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iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) Sharpe Ratio: 0.83

ETF · Currency in EUR · Last updated Jun 26, 2026

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.

36B4.DE's Sharpe Ratio of 0.83 indicates that for each unit of volatility, it generates 0.83 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

36B4.DE Sharpe Ratio Rank

36B4.DE Sharpe Ratio Rank: 24.324
Below Average

36B4.DE ranks above 24.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

36B4.DE Sharpe Ratio Market Positioning

The chart shows 36B4.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.85+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI Japan SRI UCITS ETF USD Dist's Sharpe Ratio with other ETFs in the Japan Equities category across multiple time periods, showing how 36B4.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
WTDX.DEWisdomTree Japan Equity UCITS ETF USD Hedged3.09
XDJP.DEXtrackers Nikkei 225 UCITS ETF 1D2.82
EXX7.DEiShares Nikkei 225 UCITS ETF (DE)2.80
SXRZ.DEiShares Nikkei 225 UCITS ETF (Acc)2.80
XNKY.DEXtrackers Nikkei 225 UCITS ETF2.68
XMK9.DEXtrackers MSCI Japan UCITS ETF 4C EUR Hedged2.53
IUS4.DEiShares MSCI Japan Small Cap UCITS ETF (Dist)2.11
WTIZ.DEWisdomTree Japan Equity UCITS ETF JPY Acc2.09
VJPN.DEVanguard FTSE Japan UCITS ETF Distributing2.01
EUNN.DEiShares Core MSCI Japan IMI UCITS ETF2.01
36B4.DEiShares MSCI Japan SRI UCITS ETF USD Dist0.83

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows 36B4.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when 36B4.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does 36B4.DE fit in your portfolio?

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