36B3.DE vs. IUSQ.DE
36B3.DE (iShares MSCI Europe SRI UCITS ETF EUR Dist) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - 36B3.DE is a Europe Equities fund tracking the MSCI Europe SRI Select Reduced Fossil Fuels, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 5 years, 36B3.DE returned 5.39%/yr vs 12.42%/yr for IUSQ.DE. Their correlation of 0.80 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
36B3.DE vs. IUSQ.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 IUSQ.DE's 12.65% 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*
- —
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
36B3.DE vs. IUSQ.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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 16.21% |
Correlation
The correlation between 36B3.DE and IUSQ.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.80 |
The correlation between 36B3.DE and IUSQ.DE has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.
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Return for Risk
36B3.DE vs. IUSQ.DE — Risk / Return Rank
36B3.DE
IUSQ.DE
36B3.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.43 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 4.08 | -3.54 |
| Martin ratioReturn relative to average drawdown | 1.42 | 16.69 | -15.27 |
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 | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 2.31 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.88 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.76 | -0.25 |
Drawdowns
36B3.DE vs. IUSQ.DE - Drawdown Comparison
The maximum 36B3.DE drawdown since its inception was -33.57%, roughly equal to the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for 36B3.DE and IUSQ.DE.
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Drawdown Indicators
| 36B3.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.57% | -33.60% | +0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -6.48% | -3.49% |
Max Drawdown (3Y)Largest decline over 3 years | -15.87% | -21.25% | +5.38% |
Max Drawdown (5Y)Largest decline over 5 years | -23.45% | -21.25% | -2.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | -0.82% | -0.55% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -4.19% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 1.59% | +2.23% |
Volatility
36B3.DE vs. IUSQ.DE - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF EUR Dist (36B3.DE) has a higher volatility of 4.30% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that 36B3.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 3.03% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 8.26% | +2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 11.47% | +1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 13.94% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 15.02% | +1.33% |
36B3.DE vs. IUSQ.DE - Expense Ratio Comparison
Both 36B3.DE and IUSQ.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
36B3.DE vs. IUSQ.DE - Dividend Comparison
36B3.DE's dividend yield for the trailing twelve months is around 1.98%, while IUSQ.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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
36B3.DE and IUSQ.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
36B3.DE and IUSQ.DE have the same expense ratio: 0.20% per year.
36B3.DE is categorized as Europe Equities, while IUSQ.DE is Global Equities. 36B3.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while IUSQ.DE tracks MSCI All Country World (ACWI).
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