -8.47% | +5.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 8.88% | -7.68% |
Volatility
SPQB.DE vs. 2B7D.DE - Volatility Comparison
The current volatility for Global X S&P 500 Quarterly Buffer UCITS ETF (SPQB.DE) is 1.19%, while iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.DE) has a volatility of 6.09%. This indicates that SPQB.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.
Loading charts...
Volatility by Period
| SPQB.DE | 2B7D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 6.09% | -4.90% |
Volatility (6M)Calculated over the trailing 6-month period | 4.25% | 11.56% | -7.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.42% | 25.70% | -18.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.54% | 16.48% | -6.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.54% | 16.93% | -7.39% |
SPQB.DE vs. 2B7D.DE - Expense Ratio Comparison
SPQB.DE has a 0.50% expense ratio, which is higher than 2B7D.DE's 0.15% expense ratio.
Dividends
SPQB.DE vs. 2B7D.DE - Dividend Comparison
Neither SPQB.DE nor 2B7D.DE has paid dividends to shareholders.
Frequently Asked Questions
SPQB.DE and 2B7D.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 2B7D.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
2B7D.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 2B7D.DE is Consumer Staples Equities. SPQB.DE tracks Cboe S&P 500 15% WHT Quarterly 5% Buffer Protect, while 2B7D.DE tracks S&P 500 Capped 35/20 Consumer Staples. They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for SPQB.DE and 0.15% for 2B7D.DE.
Find the right allocation for SPQB.DE and 2B7D.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