36B4.DE vs. VOOG
36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) and VOOG (Vanguard S&P 500 Growth ETF) are both exchange-traded funds - 36B4.DE is a Japan Equities fund tracking the MSCI Japan SRI Select Reduced Fossil Fuels, while VOOG is a S&P 500 fund tracking the S&P 500 Growth Index. Both are passively managed. Over the past 5 years, 36B4.DE returned 4.17%/yr vs 17.09%/yr for VOOG. At a 0.36 correlation, their price movements are largely independent. 36B4.DE charges 0.20%/yr vs 0.07%/yr for VOOG.
Performance
36B4.DE vs. VOOG - Performance Comparison
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Different Trading Currencies
36B4.DE is traded in EUR, while VOOG is traded in USD. To make them comparable, the VOOG values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 36B4.DE achieves a 3.58% return, which is significantly lower than VOOG's 14.99% return.
36B4.DE
- 1D
- -0.33%
- 1M
- 6.35%
- YTD
- 3.58%
- 6M
- 3.24%
- 1Y
- 9.89%
- 3Y*
- 5.94%
- 5Y*
- 4.17%
- 10Y*
- —
VOOG
- 1D
- -0.21%
- 1M
- 7.26%
- YTD
- 14.99%
- 6M
- 13.38%
- 1Y
- 31.42%
- 3Y*
- 24.73%
- 5Y*
- 17.09%
- 10Y*
- 17.84%
36B4.DE vs. VOOG - 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% |
VOOG Vanguard S&P 500 Growth ETF | 14.99% | 7.62% | 44.86% | 26.06% | -25.11% | 41.82% | 22.36% | 18.72% |
Correlation
The correlation between 36B4.DE and VOOG is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.36 |
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Return for Risk
36B4.DE vs. VOOG — Risk / Return Rank
36B4.DE
VOOG
36B4.DE vs. VOOG - 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 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.
| 36B4.DE | VOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.34 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 2.49 | -1.59 |
| Martin ratioReturn relative to average drawdown | 2.55 | 8.76 | -6.21 |
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
| 36B4.DE | VOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.98 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.82 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.92 | -0.56 |
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 -30.89%. Use the drawdown chart below to compare losses from any high point for 36B4.DE and VOOG.
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Drawdown Indicators
| 36B4.DE | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.99% | -30.89% | +3.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -12.66% | +1.77% |
Max Drawdown (3Y)Largest decline over 3 years | -15.74% | -27.11% | +11.37% |
Max Drawdown (5Y)Largest decline over 5 years | -21.45% | -27.11% | +5.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.89% | — |
Current DrawdownCurrent decline from peak | -1.83% | -0.98% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -5.02% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 3.60% | +0.28% |
Volatility
36B4.DE vs. VOOG - Volatility Comparison
iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) and Vanguard S&P 500 Growth ETF (VOOG) have volatilities of 3.69% and 3.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 36B4.DE | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 3.71% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 11.70% | +2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 15.98% | +2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 20.91% | -4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 21.09% | -3.85% |
36B4.DE vs. VOOG - Expense Ratio Comparison
36B4.DE has a 0.20% expense ratio, which is higher than VOOG's 0.07% 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%.
Dividends
36B4.DE vs. VOOG - Dividend Comparison
36B4.DE's dividend yield for the trailing twelve months is around 1.41%, more than VOOG's 0.44% 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% |
VOOG Vanguard S&P 500 Growth ETF | 0.44% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
Frequently Asked Questions
36B4.DE and VOOG have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VOOG is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VOOG is cheaper with a 0.07% expense ratio, compared with 0.20% for 36B4.DE.
36B4.DE is categorized as Japan Equities, while VOOG is S&P 500. 36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels, while VOOG tracks S&P 500 Growth Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for 36B4.DE and 0.07% for VOOG.
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