36B6.DE vs. IQQN.DE
36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) and IQQN.DE (iShares MSCI North America UCITS ETF) are both Large Cap Blend Equities funds from iShares - 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while IQQN.DE tracks the MSCI North America. Both are passively managed. Over the past 5 years, 36B6.DE returned 12.25%/yr vs 13.97%/yr for IQQN.DE. Their correlation of 0.94 suggests significant overlap in exposure. 36B6.DE charges 0.20%/yr vs 0.40%/yr for IQQN.DE.
Performance
36B6.DE vs. IQQN.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 IQQN.DE's 11.09% 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*
- —
IQQN.DE
- 1D
- -0.05%
- 1M
- 4.42%
- YTD
- 11.09%
- 6M
- 10.54%
- 1Y
- 24.97%
- 3Y*
- 18.64%
- 5Y*
- 13.97%
- 10Y*
- 14.38%
36B6.DE vs. IQQN.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% |
IQQN.DE iShares MSCI North America UCITS ETF | 11.09% | 4.95% | 31.43% | 22.31% | -15.50% | 38.10% | 8.53% | 18.72% |
Correlation
The correlation between 36B6.DE and IQQN.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 (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.94 |
The correlation between 36B6.DE and IQQN.DE has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
36B6.DE vs. IQQN.DE — Risk / Return Rank
36B6.DE
IQQN.DE
36B6.DE vs. IQQN.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 MSCI North America UCITS ETF (IQQN.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 | IQQN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 3.46 | -0.37 |
| Martin ratioReturn relative to average drawdown | 10.29 | 12.25 | -1.96 |
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 | IQQN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.16 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.91 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.59 | +0.27 |
Drawdowns
36B6.DE vs. IQQN.DE - Drawdown Comparison
The maximum 36B6.DE drawdown since its inception was -34.21%, smaller than the maximum IQQN.DE drawdown of -52.40%. Use the drawdown chart below to compare losses from any high point for 36B6.DE and IQQN.DE.
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Drawdown Indicators
| 36B6.DE | IQQN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | -52.40% | +18.19% |
Max Drawdown (1Y)Largest decline over 1 year | -7.21% | -7.22% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -23.75% | -23.46% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | -23.46% | -0.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.38% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.35% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -9.11% | +4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.05% | +0.12% |
Volatility
36B6.DE vs. IQQN.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a higher volatility of 3.79% compared to iShares MSCI North America UCITS ETF (IQQN.DE) at 2.66%. This indicates that 36B6.DE's price experiences larger fluctuations and is considered to be riskier than IQQN.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 | IQQN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 2.66% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 7.55% | +1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.71% | 11.56% | +1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 15.24% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 16.09% | +1.45% |
36B6.DE vs. IQQN.DE - Expense Ratio Comparison
36B6.DE has a 0.20% expense ratio, which is lower than IQQN.DE's 0.40% expense ratio.
Dividends
36B6.DE vs. IQQN.DE - Dividend Comparison
36B6.DE's dividend yield for the trailing twelve months is around 0.85%, more than IQQN.DE's 0.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
IQQN.DE iShares MSCI North America UCITS ETF | 0.61% | 0.68% | 0.75% | 0.99% | 1.15% | 0.73% | 1.09% | 1.22% | 1.42% | 1.34% | 1.37% | 1.53% |
Frequently Asked Questions
36B6.DE and IQQN.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, 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 0.40% for IQQN.DE.
36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while IQQN.DE tracks MSCI North America. Their fees differ too: 0.20% for 36B6.DE and 0.40% for IQQN.DE.
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