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36B6.DE vs. EXI3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

36B6.DE vs. EXI3.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 iShares Dow Jones Industrial Average UCITS ETF (DE) (EXI3.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 EXI3.DE's 11.81% 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*

EXI3.DE

1D
0.76%
1M
5.20%
YTD
11.81%
6M
12.38%
1Y
25.09%
3Y*
15.05%
5Y*
10.67%
10Y*
12.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

36B6.DE vs. EXI3.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%
EXI3.DE
iShares Dow Jones Industrial Average UCITS ETF (DE)
11.81%1.62%20.65%11.22%-3.01%31.25%-2.14%12.69%

Correlation

The correlation between 36B6.DE and EXI3.DE is 0.64, 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

0.64

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

0.75

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

0.82

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

0.84

Over the past year, the correlation between 36B6.DE and EXI3.DE has dropped to 0.64 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

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Return for Risk

36B6.DE vs. EXI3.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

EXI3.DE
EXI3.DE Risk / Return Rank: 6868
Overall Rank
EXI3.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EXI3.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
EXI3.DE Omega Ratio Rank: 6464
Omega Ratio Rank
EXI3.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
EXI3.DE Martin Ratio Rank: 7171
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. EXI3.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 iShares Dow Jones Industrial Average UCITS ETF (DE) (EXI3.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.DEEXI3.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.35

1.34

+0.01

Calmar ratioReturn relative to maximum drawdown

3.65

3.33

+0.32

Martin ratioReturn relative to average drawdown

12.18

11.48

+0.70

36B6.DE vs. EXI3.DE - Sharpe Ratio Comparison

The current 36B6.DE Sharpe Ratio is 1.99, which is comparable to the EXI3.DE Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of 36B6.DE and EXI3.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. EXI3.DE - Drawdown Comparison

The maximum 36B6.DE drawdown since its inception was -34.22%, smaller than the maximum EXI3.DE drawdown of -54.00%. Use the drawdown chart below to compare losses from any high point for 36B6.DE and EXI3.DE.


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Drawdown Indicators


36B6.DEEXI3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.22%

-54.00%

+19.78%

Max Drawdown (1Y)

Largest decline over 1 year

-7.16%

-7.50%

+0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-23.76%

-21.22%

-2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-23.76%

-21.22%

-2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-36.35%

Current Drawdown

Current decline from peak

-0.50%

0.00%

-0.50%

Average Drawdown

Average peak-to-trough decline

-4.93%

-9.66%

+4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.18%

-0.03%

Volatility

36B6.DE vs. EXI3.DE - Volatility Comparison

iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a higher volatility of 3.72% compared to iShares Dow Jones Industrial Average UCITS ETF (DE) (EXI3.DE) at 3.20%. This indicates that 36B6.DE's price experiences larger fluctuations and is considered to be riskier than EXI3.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.DEEXI3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

3.20%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

9.05%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

12.90%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

14.25%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.51%

16.12%

+1.39%

36B6.DE vs. EXI3.DE - Expense Ratio Comparison

36B6.DE has a 0.20% expense ratio, which is lower than EXI3.DE's 0.51% expense ratio.


Dividends

36B6.DE vs. EXI3.DE - Dividend Comparison

36B6.DE's dividend yield for the trailing twelve months is around 0.89%, more than EXI3.DE's 0.59% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
EXI3.DE
iShares Dow Jones Industrial Average UCITS ETF (DE)
0.59%0.63%0.75%0.91%0.93%0.67%1.08%1.06%0.73%1.23%1.43%1.95%

Frequently Asked Questions


36B6.DE and EXI3.DE have a correlation of 0.64, 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 0.51% for EXI3.DE.

36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while EXI3.DE tracks Dow Jones Industrial Average. Their fees differ too: 0.20% for 36B6.DE and 0.51% for EXI3.DE.

Portfolio Optimizer

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