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iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE)

ETF · Currency in EUR · Last updated Mar 1, 2024

36B4.DE is a passive ETF by iShares tracking the investment results of the MSCI Japan SRI Select Reduced Fossil Fuels. 36B4.DE launched on Dec 6, 2018 and has a 0.20% expense ratio.

Summary

ETF Info

ISINIE00BGDQ0V72
WKNA2N9LK
IssueriShares
Inception DateDec 6, 2018
CategoryJapan Equities
Index TrackedMSCI Japan SRI Select Reduced Fossil Fuels
DomicileIreland
Distribution PolicyDistributing
Asset ClassEquity

Asset Class Size

Large

Asset Class Style

Growth

Expense Ratio

The iShares MSCI Japan SRI UCITS ETF USD Dist has a high expense ratio of 0.20%, indicating higher-than-average management fees.


0.20%
0.00%2.15%

Share Price Chart


Loading data...

Performance

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


20.00%40.00%60.00%80.00%100.00%OctoberNovemberDecember2024February
35.55%
92.03%
36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with 36B4.DE

iShares MSCI Japan SRI UCITS ETF USD Dist

Return

iShares MSCI Japan SRI UCITS ETF USD Dist had a return of 3.92% year-to-date (YTD) and 11.24% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.92%6.84%
1 month0.90%3.48%
6 months7.82%13.06%
1 year11.24%28.97%
5 years (annualized)6.51%12.72%
10 years (annualized)N/A10.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.17%
2023-1.80%-0.46%-2.70%3.68%3.32%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
36B4.DE
iShares MSCI Japan SRI UCITS ETF USD Dist
0.63
^GSPC
S&P 500
2.30

Sharpe Ratio

The current iShares MSCI Japan SRI UCITS ETF USD Dist Sharpe ratio is 0.63. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2024February
0.63
2.05
36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist)
Benchmark (^GSPC)

Dividend History

iShares MSCI Japan SRI UCITS ETF USD Dist granted a 1.90% dividend yield in the last twelve months. The annual payout for that period amounted to €0.10 per share.


PeriodTTM20232022202120202019
Dividend€0.10€0.10€0.12€0.11€0.10€0.05

Dividend yield

1.90%1.98%2.57%1.84%1.82%0.91%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024€0.00
2023€0.00€0.00€0.00€0.00€0.00€0.10€0.00€0.00€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.00€0.00€0.00€0.12€0.00€0.00€0.00€0.00€0.00€0.00
2021€0.00€0.00€0.00€0.00€0.00€0.11€0.00€0.00€0.00€0.00€0.00€0.00
2020€0.00€0.00€0.00€0.00€0.00€0.10€0.00€0.00€0.00€0.00€0.00€0.00
2019€0.05€0.00€0.00€0.00€0.00€0.00€0.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024February
-6.51%
0
36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Japan SRI UCITS ETF USD 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 Japan SRI UCITS ETF USD Dist was 26.99%, occurring on Mar 12, 2020. Recovery took 173 trading sessions.

The current iShares MSCI Japan SRI UCITS ETF USD Dist drawdown is 6.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.99%Feb 12, 202022Mar 12, 2020173Nov 16, 2020195
-21.34%Sep 17, 2021279Oct 18, 2022
-8.76%Feb 17, 202160May 13, 202172Aug 24, 2021132
-5.92%May 6, 20194May 9, 201936Jul 1, 201940
-5.29%Aug 2, 20193Aug 6, 201921Sep 4, 201924

Volatility Chart

The current iShares MSCI Japan SRI UCITS ETF USD Dist volatility is 3.06%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024February
3.06%
3.77%
36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist)
Benchmark (^GSPC)