36B3.DE vs. ISPA.DE
36B3.DE (iShares MSCI Europe SRI UCITS ETF EUR Dist) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both exchange-traded funds - 36B3.DE is a Europe Equities fund tracking the MSCI Europe SRI Select Reduced Fossil Fuels, while ISPA.DE is a Global Equities fund tracking the STOXX® Global Select Dividend 100 index. Both are passively managed. Over the past 5 years, 36B3.DE returned 5.39%/yr vs 11.00%/yr for ISPA.DE. A 0.72 correlation means they provide meaningful diversification when combined. 36B3.DE charges 0.20%/yr vs 0.46%/yr for ISPA.DE.
Performance
36B3.DE vs. ISPA.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 ISPA.DE's 13.48% 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*
- —
ISPA.DE
- 1D
- 0.49%
- 1M
- 1.28%
- YTD
- 13.48%
- 6M
- 15.35%
- 1Y
- 29.45%
- 3Y*
- 18.65%
- 5Y*
- 11.00%
- 10Y*
- 8.98%
36B3.DE vs. ISPA.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% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 13.48% | 19.72% | 12.97% | 4.80% | 0.43% | 22.39% | -9.12% | 11.91% |
Correlation
The correlation between 36B3.DE and ISPA.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.72 |
The correlation between 36B3.DE and ISPA.DE has been stable across timeframes, ranging from 0.67 to 0.72 - a consistent structural relationship.
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Return for Risk
36B3.DE vs. ISPA.DE — Risk / Return Rank
36B3.DE
ISPA.DE
36B3.DE vs. ISPA.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 iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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 | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.95 | ||
| Sortino ratioReturn per unit of downside risk | -3.99 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.62 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 8.10 | -7.56 |
| Martin ratioReturn relative to average drawdown | 1.42 | 28.73 | -27.31 |
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 | ISPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 3.35 | -2.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.91 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.68 | -0.16 |
Drawdowns
36B3.DE vs. ISPA.DE - Drawdown Comparison
The maximum 36B3.DE drawdown since its inception was -33.57%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for 36B3.DE and ISPA.DE.
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Drawdown Indicators
| 36B3.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.57% | -38.91% | +5.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -3.63% | -6.34% |
Max Drawdown (3Y)Largest decline over 3 years | -15.87% | -15.10% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -23.45% | -15.10% | -8.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.91% | — |
Current DrawdownCurrent decline from peak | -0.82% | -1.09% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -4.46% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 1.03% | +2.79% |
Volatility
36B3.DE vs. ISPA.DE - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF EUR Dist (36B3.DE) has a higher volatility of 4.30% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that 36B3.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.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 | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 2.62% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 6.51% | +4.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 8.77% | +4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 12.00% | +2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 14.79% | +1.56% |
36B3.DE vs. ISPA.DE - Expense Ratio Comparison
36B3.DE has a 0.20% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
36B3.DE vs. ISPA.DE - Dividend Comparison
36B3.DE's dividend yield for the trailing twelve months is around 1.98%, less than ISPA.DE's 3.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 3.75% | 4.52% | 4.89% | 5.91% | 6.92% | 3.32% | 4.04% | 4.02% | 3.37% | 5.66% | 3.64% | 4.35% |
Frequently Asked Questions
36B3.DE and ISPA.DE have a correlation of 0.70, 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 0.46% for ISPA.DE.
36B3.DE is categorized as Europe Equities, while ISPA.DE is Global Equities. 36B3.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.20% for 36B3.DE and 0.46% for ISPA.DE.
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