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

Key characteristics


36B6.DESUUS.L
YTD Return2.59%1.17%
1Y Return17.71%14.05%
3Y Return (Ann)9.80%9.40%
5Y Return (Ann)14.55%14.32%
Sharpe Ratio1.761.30
Daily Std Dev10.60%10.79%
Max Drawdown-34.21%-24.56%
Current Drawdown-5.15%-5.07%

Correlation

-0.50.00.51.00.9

The correlation between 36B6.DE and SUUS.L is 0.93, 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.

Performance

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

In the year-to-date period, 36B6.DE achieves a 2.59% return, which is significantly higher than SUUS.L's 1.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
12.12%
11.59%
36B6.DE
SUUS.L

Compare stocks, funds, or ETFs

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


iShares MSCI USA SRI UCITS ETF USD Dist

iShares MSCI USA SRI UCITS ETF USD (Acc)

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

Both 36B6.DE and SUUS.L have an expense ratio of 0.20%.

36B6.DE
iShares MSCI USA SRI UCITS ETF USD Dist
0.50%1.00%1.50%2.00%0.20%
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.


36B6.DE
Sharpe ratio
The chart of Sharpe ratio for 36B6.DE, currently valued at 1.34, compared to the broader market-1.000.001.002.003.004.005.001.34
Sortino ratio
The chart of Sortino ratio for 36B6.DE, currently valued at 1.99, compared to the broader market-2.000.002.004.006.008.001.99
Omega ratio
The chart of Omega ratio for 36B6.DE, currently valued at 1.24, compared to the broader market1.001.502.002.501.24
Calmar ratio
The chart of Calmar ratio for 36B6.DE, currently valued at 1.00, compared to the broader market0.002.004.006.008.0010.0012.001.00
Martin ratio
The chart of Martin ratio for 36B6.DE, currently valued at 4.24, compared to the broader market0.0020.0040.0060.0080.004.24
SUUS.L
Sharpe ratio
The chart of Sharpe ratio for SUUS.L, currently valued at 1.22, compared to the broader market-1.000.001.002.003.004.005.001.22
Sortino ratio
The chart of Sortino ratio for SUUS.L, currently valued at 1.84, compared to the broader market-2.000.002.004.006.008.001.84
Omega ratio
The chart of Omega ratio for SUUS.L, currently valued at 1.23, compared to the broader market1.001.502.002.501.23
Calmar ratio
The chart of Calmar ratio for SUUS.L, currently valued at 0.97, compared to the broader market0.002.004.006.008.0010.0012.000.97
Martin ratio
The chart of Martin ratio for SUUS.L, currently valued at 3.95, compared to the broader market0.0020.0040.0060.0080.003.95

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

The current 36B6.DE Sharpe Ratio is 1.76, which is higher than the SUUS.L Sharpe Ratio of 1.30. The chart below compares the 12-month rolling Sharpe Ratio of 36B6.DE and SUUS.L.


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2024FebruaryMarchApril
1.34
1.22
36B6.DE
SUUS.L

Dividends

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

36B6.DE's dividend yield for the trailing twelve months is around 1.36%, while SUUS.L has not paid dividends to shareholders.


TTM20232022202120202019
36B6.DE
iShares MSCI USA SRI UCITS ETF USD Dist
1.36%1.40%1.49%1.06%1.23%1.31%
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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.17%
-7.25%
36B6.DE
SUUS.L

Volatility

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

The current volatility for iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) is 3.55%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) has a volatility of 4.98%. This indicates that 36B6.DE experiences smaller price fluctuations and is considered to be less risky than SUUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.55%
4.98%
36B6.DE
SUUS.L