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36B5.DE vs. ESRI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

36B5.DE vs. ESRI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) and BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc (ESRI.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

36B5.DE is traded in EUR, while ESRI.DE is traded in USD. To make them comparable, the ESRI.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 36B5.DE achieves a 17.40% return, which is significantly higher than ESRI.DE's 16.43% return.


36B5.DE

1D
-1.48%
1M
2.72%
YTD
17.40%
6M
19.31%
1Y
35.96%
3Y*
14.26%
5Y*
5.01%
10Y*

ESRI.DE

1D
-1.46%
1M
4.09%
YTD
16.43%
6M
17.44%
1Y
27.38%
3Y*
11.63%
5Y*
4.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

36B5.DE vs. ESRI.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
36B5.DE
iShares MSCI EM SRI UCITS ETF USD Dist
17.40%16.82%11.30%-2.19%-12.46%7.05%6.70%11.16%
ESRI.DE
BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc
16.43%11.11%6.74%1.56%-10.79%9.06%7.41%8.19%

Correlation

The correlation between 36B5.DE and ESRI.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2019

0.92

The correlation between 36B5.DE and ESRI.DE has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

36B5.DE vs. ESRI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

36B5.DE
36B5.DE Risk / Return Rank: 6767
Overall Rank
36B5.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
36B5.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
36B5.DE Omega Ratio Rank: 6464
Omega Ratio Rank
36B5.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
36B5.DE Martin Ratio Rank: 7070
Martin Ratio Rank

ESRI.DE
ESRI.DE Risk / Return Rank: 4949
Overall Rank
ESRI.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ESRI.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
ESRI.DE Omega Ratio Rank: 5353
Omega Ratio Rank
ESRI.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
ESRI.DE Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

36B5.DE vs. ESRI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) and BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc (ESRI.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.


36B5.DEESRI.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.38

1.31

+0.07

Calmar ratioReturn relative to maximum drawdown

3.57

2.39

+1.17

Martin ratioReturn relative to average drawdown

12.71

8.77

+3.94

36B5.DE vs. ESRI.DE - Sharpe Ratio Comparison

The current 36B5.DE Sharpe Ratio is 2.13, which is higher than the ESRI.DE Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of 36B5.DE and ESRI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


36B5.DEESRI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

1.61

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.29

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.39

-0.03

Drawdowns

36B5.DE vs. ESRI.DE - Drawdown Comparison

The maximum 36B5.DE drawdown since its inception was -36.40%, roughly equal to the maximum ESRI.DE drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for 36B5.DE and ESRI.DE.


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Drawdown Indicators


36B5.DEESRI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.40%

-36.06%

-0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.04%

-11.40%

+1.36%

Max Drawdown (3Y)

Largest decline over 3 years

-20.62%

-19.30%

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-25.22%

-20.43%

-4.79%

Current Drawdown

Current decline from peak

-2.94%

-2.28%

-0.66%

Average Drawdown

Average peak-to-trough decline

-10.18%

-7.76%

-2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

3.11%

-0.29%

Volatility

36B5.DE vs. ESRI.DE - Volatility Comparison

The current volatility for iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) is 5.97%, while BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc (ESRI.DE) has a volatility of 6.34%. This indicates that 36B5.DE experiences smaller price fluctuations and is considered to be less risky than ESRI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


36B5.DEESRI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

6.34%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

13.73%

14.55%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

16.85%

16.97%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

15.36%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

18.08%

+1.57%

36B5.DE vs. ESRI.DE - Expense Ratio Comparison

36B5.DE has a 0.25% expense ratio, which is lower than ESRI.DE's 0.30% expense ratio.


Dividends

36B5.DE vs. ESRI.DE - Dividend Comparison

36B5.DE's dividend yield for the trailing twelve months is around 1.78%, while ESRI.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
36B5.DE
iShares MSCI EM SRI UCITS ETF USD Dist
1.78%2.09%2.34%2.32%2.31%1.84%1.57%2.31%
ESRI.DE
BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, 36B5.DE and ESRI.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, 36B5.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

36B5.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ESRI.DE.

36B5.DE tracks MSCI Emerging Markets SRI Select Reduced Fossil Fuels, while ESRI.DE tracks MSCI Emerging SRI S-Series PAB 5% Capped. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.25% for 36B5.DE and 0.30% for ESRI.DE.

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