36B4.DE vs. WTIZ.DE
36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) and WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) are both Japan Equities funds - 36B4.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels while WTIZ.DE tracks the WisdomTree Japan Equity. Both are passively managed. Over the past 5 years, 36B4.DE returned 4.17%/yr vs 14.12%/yr for WTIZ.DE. Their correlation of 0.89 suggests significant overlap in exposure. 36B4.DE charges 0.20%/yr vs 0.40%/yr for WTIZ.DE.
Performance
36B4.DE vs. WTIZ.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 WTIZ.DE's 17.38% 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*
- —
WTIZ.DE
- 1D
- 0.16%
- 1M
- 3.74%
- YTD
- 17.38%
- 6M
- 18.93%
- 1Y
- 34.34%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
36B4.DE vs. WTIZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 3.58% | 6.51% | 9.11% | 9.64% | -13.87% | 9.91% | 13.09% |
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 15.16% | 17.99% | 21.47% | -4.73% | 14.55% | 11.02% |
Correlation
The correlation between 36B4.DE and WTIZ.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2020 | 0.89 |
The correlation between 36B4.DE and WTIZ.DE shifts across timeframes, from 0.79 (1 year) to 0.89 (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. WTIZ.DE — Risk / Return Rank
36B4.DE
WTIZ.DE
36B4.DE vs. WTIZ.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 WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.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 | WTIZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.33 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 3.19 | -2.28 |
| Martin ratioReturn relative to average drawdown | 2.55 | 10.27 | -7.73 |
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 | WTIZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.79 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.82 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.91 | -0.55 |
Drawdowns
36B4.DE vs. WTIZ.DE - Drawdown Comparison
The maximum 36B4.DE drawdown since its inception was -26.99%, which is greater than WTIZ.DE's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for 36B4.DE and WTIZ.DE.
Loading charts...
Drawdown Indicators
| 36B4.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.99% | -17.17% | -9.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -10.49% | -0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -15.74% | -17.17% | +1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -21.45% | -17.17% | -4.28% |
Current DrawdownCurrent decline from peak | -1.83% | -0.39% | -1.44% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -3.62% | -3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 3.26% | +0.62% |
Volatility
36B4.DE vs. WTIZ.DE - Volatility Comparison
iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) and WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) have volatilities of 3.69% and 3.61%, 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.
Loading charts...
Volatility by Period
| 36B4.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 3.61% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 15.05% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 18.70% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 16.95% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 16.60% | +0.64% |
36B4.DE vs. WTIZ.DE - Expense Ratio Comparison
36B4.DE has a 0.20% expense ratio, which is lower than WTIZ.DE's 0.40% expense ratio.
Dividends
36B4.DE vs. WTIZ.DE - Dividend Comparison
36B4.DE's dividend yield for the trailing twelve months is around 1.41%, while WTIZ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
36B4.DE and WTIZ.DE have a correlation of 0.79, 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 0.40% for WTIZ.DE.
36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels, while WTIZ.DE tracks WisdomTree Japan Equity. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.20% for 36B4.DE and 0.40% for WTIZ.DE.
Find the right allocation for 36B4.DE and WTIZ.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