36B6.DE vs. IUSQ.DE
36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - 36B6.DE is a Large Cap Blend Equities fund tracking the MSCI USA SRI Select Reduced Fossil Fuels, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 5 years, 36B6.DE returned 12.25%/yr vs 12.42%/yr for IUSQ.DE. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
36B6.DE vs. IUSQ.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 IUSQ.DE's 12.65% 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*
- —
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
36B6.DE vs. IUSQ.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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 16.21% |
Correlation
The correlation between 36B6.DE and IUSQ.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.92 |
The correlation between 36B6.DE and IUSQ.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
36B6.DE vs. IUSQ.DE — Risk / Return Rank
36B6.DE
IUSQ.DE
36B6.DE vs. IUSQ.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 ACWI UCITS ETF (Acc) (IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.43 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 4.08 | -0.98 |
| Martin ratioReturn relative to average drawdown | 10.29 | 16.69 | -6.40 |
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 | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.31 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.88 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.76 | +0.10 |
Drawdowns
36B6.DE vs. IUSQ.DE - Drawdown Comparison
The maximum 36B6.DE drawdown since its inception was -34.21%, roughly equal to the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for 36B6.DE and IUSQ.DE.
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Drawdown Indicators
| 36B6.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | -33.60% | -0.61% |
Max Drawdown (1Y)Largest decline over 1 year | -7.21% | -6.48% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -23.75% | -21.25% | -2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | -21.25% | -2.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.55% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -4.19% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 1.59% | +0.58% |
Volatility
36B6.DE vs. IUSQ.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a higher volatility of 3.79% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that 36B6.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 3.03% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 8.26% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.71% | 11.47% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 13.94% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 15.02% | +2.52% |
36B6.DE vs. IUSQ.DE - Expense Ratio Comparison
Both 36B6.DE and IUSQ.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
36B6.DE vs. IUSQ.DE - Dividend Comparison
36B6.DE's dividend yield for the trailing twelve months is around 0.85%, while IUSQ.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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
36B6.DE and IUSQ.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
36B6.DE and IUSQ.DE have the same expense ratio: 0.20% per year.
36B6.DE is categorized as Large Cap Blend Equities, while IUSQ.DE is Global Equities. 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while IUSQ.DE tracks MSCI All Country World (ACWI).
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