36B4.DE vs. EXX7.DE
36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) and EXX7.DE (iShares Nikkei 225 UCITS ETF (DE)) are both Japan Equities funds from iShares - 36B4.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels while EXX7.DE tracks the Nikkei 225®. Both are passively managed. Over the past 5 years, 36B4.DE returned 4.17%/yr vs 11.91%/yr for EXX7.DE. Their correlation of 0.87 suggests significant overlap in exposure. 36B4.DE charges 0.20%/yr vs 0.51%/yr for EXX7.DE.
Performance
36B4.DE vs. EXX7.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 36B4.DE achieves a 3.58% return, which is significantly lower than EXX7.DE's 31.92% return.
36B4.DE
- 1D
- -0.33%
- 1M
- 4.36%
- YTD
- 3.58%
- 6M
- 3.67%
- 1Y
- 10.86%
- 3Y*
- 5.94%
- 5Y*
- 4.17%
- 10Y*
- —
EXX7.DE
- 1D
- -1.45%
- 1M
- 7.58%
- YTD
- 31.92%
- 6M
- 30.07%
- 1Y
- 59.87%
- 3Y*
- 20.28%
- 5Y*
- 11.91%
- 10Y*
- 11.53%
36B4.DE vs. EXX7.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 3.58% | 6.51% | 9.11% | 9.64% | -13.87% | 9.91% | 6.29% | 17.07% |
EXX7.DE iShares Nikkei 225 UCITS ETF (DE) | 31.92% | 15.64% | 13.98% | 17.46% | -15.88% | 3.04% | 13.62% | 14.87% |
Correlation
The correlation between 36B4.DE and EXX7.DE is 0.72, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.87 |
The correlation between 36B4.DE and EXX7.DE shifts across timeframes, from 0.72 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
36B4.DE vs. EXX7.DE — Risk / Return Rank
36B4.DE
EXX7.DE
36B4.DE vs. EXX7.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) and iShares Nikkei 225 UCITS ETF (DE) (EXX7.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.
| 36B4.DE | EXX7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.42 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 4.52 | -3.62 |
| Martin ratioReturn relative to average drawdown | 2.55 | 13.72 | -11.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 36B4.DE | EXX7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 2.50 | -1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.63 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.39 | -0.03 |
Drawdowns
36B4.DE vs. EXX7.DE - Drawdown Comparison
The maximum 36B4.DE drawdown since its inception was -26.99%, smaller than the maximum EXX7.DE drawdown of -50.57%. Use the drawdown chart below to compare losses from any high point for 36B4.DE and EXX7.DE.
Loading charts...
Drawdown Indicators
| 36B4.DE | EXX7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.99% | -50.57% | +23.58% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -12.97% | +2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -15.74% | -20.63% | +4.89% |
Max Drawdown (5Y)Largest decline over 5 years | -21.45% | -21.40% | -0.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.83% | — |
Current DrawdownCurrent decline from peak | -1.83% | -1.45% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -12.03% | +4.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 4.28% | -0.40% |
Volatility
36B4.DE vs. EXX7.DE - Volatility Comparison
The current volatility for iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) is 3.69%, while iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) has a volatility of 6.61%. This indicates that 36B4.DE experiences smaller price fluctuations and is considered to be less risky than EXX7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 36B4.DE | EXX7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 6.61% | -2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 18.46% | -4.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 23.46% | -5.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 18.55% | -2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 17.72% | -0.48% |
36B4.DE vs. EXX7.DE - Expense Ratio Comparison
36B4.DE has a 0.20% expense ratio, which is lower than EXX7.DE's 0.51% expense ratio.
Dividends
36B4.DE vs. EXX7.DE - Dividend Comparison
36B4.DE's dividend yield for the trailing twelve months is around 1.41%, more than EXX7.DE's 0.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 1.41% | 1.46% | 1.38% | 1.81% | 2.44% | 1.54% | 1.61% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% |
EXX7.DE iShares Nikkei 225 UCITS ETF (DE) | 0.77% | 0.92% | 0.94% | 1.17% | 1.31% | 0.81% | 1.00% | 1.21% | 0.74% | 1.19% | 1.35% | 1.29% |
Frequently Asked Questions
36B4.DE and EXX7.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36B4.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36B4.DE is cheaper with a 0.20% expense ratio, compared with 0.51% for EXX7.DE.
36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels, while EXX7.DE tracks Nikkei 225®. Their fees differ too: 0.20% for 36B4.DE and 0.51% for EXX7.DE.
Find the right allocation for 36B4.DE and EXX7.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer