36BA.DE vs. IVV
36BA.DE (iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist)) and IVV (iShares Core S&P 500 ETF) are both exchange-traded funds - 36BA.DE is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate Sustainable SRI Index (EUR Hedged), while IVV is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, 36BA.DE returned -1.61%/yr vs 14.95%/yr for IVV. At a 0.12 correlation, their price movements are largely independent. 36BA.DE charges 0.17%/yr vs 0.03%/yr for IVV.
Performance
36BA.DE vs. IVV - Performance Comparison
Loading charts...
Different Trading Currencies
36BA.DE is traded in EUR, while IVV is traded in USD. To make them comparable, the IVV values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 36BA.DE achieves a -0.71% return, which is significantly lower than IVV's 12.18% return.
36BA.DE
- 1D
- 0.27%
- 1M
- 0.18%
- YTD
- -0.71%
- 6M
- -0.48%
- 1Y
- 2.78%
- 3Y*
- 2.93%
- 5Y*
- -1.61%
- 10Y*
- —
IVV
- 1D
- 0.00%
- 1M
- 4.92%
- YTD
- 12.18%
- 6M
- 11.13%
- 1Y
- 25.96%
- 3Y*
- 19.27%
- 5Y*
- 14.95%
- 10Y*
- 15.22%
36BA.DE vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
36BA.DE iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) | -0.71% | 5.40% | 0.20% | 5.45% | -17.07% | -2.51% | 7.23% |
IVV iShares Core S&P 500 ETF | 12.64% | 3.86% | 33.18% | 22.52% | -13.09% | 38.39% | 17.62% |
Correlation
The correlation between 36BA.DE and IVV is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since May 15, 2020 | 0.12 |
The correlation between 36BA.DE and IVV shifts across timeframes, from 0.08 (3 years) to 0.21 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
36BA.DE vs. IVV — Risk / Return Rank
36BA.DE
IVV
36BA.DE vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) (36BA.DE) and iShares Core S&P 500 ETF (IVV). 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.
| 36BA.DE | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.39 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 3.54 | -2.62 |
| Martin ratioReturn relative to average drawdown | 2.43 | 13.43 | -11.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 36BA.DE | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 2.14 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.90 | -1.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 0.62 | -0.72 |
Drawdowns
36BA.DE vs. IVV - Drawdown Comparison
The maximum 36BA.DE drawdown since its inception was -23.68%, smaller than the maximum IVV drawdown of -49.91%. Use the drawdown chart below to compare losses from any high point for 36BA.DE and IVV.
Loading charts...
Drawdown Indicators
| 36BA.DE | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.68% | -49.91% | +26.23% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -7.36% | +4.34% |
Max Drawdown (3Y)Largest decline over 3 years | -6.31% | -23.85% | +17.54% |
Max Drawdown (5Y)Largest decline over 5 years | -23.18% | -23.85% | +0.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.40% | — |
Current DrawdownCurrent decline from peak | -10.87% | -0.55% | -10.32% |
Average DrawdownAverage peak-to-trough decline | -11.35% | -7.84% | -3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 1.94% | -0.80% |
Volatility
36BA.DE vs. IVV - Volatility Comparison
The current volatility for iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) (36BA.DE) is 1.83%, while iShares Core S&P 500 ETF (IVV) has a volatility of 2.29%. This indicates that 36BA.DE experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 36BA.DE | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.83% | 2.29% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 3.63% | 8.56% | -4.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.67% | 12.21% | -7.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.09% | 16.76% | -9.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.86% | 18.57% | -11.71% |
36BA.DE vs. IVV - Expense Ratio Comparison
36BA.DE has a 0.17% expense ratio, which is higher than IVV's 0.03% 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
36BA.DE vs. IVV - Dividend Comparison
36BA.DE's dividend yield for the trailing twelve months is around 4.95%, more than IVV's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
36BA.DE iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) | 4.95% | 4.73% | 4.75% | 4.15% | 2.94% | 1.76% | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVV iShares Core S&P 500 ETF | 1.06% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Frequently Asked Questions
36BA.DE and IVV have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IVV is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IVV is cheaper with a 0.03% expense ratio, compared with 0.17% for 36BA.DE.
36BA.DE is categorized as Corporate Bonds, while IVV is S&P 500. 36BA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI Index (EUR Hedged), while IVV tracks S&P 500 Index. Their fees differ too: 0.17% for 36BA.DE and 0.03% for IVV.
Find the right allocation for 36BA.DE and IVV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer