36B6.DE vs. SXR8.DE
36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (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 SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, 36B6.DE returned 12.25%/yr vs 14.77%/yr for SXR8.DE. Their correlation of 0.94 suggests significant overlap in exposure. 36B6.DE charges 0.20%/yr vs 0.07%/yr for SXR8.DE.
Performance
36B6.DE vs. SXR8.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 SXR8.DE's 11.37% 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*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
36B6.DE vs. SXR8.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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 19.78% |
Correlation
The correlation between 36B6.DE and SXR8.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.94 |
The correlation between 36B6.DE and SXR8.DE has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
36B6.DE vs. SXR8.DE — Risk / Return Rank
36B6.DE
SXR8.DE
36B6.DE vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 3.58 | -0.48 |
| Martin ratioReturn relative to average drawdown | 10.29 | 12.71 | -2.42 |
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 | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.21 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.96 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.79 | +0.07 |
Drawdowns
36B6.DE vs. SXR8.DE - Drawdown Comparison
The maximum 36B6.DE drawdown since its inception was -34.21%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for 36B6.DE and SXR8.DE.
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Drawdown Indicators
| 36B6.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | -33.78% | -0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -7.21% | -7.13% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -23.75% | -23.32% | -0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | -23.32% | -0.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.45% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -5.17% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.01% | +0.16% |
Volatility
36B6.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a higher volatility of 3.79% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that 36B6.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 2.65% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 7.57% | +1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.71% | 11.56% | +1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 15.16% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 16.09% | +1.45% |
36B6.DE vs. SXR8.DE - Expense Ratio Comparison
36B6.DE has a 0.20% expense ratio, which is higher than SXR8.DE's 0.07% 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. SXR8.DE - Dividend Comparison
36B6.DE's dividend yield for the trailing twelve months is around 0.85%, while SXR8.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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
36B6.DE and SXR8.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for 36B6.DE.
36B6.DE is categorized as Large Cap Blend Equities, while SXR8.DE is S&P 500. 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.20% for 36B6.DE and 0.07% for SXR8.DE.
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