36B6.DE vs. USUE.DE
36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) and USUE.DE (UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc) are both Large Cap Blend Equities funds - 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while USUE.DE tracks the MSCI USA Select Factor Mix. Both are passively managed. Over the past 5 years, 36B6.DE returned 12.25%/yr vs 11.49%/yr for USUE.DE. Their correlation of 0.89 suggests significant overlap in exposure. 36B6.DE charges 0.20%/yr vs 0.25%/yr for USUE.DE.
Performance
36B6.DE vs. USUE.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 USUE.DE's 13.01% return.
36B6.DE
- 1D
- 0.12%
- 1M
- 6.46%
- YTD
- 14.86%
- 6M
- 15.23%
- 1Y
- 22.43%
- 3Y*
- 14.59%
- 5Y*
- 12.25%
- 10Y*
- —
USUE.DE
- 1D
- 0.29%
- 1M
- 4.91%
- YTD
- 13.01%
- 6M
- 13.36%
- 1Y
- 21.52%
- 3Y*
- 15.86%
- 5Y*
- 11.49%
- 10Y*
- —
36B6.DE vs. USUE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 20.20% | -14.25% | 43.41% | 7.39% |
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc | 13.01% | 1.00% | 25.07% | 12.96% | -8.63% | 35.62% | -1.09% |
Correlation
The correlation between 36B6.DE and USUE.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2020 | 0.89 |
The correlation between 36B6.DE and USUE.DE shifts across timeframes, from 0.74 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
36B6.DE vs. USUE.DE — Risk / Return Rank
36B6.DE
USUE.DE
36B6.DE vs. USUE.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 UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.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 | USUE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.33 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 4.41 | -1.31 |
| Martin ratioReturn relative to average drawdown | 10.29 | 14.20 | -3.91 |
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 | USUE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.89 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.79 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.65 | +0.21 |
Drawdowns
36B6.DE vs. USUE.DE - Drawdown Comparison
The maximum 36B6.DE drawdown since its inception was -34.21%, roughly equal to the maximum USUE.DE drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for 36B6.DE and USUE.DE.
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Drawdown Indicators
| 36B6.DE | USUE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | -35.36% | +1.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.21% | -4.86% | -2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -23.75% | -20.79% | -2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | -20.79% | -2.96% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -5.53% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 1.51% | +0.66% |
Volatility
36B6.DE vs. USUE.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a higher volatility of 3.79% compared to UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) at 2.84%. This indicates that 36B6.DE's price experiences larger fluctuations and is considered to be riskier than USUE.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 | USUE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 2.84% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 7.98% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.71% | 11.34% | +1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 14.42% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 17.33% | +0.21% |
36B6.DE vs. USUE.DE - Expense Ratio Comparison
36B6.DE has a 0.20% expense ratio, which is lower than USUE.DE's 0.25% expense ratio. Despite the difference, 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. USUE.DE - Dividend Comparison
36B6.DE's dividend yield for the trailing twelve months is around 0.85%, while USUE.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% |
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix 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 USUE.DE have a correlation of 0.74, 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 0.25% for USUE.DE.
36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while USUE.DE tracks MSCI USA Select Factor Mix. They also come from different issuers: iShares and UBS. Their fees differ too: 0.20% for 36B6.DE and 0.25% for USUE.DE.
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