36B3.DE vs. WTEE.DE
36B3.DE (iShares MSCI Europe SRI UCITS ETF EUR Dist) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - 36B3.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, 36B3.DE returned 5.39%/yr vs 12.46%/yr for WTEE.DE. A 0.66 correlation means they provide meaningful diversification when combined. 36B3.DE charges 0.20%/yr vs 0.29%/yr for WTEE.DE.
Performance
36B3.DE vs. WTEE.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 WTEE.DE's 13.70% 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*
- —
WTEE.DE
- 1D
- -0.26%
- 1M
- 0.42%
- YTD
- 13.70%
- 6M
- 16.59%
- 1Y
- 26.04%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
36B3.DE vs. WTEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
36B3.DE iShares MSCI Europe SRI UCITS ETF EUR Dist | 6.64% | 3.96% | 5.27% | 16.63% | -15.19% | 26.68% | 9.54% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 13.70% | 28.40% | 2.20% | 15.07% | 0.05% | 18.73% | 6.60% |
Correlation
The correlation between 36B3.DE and WTEE.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.66 |
The correlation between 36B3.DE and WTEE.DE has been stable across timeframes, ranging from 0.64 to 0.67 - a consistent structural relationship.
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Return for Risk
36B3.DE vs. WTEE.DE — Risk / Return Rank
36B3.DE
WTEE.DE
36B3.DE vs. WTEE.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 WisdomTree Europe Equity Income UCITS ETF (WTEE.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 | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.95 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.43 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 3.80 | -3.26 |
| Martin ratioReturn relative to average drawdown | 1.42 | 14.72 | -13.30 |
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 | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 2.35 | -1.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.93 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 1.08 | -0.57 |
Drawdowns
36B3.DE vs. WTEE.DE - Drawdown Comparison
The maximum 36B3.DE drawdown since its inception was -33.57%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for 36B3.DE and WTEE.DE.
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Drawdown Indicators
| 36B3.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.57% | -16.45% | -17.12% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -6.78% | -3.19% |
Max Drawdown (3Y)Largest decline over 3 years | -15.87% | -14.12% | -1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.45% | -16.45% | -7.00% |
Current DrawdownCurrent decline from peak | -0.82% | -1.96% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -2.65% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 1.75% | +2.07% |
Volatility
36B3.DE vs. WTEE.DE - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF EUR Dist (36B3.DE) has a higher volatility of 4.30% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.73%. This indicates that 36B3.DE's price experiences larger fluctuations and is considered to be riskier than WTEE.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 | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 3.73% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 8.73% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 10.94% | +2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 14.50% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 14.99% | +1.36% |
36B3.DE vs. WTEE.DE - Expense Ratio Comparison
36B3.DE has a 0.20% expense ratio, which is lower than WTEE.DE's 0.29% expense ratio.
Dividends
36B3.DE vs. WTEE.DE - Dividend Comparison
36B3.DE's dividend yield for the trailing twelve months is around 1.98%, less than WTEE.DE's 4.55% yield.
| 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% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% | 0.00% | 0.00% |
Frequently Asked Questions
36B3.DE and WTEE.DE have a correlation of 0.64, 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 0.29% for WTEE.DE.
36B3.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.20% for 36B3.DE and 0.29% for WTEE.DE.
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