PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares MSCI Europe SRI UCITS ETF EUR Dist (36B3.D...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BGDPWW94

WKN

A2N9LL

Issuer

iShares

Inception Date

Dec 6, 2018

Leveraged

1x

Index Tracked

MSCI Europe SRI Select Reduced Fossil Fuels

Domicile

Ireland

Distribution Policy

Distributing

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

36B3.DE has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for 36B3.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
36B3.DE vs. ISX5.L 36B3.DE vs. VUSA.AS 36B3.DE vs. SXR8.DE
Popular comparisons:
36B3.DE vs. ISX5.L 36B3.DE vs. VUSA.AS 36B3.DE vs. SXR8.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in iShares MSCI Europe SRI UCITS ETF EUR Dist, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


60.00%80.00%100.00%120.00%140.00%OctoberNovemberDecember2025FebruaryMarch
67.68%
117.42%
36B3.DE (iShares MSCI Europe SRI UCITS ETF EUR Dist)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Europe SRI UCITS ETF EUR Dist had a return of 2.81% year-to-date (YTD) and 0.84% in the last 12 months.


36B3.DE

YTD

2.81%

1M

-2.97%

6M

-1.38%

1Y

0.84%

5Y*

12.18%

10Y*

N/A

^GSPC (Benchmark)

YTD

-1.94%

1M

-4.08%

6M

0.86%

1Y

10.19%

5Y*

18.51%

10Y*

10.87%

*Annualized

Monthly Returns

The table below presents the monthly returns of 36B3.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.27%-0.17%2.81%
20242.54%2.36%2.63%-2.02%4.16%-0.25%0.34%2.08%-0.89%-5.06%1.74%-2.09%5.27%
20236.87%1.31%1.51%2.56%-3.08%1.74%1.66%-2.61%-2.54%-2.58%7.68%3.66%16.62%
2022-6.09%-4.14%1.72%-1.33%-3.43%-6.02%8.81%-6.04%-7.27%5.11%7.13%-3.11%-15.19%
2021-1.70%2.38%5.58%2.41%2.05%2.97%3.32%3.39%-4.38%4.88%-2.53%6.10%26.68%
2020-0.92%-7.44%-12.10%7.14%3.61%3.31%-0.61%3.21%-0.45%-5.44%12.41%3.53%3.90%
20190.12%2.25%3.79%-1.59%2.15%0.00%-0.96%4.55%2.87%2.49%2.06%19.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 36B3.DE is 17, meaning it’s performing worse than 83% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of 36B3.DE is 1717
Overall Rank
The Sharpe Ratio Rank of 36B3.DE is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of 36B3.DE is 1515
Sortino Ratio Rank
The Omega Ratio Rank of 36B3.DE is 1515
Omega Ratio Rank
The Calmar Ratio Rank of 36B3.DE is 2020
Calmar Ratio Rank
The Martin Ratio Rank of 36B3.DE is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF EUR Dist (36B3.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for 36B3.DE, currently valued at 0.07, compared to the broader market0.002.004.000.070.75
The chart of Sortino ratio for 36B3.DE, currently valued at 0.17, compared to the broader market-2.000.002.004.006.008.0010.0012.000.171.08
The chart of Omega ratio for 36B3.DE, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.14
The chart of Calmar ratio for 36B3.DE, currently valued at 0.10, compared to the broader market0.005.0010.0015.000.101.03
The chart of Martin ratio for 36B3.DE, currently valued at 0.24, compared to the broader market0.0020.0040.0060.0080.00100.000.243.63
36B3.DE
^GSPC

The current iShares MSCI Europe SRI UCITS ETF EUR Dist Sharpe ratio is 0.07. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI Europe SRI UCITS ETF EUR Dist with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00OctoberNovemberDecember2025FebruaryMarch
0.07
0.79
36B3.DE (iShares MSCI Europe SRI UCITS ETF EUR Dist)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Europe SRI UCITS ETF EUR Dist provided a 2.31% dividend yield over the last twelve months, with an annual payout of €0.17 per share. The fund has been increasing its distributions for 4 consecutive years.


1.60%1.80%2.00%2.20%2.40%2.60%€0.00€0.05€0.10€0.15201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend€0.17€0.18€0.17€0.16€0.14€0.10€0.15

Dividend yield

2.31%2.45%2.46%2.63%1.80%1.65%2.58%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Europe SRI UCITS ETF EUR Dist. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025€0.00€0.00€0.00€0.00
2024€0.00€0.00€0.01€0.00€0.00€0.13€0.00€0.00€0.02€0.00€0.00€0.02€0.18
2023€0.00€0.00€0.00€0.00€0.00€0.14€0.00€0.00€0.02€0.00€0.00€0.01€0.17
2022€0.00€0.00€0.00€0.00€0.00€0.13€0.00€0.00€0.02€0.00€0.00€0.02€0.16
2021€0.00€0.00€0.01€0.00€0.00€0.09€0.00€0.00€0.01€0.00€0.00€0.02€0.14
2020€0.00€0.00€0.01€0.00€0.00€0.06€0.00€0.00€0.02€0.00€0.00€0.01€0.10
2019€0.02€0.00€0.00€0.11€0.00€0.00€0.02€0.00€0.00€0.01€0.15

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-3.69%
-9.42%
36B3.DE (iShares MSCI Europe SRI UCITS ETF EUR Dist)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Europe SRI UCITS ETF EUR Dist. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Europe SRI UCITS ETF EUR Dist was 33.57%, occurring on Mar 18, 2020. Recovery took 204 trading sessions.

The current iShares MSCI Europe SRI UCITS ETF EUR Dist drawdown is 3.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.57%Feb 20, 202020Mar 18, 2020204Jan 8, 2021224
-23.45%Jan 6, 2022189Sep 29, 2022339Jan 26, 2024528
-7.97%Jun 13, 202438Aug 5, 202418Aug 29, 202456
-6.87%Sep 3, 202456Nov 19, 2024
-6.28%Sep 7, 202120Oct 4, 202120Nov 1, 202140

Volatility

Volatility Chart

The current iShares MSCI Europe SRI UCITS ETF EUR Dist volatility is 3.48%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2025FebruaryMarch
3.48%
6.71%
36B3.DE (iShares MSCI Europe SRI UCITS ETF EUR Dist)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab