36B3.DE vs. AMED.DE
36B3.DE (iShares MSCI Europe SRI UCITS ETF EUR Dist) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds - 36B3.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, 36B3.DE returned 5.39%/yr vs 10.41%/yr for AMED.DE. Their correlation of 0.93 suggests significant overlap in exposure. 36B3.DE charges 0.20%/yr vs 0.25%/yr for AMED.DE.
Performance
36B3.DE vs. AMED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 36B3.DE achieves a 6.64% return, which is significantly lower than AMED.DE's 16.87% return.
36B3.DE
- 1D
- 0.84%
- 1M
- 1.55%
- YTD
- 6.64%
- 6M
- 8.49%
- 1Y
- 5.53%
- 3Y*
- 7.06%
- 5Y*
- 5.39%
- 10Y*
- —
AMED.DE
- 1D
- 0.51%
- 1M
- 5.71%
- YTD
- 16.87%
- 6M
- 18.51%
- 1Y
- 26.18%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
36B3.DE vs. AMED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
36B3.DE iShares MSCI Europe SRI UCITS ETF EUR Dist | 6.64% | 3.96% | 5.27% | 16.63% | -15.19% | 26.68% | 3.90% | 18.99% |
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 15.21% |
Correlation
The correlation between 36B3.DE and AMED.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.93 |
The correlation between 36B3.DE and AMED.DE has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
36B3.DE vs. AMED.DE — Risk / Return Rank
36B3.DE
AMED.DE
36B3.DE vs. AMED.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 Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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 | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.33 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 2.49 | -1.95 |
| Martin ratioReturn relative to average drawdown | 1.42 | 9.40 | -7.99 |
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
| 36B3.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 1.74 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.65 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.47 | +0.05 |
Drawdowns
36B3.DE vs. AMED.DE - Drawdown Comparison
The maximum 36B3.DE drawdown since its inception was -33.57%, smaller than the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for 36B3.DE and AMED.DE.
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Drawdown Indicators
| 36B3.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.57% | -38.35% | +4.78% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -10.56% | +0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -15.87% | -14.07% | -1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -23.45% | -24.06% | +0.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.35% | — |
Current DrawdownCurrent decline from peak | -0.82% | -0.17% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -6.69% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 2.81% | +1.01% |
Volatility
36B3.DE vs. AMED.DE - Volatility Comparison
The current volatility for iShares MSCI Europe SRI UCITS ETF EUR Dist (36B3.DE) is 4.30%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that 36B3.DE experiences smaller price fluctuations and is considered to be less risky than AMED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 36B3.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 5.61% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 12.64% | -1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 15.19% | -1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 15.87% | -1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 17.00% | -0.65% |
36B3.DE vs. AMED.DE - Expense Ratio Comparison
36B3.DE has a 0.20% expense ratio, which is lower than AMED.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
36B3.DE vs. AMED.DE - Dividend Comparison
36B3.DE's dividend yield for the trailing twelve months is around 1.98%, while AMED.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% |
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
36B3.DE and AMED.DE have a correlation of 0.88, 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 0.25% for AMED.DE.
36B3.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for 36B3.DE and 0.25% for AMED.DE.
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