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XD9D.DE vs. 2B7K.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XD9D.DE vs. 2B7K.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA UCITS ETF (XD9D.DE) 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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Returns By Period

The year-to-date returns for both stocks are quite close, with XD9D.DE having a 11.29% return and 2B7K.DE slightly lower at 10.83%.


XD9D.DE

1D
-0.10%
1M
4.52%
YTD
11.29%
6M
10.68%
1Y
25.18%
3Y*
19.01%
5Y*
14.44%
10Y*

2B7K.DE

1D
0.18%
1M
3.92%
YTD
10.83%
6M
11.24%
1Y
18.74%
3Y*
12.93%
5Y*
10.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XD9D.DE vs. 2B7K.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XD9D.DE
Xtrackers MSCI USA UCITS ETF
11.29%4.60%32.05%23.70%-15.63%33.05%
2B7K.DE
iShares MSCI World SRI UCITS ETF EUR (Acc)
10.83%2.85%17.54%20.90%-16.94%31.90%

Correlation

The correlation between XD9D.DE and 2B7K.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.89

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

0.92

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.92

The correlation between XD9D.DE and 2B7K.DE has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

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Return for Risk

XD9D.DE vs. 2B7K.DE — Risk / Return Rank

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

XD9D.DE
XD9D.DE Risk / Return Rank: 6666
Overall Rank
XD9D.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XD9D.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
XD9D.DE Omega Ratio Rank: 6767
Omega Ratio Rank
XD9D.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
XD9D.DE Martin Ratio Rank: 6666
Martin Ratio Rank

2B7K.DE
2B7K.DE Risk / Return Rank: 4646
Overall Rank
2B7K.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
2B7K.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
2B7K.DE Omega Ratio Rank: 4343
Omega Ratio Rank
2B7K.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
2B7K.DE Martin Ratio Rank: 5151
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.

XD9D.DE vs. 2B7K.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF (XD9D.DE) 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.


XD9D.DE2B7K.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.40

1.27

+0.13

Calmar ratioReturn relative to maximum drawdown

3.41

2.37

+1.04

Martin ratioReturn relative to average drawdown

11.88

8.64

+3.24

XD9D.DE vs. 2B7K.DE - Sharpe Ratio Comparison

The current XD9D.DE Sharpe Ratio is 2.14, which is higher than the 2B7K.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of XD9D.DE 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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Sharpe Ratios by Period


XD9D.DE2B7K.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

1.48

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.71

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.79

+0.20

Drawdowns

XD9D.DE vs. 2B7K.DE - Drawdown Comparison

The maximum XD9D.DE drawdown since its inception was -23.73%, smaller than the maximum 2B7K.DE drawdown of -31.65%. Use the drawdown chart below to compare losses from any high point for XD9D.DE and 2B7K.DE.


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Drawdown Indicators


XD9D.DE2B7K.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.73%

-31.65%

+7.92%

Max Drawdown (1Y)

Largest decline over 1 year

-7.36%

-7.81%

+0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-23.73%

-21.29%

-2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-23.73%

-21.29%

-2.44%

Current Drawdown

Current decline from peak

-0.39%

0.00%

-0.39%

Average Drawdown

Average peak-to-trough decline

-4.60%

-5.16%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.15%

-0.03%

Volatility

XD9D.DE vs. 2B7K.DE - Volatility Comparison

The current volatility for Xtrackers MSCI USA UCITS ETF (XD9D.DE) is 2.77%, while iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a volatility of 3.69%. This indicates that XD9D.DE experiences smaller price fluctuations and is considered to be less risky 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


XD9D.DE2B7K.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

3.69%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

7.69%

9.21%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

11.76%

12.48%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

14.60%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.36%

16.18%

-0.82%

XD9D.DE vs. 2B7K.DE - Expense Ratio Comparison

XD9D.DE has a 0.07% expense ratio, which is lower than 2B7K.DE's 0.20% 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

XD9D.DE vs. 2B7K.DE - Dividend Comparison

XD9D.DE's dividend yield for the trailing twelve months is around 0.83%, while 2B7K.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021
2B7K.DE
iShares MSCI World SRI UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
XD9D.DE
Xtrackers MSCI USA UCITS ETF
0.83%0.94%1.17%1.16%1.08%0.27%

Frequently Asked Questions


XD9D.DE and 2B7K.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XD9D.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XD9D.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for 2B7K.DE.

XD9D.DE tracks MSCI USA, while 2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.07% for XD9D.DE and 0.20% for 2B7K.DE.

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