36B6.DE vs. NQSE.DE
36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - 36B6.DE is a Large Cap Blend Equities fund tracking the MSCI USA SRI Select Reduced Fossil Fuels, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, 36B6.DE returned 12.25%/yr vs 14.91%/yr for NQSE.DE. A 0.75 correlation means they provide meaningful diversification when combined. 36B6.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
36B6.DE vs. NQSE.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 lower than NQSE.DE's 17.82% 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*
- —
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
36B6.DE vs. NQSE.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% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 20.57% |
Correlation
The correlation between 36B6.DE and NQSE.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.75 |
The correlation between 36B6.DE and NQSE.DE has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.
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Return for Risk
36B6.DE vs. NQSE.DE — Risk / Return Rank
36B6.DE
NQSE.DE
36B6.DE vs. NQSE.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 NASDAQ 100 UCITS ETF (NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.39 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 3.08 | +0.02 |
| Martin ratioReturn relative to average drawdown | 10.29 | 10.77 | -0.48 |
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 | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.28 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.71 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.82 | +0.04 |
Drawdowns
36B6.DE vs. NQSE.DE - Drawdown Comparison
The maximum 36B6.DE drawdown since its inception was -34.21%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for 36B6.DE and NQSE.DE.
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Drawdown Indicators
| 36B6.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | -37.67% | +3.46% |
Max Drawdown (1Y)Largest decline over 1 year | -7.21% | -11.87% | +4.66% |
Max Drawdown (3Y)Largest decline over 3 years | -23.75% | -22.40% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | -37.67% | +13.92% |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -8.56% | +3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 3.40% | -1.23% |
Volatility
36B6.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) is 3.79%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that 36B6.DE experiences smaller price fluctuations and is considered to be less risky than NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 4.75% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 11.99% | -2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.71% | 16.05% | -3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 20.91% | -5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 21.54% | -4.00% |
36B6.DE vs. NQSE.DE - Expense Ratio Comparison
36B6.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
36B6.DE vs. NQSE.DE - Dividend Comparison
36B6.DE's dividend yield for the trailing twelve months is around 0.85%, while NQSE.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% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
36B6.DE and NQSE.DE have a correlation of 0.72, 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 0.33% for NQSE.DE.
36B6.DE is categorized as Large Cap Blend Equities, while NQSE.DE is Nasdaq-100. 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for 36B6.DE and 0.33% for NQSE.DE.
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