36B5.DE vs. IEEM.L
Compare and contrast key facts about iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) and iShares MSCI EM UCITS ETF (Dist) (IEEM.L).
36B5.DE and IEEM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 36B5.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets SRI Select Reduced Fossil Fuels. It was launched on Dec 6, 2018. IEEM.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Nov 18, 2005. Both 36B5.DE and IEEM.L 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: 36B5.DE or IEEM.L.
Key characteristics
| 36B5.DE | IEEM.L | |
|---|---|---|
| YTD Return | 15.92% | 13.03% |
| 1Y Return | 17.05% | 16.41% |
| 3Y Return (Ann) | -1.45% | 1.07% |
| 5Y Return (Ann) | 4.12% | 5.12% |
| Sharpe Ratio | 1.52 | 1.19 |
| Sortino Ratio | 2.19 | 1.76 |
| Omega Ratio | 1.27 | 1.22 |
| Calmar Ratio | 0.88 | 0.73 |
| Martin Ratio | 8.00 | 6.03 |
| Ulcer Index | 2.68% | 2.72% |
| Daily Std Dev | 14.25% | 13.77% |
| Max Drawdown | -36.40% | -53.22% |
| Current Drawdown | -6.70% | -5.79% |
Correlation
The correlation between 36B5.DE and IEEM.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
36B5.DE vs. IEEM.L - Performance Comparison
In the year-to-date period, 36B5.DE achieves a 15.92% return, which is significantly higher than IEEM.L's 13.03% 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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36B5.DE vs. IEEM.L - Expense Ratio Comparison
36B5.DE has a 0.25% expense ratio, which is higher than IEEM.L's 0.18% 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
36B5.DE vs. IEEM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) and iShares MSCI EM UCITS ETF (Dist) (IEEM.L). 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
36B5.DE vs. IEEM.L - Dividend Comparison
36B5.DE's dividend yield for the trailing twelve months is around 2.05%, less than IEEM.L's 2.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
36B5.DE iShares MSCI EM SRI UCITS ETF USD Dist | 2.05% | 2.32% | 2.31% | 1.84% | 1.57% | 2.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEEM.L iShares MSCI EM UCITS ETF (Dist) | 2.75% | 2.91% | 3.40% | 2.74% | 1.98% | 2.32% | 2.51% | 1.86% | 2.09% | 3.38% | 3.31% | 2.72% |
Drawdowns
36B5.DE vs. IEEM.L - Drawdown Comparison
The maximum 36B5.DE drawdown since its inception was -36.40%, smaller than the maximum IEEM.L drawdown of -53.22%. Use the drawdown chart below to compare losses from any high point for 36B5.DE and IEEM.L. For additional features, visit the drawdowns tool.
Volatility
36B5.DE vs. IEEM.L - Volatility Comparison
The current volatility for iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) is 5.35%, while iShares MSCI EM UCITS ETF (Dist) (IEEM.L) has a volatility of 6.24%. This indicates that 36B5.DE experiences smaller price fluctuations and is considered to be less risky than IEEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.