36B5.DE vs. EUNY.DE
36B5.DE (iShares MSCI EM SRI UCITS ETF USD Dist) and EUNY.DE (iShares Emerging Markets Dividend UCITS ETF) are both Emerging Markets Equities funds from iShares - 36B5.DE tracks the MSCI Emerging Markets SRI Select Reduced Fossil Fuels while EUNY.DE tracks the Dow Jones Emerging Markets Select Dividend. Both are passively managed. Over the past 5 years, 36B5.DE returned 5.01%/yr vs 5.28%/yr for EUNY.DE. A 0.74 correlation means they provide meaningful diversification when combined. 36B5.DE charges 0.25%/yr vs 0.65%/yr for EUNY.DE.
Performance
36B5.DE vs. EUNY.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 36B5.DE achieves a 17.40% return, which is significantly higher than EUNY.DE's 11.46% 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*
- —
EUNY.DE
- 1D
- -0.55%
- 1M
- -1.57%
- YTD
- 11.46%
- 6M
- 10.81%
- 1Y
- 25.49%
- 3Y*
- 17.26%
- 5Y*
- 5.28%
- 10Y*
- 7.14%
36B5.DE vs. EUNY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 11.46% | 13.97% | 12.39% | 15.37% | -26.13% | 19.99% | -11.70% | 7.43% |
Correlation
The correlation between 36B5.DE and EUNY.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.74 |
The correlation between 36B5.DE and EUNY.DE has been stable across timeframes, ranging from 0.70 to 0.74 - a consistent structural relationship.
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
36B5.DE vs. EUNY.DE — Risk / Return Rank
36B5.DE
EUNY.DE
36B5.DE vs. EUNY.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 iShares Emerging Markets Dividend UCITS ETF (EUNY.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.DE | EUNY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 6.17 | -2.61 |
| Martin ratioReturn relative to average drawdown | 12.71 | 16.86 | -4.14 |
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
| 36B5.DE | EUNY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.13 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.34 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.22 | +0.14 |
Drawdowns
36B5.DE vs. EUNY.DE - Drawdown Comparison
The maximum 36B5.DE drawdown since its inception was -36.40%, smaller than the maximum EUNY.DE drawdown of -40.65%. Use the drawdown chart below to compare losses from any high point for 36B5.DE and EUNY.DE.
Loading charts...
Drawdown Indicators
| 36B5.DE | EUNY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.40% | -40.65% | +4.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.04% | -4.11% | -5.93% |
Max Drawdown (3Y)Largest decline over 3 years | -20.62% | -15.70% | -4.92% |
Max Drawdown (5Y)Largest decline over 5 years | -25.22% | -31.43% | +6.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.29% | — |
Current DrawdownCurrent decline from peak | -2.94% | -2.82% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -10.18% | -12.34% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 1.51% | +1.31% |
Volatility
36B5.DE vs. EUNY.DE - Volatility Comparison
iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) has a higher volatility of 5.97% compared to iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) at 4.52%. This indicates that 36B5.DE's price experiences larger fluctuations and is considered to be riskier than EUNY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 36B5.DE | EUNY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.97% | 4.52% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 13.73% | 9.70% | +4.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 11.90% | +4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 15.58% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 16.73% | +2.92% |
36B5.DE vs. EUNY.DE - Expense Ratio Comparison
36B5.DE has a 0.25% expense ratio, which is lower than EUNY.DE's 0.65% expense ratio.
Dividends
36B5.DE vs. EUNY.DE - Dividend Comparison
36B5.DE's dividend yield for the trailing twelve months is around 1.78%, less than EUNY.DE's 5.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 5.32% | 5.82% | 7.72% | 8.04% | 9.56% | 6.35% | 5.09% | 5.57% | 5.65% | 4.09% | 4.35% | 6.37% |
Frequently Asked Questions
36B5.DE and EUNY.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.65% for EUNY.DE.
36B5.DE tracks MSCI Emerging Markets SRI Select Reduced Fossil Fuels, while EUNY.DE tracks Dow Jones Emerging Markets Select Dividend. Their fees differ too: 0.25% for 36B5.DE and 0.65% for EUNY.DE.
Find the right allocation for 36B5.DE and EUNY.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