XZEW.DE vs. 2B7C.DE
XZEW.DE (Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C) and 2B7C.DE (iShares S&P 500 Industrials Sector UCITS ETF) are both exchange-traded funds - XZEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight ESG, while 2B7C.DE is a Industrials Equities fund tracking the S&P 500 Capped 35/20 Industrials. Both are passively managed. Over the past 3 years, XZEW.DE returned 13.83%/yr vs 20.81%/yr for 2B7C.DE. Their correlation of 0.81 suggests significant overlap in exposure. XZEW.DE charges 0.17%/yr vs 0.15%/yr for 2B7C.DE.
Performance
XZEW.DE vs. 2B7C.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEW.DE achieves a 14.02% return, which is significantly lower than 2B7C.DE's 21.67% return.
XZEW.DE
- 1D
- 0.00%
- 1M
- 4.42%
- YTD
- 14.02%
- 6M
- 14.63%
- 1Y
- 26.03%
- 3Y*
- 13.83%
- 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*
- —
XZEW.DE vs. 2B7C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZEW.DE Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C | 14.02% | 1.09% | 18.02% | 10.63% | -8.31% |
2B7C.DE iShares S&P 500 Industrials Sector UCITS ETF | 21.67% | 6.93% | 23.74% | 13.77% | -3.86% |
Correlation
The correlation between XZEW.DE and 2B7C.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2022 | 0.81 |
The correlation between XZEW.DE and 2B7C.DE shifts across timeframes, from 0.67 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XZEW.DE vs. 2B7C.DE — Risk / Return Rank
XZEW.DE
2B7C.DE
XZEW.DE vs. 2B7C.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.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.
| XZEW.DE | 2B7C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 3.59 | -1.94 |
| Martin ratioReturn relative to average drawdown | 3.19 | 11.75 | -8.56 |
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Drawdowns
XZEW.DE vs. 2B7C.DE - Drawdown Comparison
The maximum XZEW.DE drawdown since its inception was -23.98%, smaller than the maximum 2B7C.DE drawdown of -41.31%. Use the drawdown chart below to compare losses from any high point for XZEW.DE and 2B7C.DE.
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Drawdown Indicators
| XZEW.DE | 2B7C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.98% | -41.31% | +17.33% |
Max Drawdown (1Y)Largest decline over 1 year | -15.71% | -8.89% | -6.82% |
Max Drawdown (3Y)Largest decline over 3 years | -23.98% | -22.67% | -1.31% |
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 | -6.28% | -5.82% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.16% | 2.73% | +5.43% |
Volatility
XZEW.DE vs. 2B7C.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.DE) is 2.21%, while iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE) has a volatility of 4.44%. This indicates that XZEW.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
| XZEW.DE | 2B7C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.21% | 4.44% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.24% | 11.42% | -4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.30% | 14.81% | +9.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.19% | 16.83% | +1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 20.23% | -2.04% |
XZEW.DE vs. 2B7C.DE - Expense Ratio Comparison
XZEW.DE has a 0.17% expense ratio, which is higher than 2B7C.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%.
Dividends
XZEW.DE vs. 2B7C.DE - Dividend Comparison
Neither XZEW.DE nor 2B7C.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEW.DE and 2B7C.DE have a correlation of 0.67, 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 0.17% for XZEW.DE.
XZEW.DE is categorized as S&P 500, while 2B7C.DE is Industrials Equities. XZEW.DE tracks S&P 500 Equal Weight ESG, while 2B7C.DE tracks S&P 500 Capped 35/20 Industrials. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.17% for XZEW.DE and 0.15% for 2B7C.DE.
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