36B6.DE vs. 5HED.DE
36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) and 5HED.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)) are both Large Cap Blend Equities funds - 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while 5HED.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. Both are passively managed. Over the past 5 years, 36B6.DE returned 12.25%/yr vs 3.35%/yr for 5HED.DE. Their correlation of 0.83 suggests significant overlap in exposure. 36B6.DE charges 0.20%/yr vs 0.75%/yr for 5HED.DE.
Performance
36B6.DE vs. 5HED.DE - Performance Comparison
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Different Trading Currencies
36B6.DE is traded in EUR, while 5HED.DE is traded in USD. To make them comparable, the 5HED.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 36B6.DE achieves a 14.86% return, which is significantly higher than 5HED.DE's -0.34% return.
36B6.DE
- 1D
- 0.12%
- 1M
- 4.77%
- YTD
- 14.86%
- 6M
- 14.34%
- 1Y
- 22.45%
- 3Y*
- 14.59%
- 5Y*
- 12.25%
- 10Y*
- —
5HED.DE
- 1D
- 1.25%
- 1M
- -1.08%
- YTD
- -0.34%
- 6M
- 0.74%
- 1Y
- 4.20%
- 3Y*
- 1.50%
- 5Y*
- 3.35%
- 10Y*
- —
36B6.DE vs. 5HED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 20.20% | -14.25% | 43.41% | 13.54% | 20.91% |
5HED.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) | -0.34% | -7.59% | 10.48% | 12.57% | -11.75% | 32.56% | 12.72% | 20.00% |
Correlation
The correlation between 36B6.DE and 5HED.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.83 |
Over the past year, the correlation between 36B6.DE and 5HED.DE has dropped to 0.58 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
36B6.DE vs. 5HED.DE — Risk / Return Rank
36B6.DE
5HED.DE
36B6.DE vs. 5HED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.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.
| 36B6.DE | 5HED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.45 | ||
| Sortino ratioReturn per unit of downside risk | +1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.06 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 0.51 | +2.59 |
| Martin ratioReturn relative to average drawdown | 10.29 | 1.28 | +9.02 |
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
| 36B6.DE | 5HED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 0.30 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.21 | +0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.48 | +0.37 |
Drawdowns
36B6.DE vs. 5HED.DE - Drawdown Comparison
The maximum 36B6.DE drawdown since its inception was -34.21%, which is greater than 5HED.DE's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for 36B6.DE and 5HED.DE.
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Drawdown Indicators
| 36B6.DE | 5HED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | -32.31% | -1.90% |
Max Drawdown (1Y)Largest decline over 1 year | -7.21% | -6.99% | -0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -23.75% | -21.72% | -2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | -21.72% | -2.03% |
Current DrawdownCurrent decline from peak | 0.00% | -11.81% | +11.81% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -6.47% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.81% | -0.64% |
Volatility
36B6.DE vs. 5HED.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.DE) have volatilities of 3.79% and 3.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 36B6.DE | 5HED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 3.81% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 8.60% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.71% | 11.79% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 15.59% | -0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 17.50% | +0.04% |
36B6.DE vs. 5HED.DE - Expense Ratio Comparison
36B6.DE has a 0.20% expense ratio, which is lower than 5HED.DE's 0.75% expense ratio.
Dividends
36B6.DE vs. 5HED.DE - Dividend Comparison
36B6.DE's dividend yield for the trailing twelve months is around 0.85%, while 5HED.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 0.85% | 0.97% | 1.10% | 1.27% | 1.40% | 0.91% | 1.05% | 1.17% |
5HED.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
36B6.DE and 5HED.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36B6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36B6.DE is cheaper with a 0.20% expense ratio, compared with 0.75% for 5HED.DE.
36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while 5HED.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.20% for 36B6.DE and 0.75% for 5HED.DE.
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