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XDWU.DE vs. 2B7A.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDWU.DE vs. 2B7A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) and iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.DE). The values are adjusted to include any dividend payments, if applicable.

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XDWU.DE vs. 2B7A.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C
11.16%11.38%19.82%-3.19%2.23%19.80%-4.88%25.27%6.79%-5.23%
2B7A.DE
iShares S&P 500 Utilities Sector UCITS ETF USD Acc
10.77%2.79%29.83%-11.29%8.44%28.42%-10.08%27.08%8.53%-7.26%

Returns By Period

The year-to-date returns for both stocks are quite close, with XDWU.DE having a 11.16% return and 2B7A.DE slightly lower at 10.77%.


XDWU.DE

1D
0.88%
1M
-1.52%
YTD
11.16%
6M
12.96%
1Y
18.86%
3Y*
13.57%
5Y*
10.76%
10Y*
9.08%

2B7A.DE

1D
1.43%
1M
0.67%
YTD
10.77%
6M
8.25%
1Y
12.04%
3Y*
11.86%
5Y*
10.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDWU.DE vs. 2B7A.DE - Expense Ratio Comparison

XDWU.DE has a 0.25% expense ratio, which is higher than 2B7A.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XDWU.DE vs. 2B7A.DE — Risk / Return Rank

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

XDWU.DE
XDWU.DE Risk / Return Rank: 6868
Overall Rank
XDWU.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
XDWU.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
XDWU.DE Omega Ratio Rank: 6666
Omega Ratio Rank
XDWU.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
XDWU.DE Martin Ratio Rank: 6666
Martin Ratio Rank

2B7A.DE
2B7A.DE Risk / Return Rank: 3636
Overall Rank
2B7A.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
2B7A.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
2B7A.DE Omega Ratio Rank: 3131
Omega Ratio Rank
2B7A.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
2B7A.DE Martin Ratio Rank: 3131
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.

XDWU.DE vs. 2B7A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) and iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.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.


XDWU.DE2B7A.DEDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.71

+0.62

Sortino ratio

Return per unit of downside risk

1.78

1.05

+0.73

Omega ratio

Gain probability vs. loss probability

1.25

1.14

+0.12

Calmar ratio

Return relative to maximum drawdown

1.93

1.55

+0.38

Martin ratio

Return relative to average drawdown

7.11

3.32

+3.79

XDWU.DE vs. 2B7A.DE - Sharpe Ratio Comparison

The current XDWU.DE Sharpe Ratio is 1.33, which is higher than the 2B7A.DE Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of XDWU.DE and 2B7A.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDWU.DE2B7A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

0.71

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.64

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.49

+0.10

Correlation

The correlation between XDWU.DE and 2B7A.DE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XDWU.DE vs. 2B7A.DE - Dividend Comparison

Neither XDWU.DE nor 2B7A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XDWU.DE vs. 2B7A.DE - Drawdown Comparison

The maximum XDWU.DE drawdown since its inception was -33.61%, smaller than the maximum 2B7A.DE drawdown of -35.70%. Use the drawdown chart below to compare losses from any high point for XDWU.DE and 2B7A.DE.


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Drawdown Indicators


XDWU.DE2B7A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.61%

-35.70%

+2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-10.12%

-10.00%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-29.81%

+6.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.61%

Current Drawdown

Current decline from peak

-2.40%

-1.90%

-0.50%

Average Drawdown

Average peak-to-trough decline

-7.04%

-10.13%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

4.30%

-1.65%

Volatility

XDWU.DE vs. 2B7A.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) is 5.19%, while iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.DE) has a volatility of 5.67%. This indicates that XDWU.DE experiences smaller price fluctuations and is considered to be less risky than 2B7A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWU.DE2B7A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

5.67%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

8.79%

10.56%

-1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

14.15%

16.93%

-2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

16.84%

-2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.11%

19.68%

-4.57%