36B5.DE vs. VWO
Compare and contrast key facts about iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) and Vanguard FTSE Emerging Markets ETF (VWO).
36B5.DE and VWO 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. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005. Both 36B5.DE and VWO 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 VWO.
Performance
36B5.DE vs. VWO - Performance Comparison
Returns By Period
In the year-to-date period, 36B5.DE achieves a 12.83% return, which is significantly higher than VWO's 11.57% return.
36B5.DE
12.83%
-3.51%
6.34%
13.23%
2.93%
N/A
VWO
11.57%
-4.87%
2.28%
15.97%
4.45%
3.35%
Key characteristics
| 36B5.DE | VWO | |
|---|---|---|
| Sharpe Ratio | 0.91 | 1.11 |
| Sortino Ratio | 1.36 | 1.63 |
| Omega Ratio | 1.17 | 1.20 |
| Calmar Ratio | 0.53 | 0.70 |
| Martin Ratio | 5.15 | 5.68 |
| Ulcer Index | 2.50% | 2.89% |
| Daily Std Dev | 14.07% | 14.79% |
| Max Drawdown | -36.40% | -67.68% |
| Current Drawdown | -9.18% | -10.19% |
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36B5.DE vs. VWO - Expense Ratio Comparison
36B5.DE has a 0.25% expense ratio, which is higher than VWO's 0.08% 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%.
Correlation
The correlation between 36B5.DE and VWO is 0.78, 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.
Risk-Adjusted Performance
36B5.DE vs. VWO - 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 Vanguard FTSE Emerging Markets ETF (VWO). 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. VWO - Dividend Comparison
36B5.DE's dividend yield for the trailing twelve months is around 2.11%, less than VWO's 2.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
36B5.DE iShares MSCI EM SRI UCITS ETF USD Dist | 2.11% | 2.32% | 2.31% | 1.84% | 1.57% | 2.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 2.65% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
36B5.DE vs. VWO - Drawdown Comparison
The maximum 36B5.DE drawdown since its inception was -36.40%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for 36B5.DE and VWO. For additional features, visit the drawdowns tool.
Volatility
36B5.DE vs. VWO - Volatility Comparison
iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) has a higher volatility of 5.30% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 4.50%. This indicates that 36B5.DE's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.