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iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BGDQ0T50
WKNA2N9LJ
IssueriShares
Inception DateDec 6, 2018
CategoryEmerging Markets Equities
Leveraged1x
Index TrackedMSCI Emerging Markets SRI Select Reduced Fossil Fuels
DomicileIreland
Distribution PolicyDistributing
Asset ClassEquity

Asset Class Size

Large

Asset Class Style

Blend

Expense Ratio

36B5.DE has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for 36B5.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: 36B5.DE vs. VWO, 36B5.DE vs. VUSA.AS, 36B5.DE vs. IEEM.L

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in iShares MSCI EM 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.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%MayJuneJulyAugustSeptemberOctober
28.37%
113.28%
36B5.DE (iShares MSCI EM SRI UCITS ETF USD Dist)
Benchmark (^GSPC)

Returns By Period

iShares MSCI EM SRI UCITS ETF USD Dist had a return of 16.64% year-to-date (YTD) and 20.97% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date16.64%20.57%
1 month11.18%4.18%
6 months16.24%10.51%
1 year20.97%35.06%
5 years (annualized)4.60%14.29%
10 years (annualized)N/A11.53%

Monthly Returns

The table below presents the monthly returns of 36B5.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.20%3.49%2.16%0.20%-1.70%5.75%1.39%-0.27%6.15%16.64%
20235.47%-5.50%-0.37%-2.07%-0.14%2.29%5.55%-6.26%-1.53%-3.32%3.39%1.34%-1.97%
2022-0.24%-1.69%1.18%-1.22%-1.16%-4.51%3.68%-0.25%-8.33%-4.09%9.53%-4.85%-12.34%
20214.40%-2.38%3.01%0.13%1.71%7.21%-6.04%2.68%-1.75%1.45%-1.54%-1.08%7.36%
2020-5.26%-5.98%-17.88%8.06%-0.90%7.90%2.90%2.62%-0.24%3.68%10.85%4.57%7.01%
2019-1.05%-0.52%4.31%-3.17%2.08%1.44%-3.33%2.98%2.48%0.75%5.35%11.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 36B5.DE is 30, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 36B5.DE is 3030
36B5.DE (iShares MSCI EM SRI UCITS ETF USD Dist)
The Sharpe Ratio Rank of 36B5.DE is 2929Sharpe Ratio Rank
The Sortino Ratio Rank of 36B5.DE is 2929Sortino Ratio Rank
The Omega Ratio Rank of 36B5.DE is 2727Omega Ratio Rank
The Calmar Ratio Rank of 36B5.DE is 2828Calmar Ratio Rank
The Martin Ratio Rank of 36B5.DE is 3535Martin 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 EM SRI UCITS ETF USD Dist (36B5.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


36B5.DE
Sharpe ratio
The chart of Sharpe ratio for 36B5.DE, currently valued at 1.28, compared to the broader market0.002.004.006.001.28
Sortino ratio
The chart of Sortino ratio for 36B5.DE, currently valued at 1.89, compared to the broader market0.005.0010.001.89
Omega ratio
The chart of Omega ratio for 36B5.DE, currently valued at 1.23, compared to the broader market1.001.502.002.503.003.501.23
Calmar ratio
The chart of Calmar ratio for 36B5.DE, currently valued at 0.75, compared to the broader market0.005.0010.0015.000.75
Martin ratio
The chart of Martin ratio for 36B5.DE, currently valued at 6.55, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.55
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.79, compared to the broader market0.002.004.006.002.80
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.73, compared to the broader market0.005.0010.003.73
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.51, compared to the broader market1.001.502.002.503.003.501.51
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.46, compared to the broader market0.005.0010.0015.002.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.01, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.01

Sharpe Ratio

The current iShares MSCI EM SRI UCITS ETF USD Dist Sharpe ratio is 1.28. 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 EM SRI UCITS ETF USD 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 Ratio-0.500.000.501.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
1.28
2.37
36B5.DE (iShares MSCI EM SRI UCITS ETF USD Dist)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI EM SRI UCITS ETF USD Dist granted a 2.04% 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€0.11€0.10€0.08€0.11

Dividend yield

2.04%2.32%2.31%1.84%1.57%2.31%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.00€0.00€0.00€0.00€0.00€0.05€0.00€0.00€0.00€0.00€0.05
2023€0.00€0.00€0.00€0.00€0.00€0.05€0.00€0.00€0.00€0.00€0.00€0.06€0.10
2022€0.00€0.00€0.00€0.00€0.00€0.04€0.00€0.00€0.00€0.00€0.00€0.06€0.11
2021€0.00€0.00€0.00€0.00€0.00€0.05€0.00€0.00€0.00€0.00€0.00€0.05€0.10
2020€0.00€0.00€0.00€0.00€0.00€0.05€0.00€0.00€0.00€0.00€0.00€0.03€0.08
2019€0.04€0.00€0.00€0.00€0.00€0.00€0.08€0.11

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.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-6.12%
0
36B5.DE (iShares MSCI EM SRI UCITS ETF USD Dist)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI EM 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 EM SRI UCITS ETF USD Dist was 36.40%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current iShares MSCI EM SRI UCITS ETF USD Dist drawdown is 6.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.4%Feb 13, 202028Mar 23, 2020161Nov 9, 2020189
-24.28%Jul 1, 2021654Jan 17, 2024
-10.74%Feb 16, 202115Mar 8, 202177Jun 28, 202192
-9.13%Jul 25, 201915Aug 14, 201952Oct 28, 201967
-6.91%Apr 30, 201918May 24, 201935Jul 15, 201953

Volatility

Volatility Chart

The current iShares MSCI EM SRI UCITS ETF USD Dist volatility is 4.56%, 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%MayJuneJulyAugustSeptemberOctober
4.56%
3.32%
36B5.DE (iShares MSCI EM SRI UCITS ETF USD Dist)
Benchmark (^GSPC)