36B6.DE vs. 6PSE.DE
36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) and 6PSE.DE (Invesco MSCI USA UCITS ETF Dist) are both Large Cap Blend Equities funds - 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while 6PSE.DE tracks the MSCI USA. Both are passively managed. Over the past 3 years, 36B6.DE returned 14.59%/yr vs 19.18%/yr for 6PSE.DE. Their correlation of 0.92 suggests significant overlap in exposure. 36B6.DE charges 0.20%/yr vs 0.05%/yr for 6PSE.DE.
Performance
36B6.DE vs. 6PSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 36B6.DE achieves a 14.86% return, which is significantly higher than 6PSE.DE's 11.33% return.
36B6.DE
- 1D
- 0.12%
- 1M
- 6.46%
- YTD
- 14.86%
- 6M
- 15.23%
- 1Y
- 22.43%
- 3Y*
- 14.59%
- 5Y*
- 12.25%
- 10Y*
- —
6PSE.DE
- 1D
- -0.18%
- 1M
- 5.37%
- YTD
- 11.33%
- 6M
- 11.30%
- 1Y
- 25.21%
- 3Y*
- 19.18%
- 5Y*
- —
- 10Y*
- —
36B6.DE vs. 6PSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 20.20% | -5.19% |
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 11.33% | 4.78% | 32.52% | 23.62% | -6.58% |
Correlation
The correlation between 36B6.DE and 6PSE.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022 | 0.92 |
The correlation between 36B6.DE and 6PSE.DE has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
36B6.DE vs. 6PSE.DE — Risk / Return Rank
36B6.DE
6PSE.DE
36B6.DE vs. 6PSE.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 Invesco MSCI USA UCITS ETF Dist (6PSE.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 | 6PSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 3.44 | -0.34 |
| Martin ratioReturn relative to average drawdown | 10.29 | 11.99 | -1.70 |
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 | 6PSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.15 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.93 | -0.07 |
Drawdowns
36B6.DE vs. 6PSE.DE - Drawdown Comparison
The maximum 36B6.DE drawdown since its inception was -34.21%, which is greater than 6PSE.DE's maximum drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for 36B6.DE and 6PSE.DE.
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Drawdown Indicators
| 36B6.DE | 6PSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | -23.70% | -10.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.21% | -7.31% | +0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -23.75% | -23.70% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.41% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -4.83% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.10% | +0.07% |
Volatility
36B6.DE vs. 6PSE.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a higher volatility of 3.79% compared to Invesco MSCI USA UCITS ETF Dist (6PSE.DE) at 2.73%. This indicates that 36B6.DE's price experiences larger fluctuations and is considered to be riskier than 6PSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 36B6.DE | 6PSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 2.73% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 7.68% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.71% | 11.65% | +1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 15.41% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 15.41% | +2.13% |
36B6.DE vs. 6PSE.DE - Expense Ratio Comparison
36B6.DE has a 0.20% expense ratio, which is higher than 6PSE.DE's 0.05% 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
36B6.DE vs. 6PSE.DE - Dividend Comparison
36B6.DE's dividend yield for the trailing twelve months is around 0.85%, less than 6PSE.DE's 1.05% yield.
| 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% |
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 1.05% | 1.16% | 1.26% | 1.51% | 1.69% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
36B6.DE and 6PSE.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 6PSE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
6PSE.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for 36B6.DE.
36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while 6PSE.DE tracks MSCI USA. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for 36B6.DE and 0.05% for 6PSE.DE.
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