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36B6.DE vs. SUUS.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 36B6.DE and SUUS.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

36B6.DE vs. SUUS.L - 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 MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L). The values are adjusted to include any dividend payments, if applicable.

100.00%110.00%120.00%130.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
136.91%
135.23%
36B6.DE
SUUS.L

Key characteristics

Sharpe Ratio

36B6.DE:

2.15

SUUS.L:

2.01

Sortino Ratio

36B6.DE:

2.96

SUUS.L:

2.82

Omega Ratio

36B6.DE:

1.43

SUUS.L:

1.38

Calmar Ratio

36B6.DE:

3.12

SUUS.L:

3.59

Martin Ratio

36B6.DE:

11.36

SUUS.L:

11.08

Ulcer Index

36B6.DE:

2.31%

SUUS.L:

2.08%

Daily Std Dev

36B6.DE:

12.16%

SUUS.L:

11.45%

Max Drawdown

36B6.DE:

-34.21%

SUUS.L:

-24.56%

Current Drawdown

36B6.DE:

-0.61%

SUUS.L:

-1.02%

Returns By Period

In the year-to-date period, 36B6.DE achieves a 24.69% return, which is significantly higher than SUUS.L's 19.12% return.


36B6.DE

YTD

24.69%

1M

3.24%

6M

17.94%

1Y

27.36%

5Y (annualized)

16.37%

10Y (annualized)

N/A

SUUS.L

YTD

19.12%

1M

3.22%

6M

15.07%

1Y

23.07%

5Y (annualized)

16.05%

10Y (annualized)

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


36B6.DE vs. SUUS.L - Expense Ratio Comparison

Both 36B6.DE and SUUS.L 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%.


36B6.DE
iShares MSCI USA SRI UCITS ETF USD Dist
Expense ratio chart for 36B6.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SUUS.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

36B6.DE vs. SUUS.L - Risk-Adjusted Performance 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 USA SRI UCITS ETF USD (Acc) (SUUS.L). 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.


Sharpe ratio
The chart of Sharpe ratio for 36B6.DE, currently valued at 1.94, compared to the broader market0.002.004.001.941.92
The chart of Sortino ratio for 36B6.DE, currently valued at 2.70, compared to the broader market-2.000.002.004.006.008.0010.0012.002.702.66
The chart of Omega ratio for 36B6.DE, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.35
The chart of Calmar ratio for 36B6.DE, currently valued at 2.83, compared to the broader market0.005.0010.0015.002.832.87
The chart of Martin ratio for 36B6.DE, currently valued at 10.06, compared to the broader market0.0020.0040.0060.0080.00100.0010.069.96
36B6.DE
SUUS.L

The current 36B6.DE Sharpe Ratio is 2.15, which is comparable to the SUUS.L Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of 36B6.DE and SUUS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.94
1.92
36B6.DE
SUUS.L

Dividends

36B6.DE vs. SUUS.L - Dividend Comparison

36B6.DE's dividend yield for the trailing twelve months is around 1.10%, while SUUS.L has not paid dividends to shareholders.


TTM20232022202120202019
36B6.DE
iShares MSCI USA SRI UCITS ETF USD Dist
1.10%1.27%1.41%0.91%1.05%1.17%
SUUS.L
iShares MSCI USA SRI UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

36B6.DE vs. SUUS.L - Drawdown Comparison

The maximum 36B6.DE drawdown since its inception was -34.21%, which is greater than SUUS.L's maximum drawdown of -24.56%. Use the drawdown chart below to compare losses from any high point for 36B6.DE and SUUS.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.31%
-0.19%
36B6.DE
SUUS.L

Volatility

36B6.DE vs. SUUS.L - Volatility Comparison

iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) and iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) have volatilities of 2.90% and 2.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.90%
2.89%
36B6.DE
SUUS.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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