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36B6.DE vs. ACU2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

36B6.DE vs. ACU2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) and Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 36B6.DE achieves a 17.30% return, which is significantly higher than ACU2.DE's 13.99% return.


36B6.DE

1D
0.08%
1M
4.33%
YTD
17.30%
6M
17.76%
1Y
26.26%
3Y*
15.24%
5Y*
12.05%
10Y*

ACU2.DE

1D
-0.38%
1M
2.69%
YTD
13.99%
6M
14.31%
1Y
27.62%
3Y*
17.17%
5Y*
12.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

36B6.DE vs. ACU2.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
36B6.DE
iShares MSCI USA SRI UCITS ETF USD Dist
17.30%-0.74%20.36%20.16%-14.22%43.32%13.71%21.07%
ACU2.DE
Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR
13.99%1.61%26.66%22.75%-15.77%38.66%9.40%18.88%

Correlation

The correlation between 36B6.DE and ACU2.DE is 0.94, 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

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2019

0.95

The correlation between 36B6.DE and ACU2.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

36B6.DE vs. ACU2.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

36B6.DE
36B6.DE Risk / Return Rank: 7272
Overall Rank
36B6.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
36B6.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
36B6.DE Omega Ratio Rank: 6767
Omega Ratio Rank
36B6.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
36B6.DE Martin Ratio Rank: 7474
Martin Ratio Rank

ACU2.DE
ACU2.DE Risk / Return Rank: 7070
Overall Rank
ACU2.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ACU2.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
ACU2.DE Omega Ratio Rank: 7373
Omega Ratio Rank
ACU2.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
ACU2.DE Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

36B6.DE vs. ACU2.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 Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


36B6.DEACU2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.35

1.38

-0.02

Calmar ratioReturn relative to maximum drawdown

3.65

2.76

+0.89

Martin ratioReturn relative to average drawdown

12.18

9.59

+2.59

36B6.DE vs. ACU2.DE - Sharpe Ratio Comparison

The current 36B6.DE Sharpe Ratio is 1.99, which is comparable to the ACU2.DE Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of 36B6.DE and ACU2.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

36B6.DE vs. ACU2.DE - Drawdown Comparison

The maximum 36B6.DE drawdown since its inception was -34.22%, roughly equal to the maximum ACU2.DE drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for 36B6.DE and ACU2.DE.


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Drawdown Indicators


36B6.DEACU2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.22%

-34.31%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.16%

-9.95%

+2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-23.76%

-23.98%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-23.76%

-23.98%

+0.22%

Current Drawdown

Current decline from peak

-0.50%

-0.51%

+0.01%

Average Drawdown

Average peak-to-trough decline

-4.93%

-4.79%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.87%

-0.72%

Volatility

36B6.DE vs. ACU2.DE - Volatility Comparison

iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) and Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) have volatilities of 3.72% and 3.72%, 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.DEACU2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

3.72%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

9.39%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

13.03%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

15.53%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.51%

16.92%

+0.59%

36B6.DE vs. ACU2.DE - Expense Ratio Comparison

36B6.DE has a 0.20% expense ratio, which is lower than ACU2.DE's 0.35% expense ratio.


Dividends

36B6.DE vs. ACU2.DE - Dividend Comparison

36B6.DE's dividend yield for the trailing twelve months is around 0.89%, while ACU2.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
36B6.DE
iShares MSCI USA SRI UCITS ETF USD Dist
0.89%0.97%1.09%1.28%1.41%0.91%1.04%1.23%
ACU2.DE
Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, 36B6.DE and ACU2.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.35% for ACU2.DE.

36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while ACU2.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for 36B6.DE and 0.35% for ACU2.DE.

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