36B5.DE vs. SXR8.DE
36B5.DE (iShares MSCI EM SRI UCITS ETF USD Dist) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - 36B5.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets SRI Select Reduced Fossil Fuels, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, 36B5.DE returned 5.01%/yr vs 14.77%/yr for SXR8.DE. A 0.58 correlation means they provide meaningful diversification when combined. 36B5.DE charges 0.25%/yr vs 0.07%/yr for SXR8.DE.
Performance
36B5.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 36B5.DE achieves a 17.40% return, which is significantly higher than SXR8.DE's 11.37% return.
36B5.DE
- 1D
- -1.48%
- 1M
- 0.60%
- YTD
- 17.40%
- 6M
- 18.30%
- 1Y
- 35.45%
- 3Y*
- 14.26%
- 5Y*
- 5.01%
- 10Y*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
36B5.DE vs. SXR8.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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 19.78% |
Correlation
The correlation between 36B5.DE and SXR8.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.58 |
The correlation between 36B5.DE and SXR8.DE shifts across timeframes, from 0.55 (5 years) to 0.66 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
36B5.DE vs. SXR8.DE — Risk / Return Rank
36B5.DE
SXR8.DE
36B5.DE vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.41 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 3.58 | -0.01 |
| Martin ratioReturn relative to average drawdown | 12.71 | 12.71 | 0.00 |
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
| 36B5.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.21 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.96 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.79 | -0.43 |
Drawdowns
36B5.DE vs. SXR8.DE - Drawdown Comparison
The maximum 36B5.DE drawdown since its inception was -36.40%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for 36B5.DE and SXR8.DE.
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Drawdown Indicators
| 36B5.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.40% | -33.78% | -2.62% |
Max Drawdown (1Y)Largest decline over 1 year | -10.04% | -7.13% | -2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -20.62% | -23.32% | +2.70% |
Max Drawdown (5Y)Largest decline over 5 years | -25.22% | -23.32% | -1.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -2.94% | -0.45% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -10.18% | -5.17% | -5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.01% | +0.81% |
Volatility
36B5.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) has a higher volatility of 5.97% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that 36B5.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.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.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.97% | 2.65% | +3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 13.73% | 7.57% | +6.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 11.56% | +5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 15.16% | +1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 16.09% | +3.56% |
36B5.DE vs. SXR8.DE - Expense Ratio Comparison
36B5.DE has a 0.25% expense ratio, which is higher than SXR8.DE'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
36B5.DE vs. SXR8.DE - Dividend Comparison
36B5.DE's dividend yield for the trailing twelve months is around 1.78%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
36B5.DE and SXR8.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for 36B5.DE.
36B5.DE is categorized as Emerging Markets Equities, while SXR8.DE is S&P 500. 36B5.DE tracks MSCI Emerging Markets SRI Select Reduced Fossil Fuels, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.25% for 36B5.DE and 0.07% for SXR8.DE.
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