36B1.DE vs. SXR8.DE
36B1.DE (iShares J.P. Morgan ESG USD EM Bond UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - 36B1.DE is a Emerging Markets Bonds fund tracking the JP Morgan ESG EMBI Global Diversified, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, 36B1.DE returned 2.20%/yr vs 14.77%/yr for SXR8.DE. At a 0.46 correlation, their price movements are largely independent. 36B1.DE charges 0.45%/yr vs 0.07%/yr for SXR8.DE.
Performance
36B1.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 36B1.DE achieves a 2.43% return, which is significantly lower than SXR8.DE's 11.37% return.
36B1.DE
- 1D
- 0.13%
- 1M
- 1.40%
- YTD
- 2.43%
- 6M
- 1.88%
- 1Y
- 8.21%
- 3Y*
- 5.51%
- 5Y*
- 2.20%
- 10Y*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
36B1.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
36B1.DE iShares J.P. Morgan ESG USD EM Bond UCITS ETF | 2.43% | -0.10% | 10.86% | 5.55% | -13.71% | 6.46% | -4.35% | 11.07% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 17.86% |
Correlation
The correlation between 36B1.DE and SXR8.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2019 | 0.46 |
The correlation between 36B1.DE and SXR8.DE has been stable across timeframes, ranging from 0.44 to 0.52 - a consistent structural relationship.
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Return for Risk
36B1.DE vs. SXR8.DE — Risk / Return Rank
36B1.DE
SXR8.DE
36B1.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan ESG USD EM Bond UCITS ETF (36B1.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
| 36B1.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.41 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 3.58 | -0.95 |
| Martin ratioReturn relative to average drawdown | 6.72 | 12.71 | -5.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 36B1.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.21 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.96 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.79 | -0.56 |
Drawdowns
36B1.DE vs. SXR8.DE - Drawdown Comparison
The maximum 36B1.DE drawdown since its inception was -22.46%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for 36B1.DE and SXR8.DE.
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Drawdown Indicators
| 36B1.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.46% | -33.78% | +11.32% |
Max Drawdown (1Y)Largest decline over 1 year | -2.95% | -7.13% | +4.18% |
Max Drawdown (3Y)Largest decline over 3 years | -12.43% | -23.32% | +10.89% |
Max Drawdown (5Y)Largest decline over 5 years | -16.34% | -23.32% | +6.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -1.33% | -0.45% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -5.17% | -3.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 2.01% | -0.85% |
Volatility
36B1.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares J.P. Morgan ESG USD EM Bond UCITS ETF (36B1.DE) is 1.21%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.65%. This indicates that 36B1.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 36B1.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 2.65% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 3.81% | 7.57% | -3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.87% | 11.56% | -5.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.41% | 15.16% | -6.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.55% | 16.09% | -6.54% |
36B1.DE vs. SXR8.DE - Expense Ratio Comparison
36B1.DE has a 0.45% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
36B1.DE vs. SXR8.DE - Dividend Comparison
36B1.DE's dividend yield for the trailing twelve months is around 4.93%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B1.DE iShares J.P. Morgan ESG USD EM Bond UCITS ETF | 4.93% | 5.22% | 4.96% | 5.09% | 5.00% | 4.57% | 3.40% | 4.19% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
36B1.DE and SXR8.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.45% for 36B1.DE.
36B1.DE is categorized as Emerging Markets Bonds, while SXR8.DE is S&P 500. 36B1.DE tracks JP Morgan ESG EMBI Global Diversified, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.45% for 36B1.DE and 0.07% for SXR8.DE.
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