36B6.DE vs. LCUS.DE
36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) and LCUS.DE (Lyxor Core US Equity (DR) UCITS ETF - Dist) are both Large Cap Blend Equities funds - 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while LCUS.DE tracks the Russell 1000 TR USD. Both are passively managed. Their correlation of 0.84 suggests significant overlap in exposure. 36B6.DE charges 0.20%/yr vs 0.04%/yr for LCUS.DE.
Performance
36B6.DE vs. LCUS.DE - Performance Comparison
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Returns By Period
36B6.DE
- 1D
- 0.12%
- 1M
- 4.77%
- YTD
- 14.86%
- 6M
- 14.34%
- 1Y
- 22.45%
- 3Y*
- 14.59%
- 5Y*
- 12.25%
- 10Y*
- —
LCUS.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
36B6.DE vs. LCUS.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% |
LCUS.DE Lyxor Core US Equity (DR) UCITS ETF - Dist | 0.00% | 3.40% | 32.87% | 22.96% | -15.87% | 37.82% | 9.09% | 18.97% |
Correlation
The correlation between 36B6.DE and LCUS.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.84 |
The correlation between 36B6.DE and LCUS.DE shifts across timeframes, from 0.56 (3 years) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
36B6.DE vs. LCUS.DE — Risk / Return Rank
36B6.DE
LCUS.DE
36B6.DE vs. LCUS.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 Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.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 | LCUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.31 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | — | — |
| Martin ratioReturn relative to average drawdown | 10.29 | — | — |
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 | LCUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | — | — |
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 | — | — |
Drawdowns
36B6.DE vs. LCUS.DE - Drawdown Comparison
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Drawdown Indicators
| 36B6.DE | LCUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -7.21% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -23.75% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | — | — |
Average DrawdownAverage peak-to-trough decline | -4.98% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | — | — |
Volatility
36B6.DE vs. LCUS.DE - Volatility Comparison
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Volatility by Period
| 36B6.DE | LCUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.71% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | — | — |
36B6.DE vs. LCUS.DE - Expense Ratio Comparison
36B6.DE has a 0.20% expense ratio, which is higher than LCUS.DE's 0.04% 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. LCUS.DE - Dividend Comparison
36B6.DE's dividend yield for the trailing twelve months is around 0.85%, while LCUS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
LCUS.DE Lyxor Core US Equity (DR) UCITS ETF - Dist | 0.00% | 0.00% | 0.84% | 0.78% | 2.27% | 1.12% | 1.52% | 1.10% | 1.30% |
Frequently Asked Questions
36B6.DE and LCUS.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LCUS.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LCUS.DE is cheaper with a 0.04% expense ratio, compared with 0.20% for 36B6.DE.
36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while LCUS.DE tracks Russell 1000 TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for 36B6.DE and 0.04% for LCUS.DE.
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