SPYL.DE vs. 2B7C.DE
SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) and 2B7C.DE (iShares S&P 500 Industrials Sector UCITS ETF) are both exchange-traded funds - SPYL.DE is a S&P 500 fund tracking the S&P 500 Index, while 2B7C.DE is a Industrials Equities fund tracking the S&P 500 Capped 35/20 Industrials. Both are passively managed. Over the past year, SPYL.DE returned 26.03% vs 32.11% for 2B7C.DE. A 0.70 correlation means they provide meaningful diversification when combined. SPYL.DE charges 0.03%/yr vs 0.15%/yr for 2B7C.DE.
Performance
SPYL.DE vs. 2B7C.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYL.DE achieves a 11.91% return, which is significantly lower than 2B7C.DE's 21.67% return.
SPYL.DE
- 1D
- 0.00%
- 1M
- 1.20%
- YTD
- 11.91%
- 6M
- 12.23%
- 1Y
- 26.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
2B7C.DE
- 1D
- 1.11%
- 1M
- 8.30%
- YTD
- 21.67%
- 6M
- 21.99%
- 1Y
- 32.11%
- 3Y*
- 20.81%
- 5Y*
- 14.90%
- 10Y*
- —
SPYL.DE vs. 2B7C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 11.91% | 4.71% | 32.33% | 8.23% |
2B7C.DE iShares S&P 500 Industrials Sector UCITS ETF | 21.67% | 6.93% | 23.74% | 11.39% |
Correlation
The correlation between SPYL.DE and 2B7C.DE is 0.65, 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 | 0.65 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023 | 0.70 |
The correlation between SPYL.DE and 2B7C.DE has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.
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Return for Risk
SPYL.DE vs. 2B7C.DE — Risk / Return Rank
SPYL.DE
2B7C.DE
SPYL.DE vs. 2B7C.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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.
| SPYL.DE | 2B7C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.67 | 3.59 | +0.07 |
| Martin ratioReturn relative to average drawdown | 12.91 | 11.75 | +1.15 |
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Drawdowns
SPYL.DE vs. 2B7C.DE - Drawdown Comparison
The maximum SPYL.DE drawdown since its inception was -23.27%, smaller than the maximum 2B7C.DE drawdown of -41.31%. Use the drawdown chart below to compare losses from any high point for SPYL.DE and 2B7C.DE.
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Drawdown Indicators
| SPYL.DE | 2B7C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.27% | -41.31% | +18.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -8.89% | +1.76% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.67% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.67% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -5.82% | +2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 2.73% | -0.71% |
Volatility
SPYL.DE vs. 2B7C.DE - Volatility Comparison
The current volatility for State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) is 3.21%, while iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE) has a volatility of 4.44%. This indicates that SPYL.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
| SPYL.DE | 2B7C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 4.44% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 11.42% | -3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 14.81% | -2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.02% | 16.83% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 20.23% | -5.21% |
SPYL.DE vs. 2B7C.DE - Expense Ratio Comparison
SPYL.DE has a 0.03% expense ratio, which is lower than 2B7C.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SPYL.DE vs. 2B7C.DE - Dividend Comparison
Neither SPYL.DE nor 2B7C.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYL.DE and 2B7C.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.15% for 2B7C.DE.
SPYL.DE is categorized as S&P 500, while 2B7C.DE is Industrials Equities. SPYL.DE tracks S&P 500 Index, while 2B7C.DE tracks S&P 500 Capped 35/20 Industrials. They also come from different issuers: State Street and iShares. Their fees differ too: 0.03% for SPYL.DE and 0.15% for 2B7C.DE.
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