36B4.DE vs. VOOG
Compare and contrast key facts about iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) and Vanguard S&P 500 Growth ETF (VOOG).
36B4.DE and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 36B4.DE is a passively managed fund by iShares that tracks the performance of the MSCI Japan SRI Select Reduced Fossil Fuels. It was launched on Dec 6, 2018. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both 36B4.DE and VOOG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 36B4.DE or VOOG.
Key characteristics
| 36B4.DE | VOOG | |
|---|---|---|
| YTD Return | 3.10% | 15.09% |
| 1Y Return | 3.37% | 31.97% |
| 3Y Return (Ann) | 2.72% | 9.78% |
| 5Y Return (Ann) | 5.88% | 15.78% |
| Sharpe Ratio | 0.28 | 2.39 |
| Daily Std Dev | 13.87% | 13.96% |
| Max Drawdown | -26.99% | -32.73% |
| Current Drawdown | -7.25% | -0.46% |
Correlation
The correlation between 36B4.DE and VOOG is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
36B4.DE vs. VOOG - Performance Comparison
In the year-to-date period, 36B4.DE achieves a 3.10% return, which is significantly lower than VOOG's 15.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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36B4.DE vs. VOOG - Expense Ratio Comparison
36B4.DE has a 0.20% expense ratio, which is higher than VOOG's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
36B4.DE vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) and Vanguard S&P 500 Growth ETF (VOOG). 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.
Dividends
36B4.DE vs. VOOG - Dividend Comparison
36B4.DE's dividend yield for the trailing twelve months is around 1.92%, more than VOOG's 0.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 1.92% | 1.98% | 2.57% | 1.84% | 1.82% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.86% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
36B4.DE vs. VOOG - Drawdown Comparison
The maximum 36B4.DE drawdown since its inception was -26.99%, smaller than the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for 36B4.DE and VOOG. For additional features, visit the drawdowns tool.
Volatility
36B4.DE vs. VOOG - Volatility Comparison
The current volatility for iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) is 3.57%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.12%. This indicates that 36B4.DE experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.