36B3.DE vs. 5HEU.DE
36B3.DE (iShares MSCI Europe SRI UCITS ETF EUR Dist) and 5HEU.DE (Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR)) are both Europe Equities funds - 36B3.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels while 5HEU.DE tracks the Ossiam ESG Shiller Barclays CAPE® Europe Sector. Both are passively managed. A 0.75 correlation means they provide meaningful diversification when combined. 36B3.DE charges 0.20%/yr vs 0.75%/yr for 5HEU.DE.
Performance
36B3.DE vs. 5HEU.DE - Performance Comparison
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Returns By Period
36B3.DE
- 1D
- 0.84%
- 1M
- 1.55%
- YTD
- 6.64%
- 6M
- 8.49%
- 1Y
- 5.53%
- 3Y*
- 7.06%
- 5Y*
- 5.39%
- 10Y*
- —
5HEU.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
36B3.DE vs. 5HEU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
36B3.DE iShares MSCI Europe SRI UCITS ETF EUR Dist | 6.64% | 3.96% | 5.27% | 16.63% | -9.69% |
5HEU.DE Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) | 0.00% | 4.88% | -2.91% | 6.26% | -6.49% |
Correlation
The correlation between 36B3.DE and 5HEU.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2022 | 0.75 |
Over the past year, the correlation between 36B3.DE and 5HEU.DE has dropped to 0.48 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
36B3.DE vs. 5HEU.DE — Risk / Return Rank
36B3.DE
5HEU.DE
36B3.DE vs. 5HEU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF EUR Dist (36B3.DE) and Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) (5HEU.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.
| 36B3.DE | 5HEU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.08 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | — | — |
| Martin ratioReturn relative to average drawdown | 1.42 | — | — |
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
| 36B3.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | — | — |
Drawdowns
36B3.DE vs. 5HEU.DE - Drawdown Comparison
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Drawdown Indicators
| 36B3.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.57% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -15.87% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.45% | — | — |
Current DrawdownCurrent decline from peak | -0.82% | — | — |
Average DrawdownAverage peak-to-trough decline | -5.72% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | — | — |
Volatility
36B3.DE vs. 5HEU.DE - Volatility Comparison
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Volatility by Period
| 36B3.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | — | — |
36B3.DE vs. 5HEU.DE - Expense Ratio Comparison
36B3.DE has a 0.20% expense ratio, which is lower than 5HEU.DE's 0.75% expense ratio.
Dividends
36B3.DE vs. 5HEU.DE - Dividend Comparison
36B3.DE's dividend yield for the trailing twelve months is around 1.98%, while 5HEU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B3.DE iShares MSCI Europe SRI UCITS ETF EUR Dist | 1.98% | 2.13% | 2.45% | 2.46% | 2.63% | 1.80% | 1.65% | 2.58% |
5HEU.DE Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
36B3.DE and 5HEU.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36B3.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36B3.DE is cheaper with a 0.20% expense ratio, compared with 0.75% for 5HEU.DE.
36B3.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while 5HEU.DE tracks Ossiam ESG Shiller Barclays CAPE® Europe Sector. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.20% for 36B3.DE and 0.75% for 5HEU.DE.
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