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36BA.DE vs. OVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

36BA.DE vs. OVT - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) (36BA.DE) and Overlay Shares Short Term Bond ETF (OVT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

36BA.DE is traded in EUR, while OVT is traded in USD. To make them comparable, the OVT 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 OVT's 3.97% 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*

OVT

1D
0.05%
1M
1.32%
YTD
3.97%
6M
3.64%
1Y
7.07%
3Y*
4.67%
5Y*
4.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

36BA.DE vs. OVT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
36BA.DE
iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist)
-0.71%5.40%0.20%5.45%-17.07%-1.20%
OVT
Overlay Shares Short Term Bond ETF
3.97%-5.16%14.53%4.50%-4.08%8.42%

Correlation

The correlation between 36BA.DE and OVT is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Jan 18, 2021

0.02

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Return for Risk

36BA.DE vs. OVT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

36BA.DE
36BA.DE Risk / Return Rank: 1919
Overall Rank
36BA.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
36BA.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
36BA.DE Omega Ratio Rank: 1717
Omega Ratio Rank
36BA.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
36BA.DE Martin Ratio Rank: 2121
Martin Ratio Rank

OVT
OVT Risk / Return Rank: 8686
Overall Rank
OVT Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
OVT Sortino Ratio Rank: 8686
Sortino Ratio Rank
OVT Omega Ratio Rank: 8585
Omega Ratio Rank
OVT Calmar Ratio Rank: 9191
Calmar Ratio Rank
OVT Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

36BA.DE vs. OVT - 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 Overlay Shares Short Term Bond ETF (OVT). 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.DEOVTDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.10

1.21

-0.11

Calmar ratioReturn relative to maximum drawdown

0.92

1.95

-1.04

Martin ratioReturn relative to average drawdown

2.43

6.65

-4.22

36BA.DE vs. OVT - Sharpe Ratio Comparison

The current 36BA.DE Sharpe Ratio is 0.59, which is lower than the OVT Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of 36BA.DE and OVT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


36BA.DEOVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.14

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.53

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.52

-0.62

Drawdowns

36BA.DE vs. OVT - Drawdown Comparison

The maximum 36BA.DE drawdown since its inception was -23.68%, which is greater than OVT's maximum drawdown of -12.33%. Use the drawdown chart below to compare losses from any high point for 36BA.DE and OVT.


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Drawdown Indicators


36BA.DEOVTDifference

Max Drawdown

Largest peak-to-trough decline

-23.68%

-12.33%

-11.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.02%

-3.63%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-6.31%

-12.33%

+6.02%

Max Drawdown (5Y)

Largest decline over 5 years

-23.18%

-12.33%

-10.85%

Current Drawdown

Current decline from peak

-10.87%

-3.08%

-7.79%

Average Drawdown

Average peak-to-trough decline

-11.35%

-4.03%

-7.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

1.08%

+0.06%

Volatility

36BA.DE vs. OVT - Volatility Comparison

iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) (36BA.DE) has a higher volatility of 1.83% compared to Overlay Shares Short Term Bond ETF (OVT) at 0.95%. This indicates that 36BA.DE's price experiences larger fluctuations and is considered to be riskier than OVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


36BA.DEOVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

0.95%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

3.63%

4.39%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

4.67%

6.26%

-1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.09%

7.64%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.86%

7.52%

-0.66%

36BA.DE vs. OVT - Expense Ratio Comparison

36BA.DE has a 0.17% expense ratio, which is lower than OVT's 0.80% expense ratio.


Dividends

36BA.DE vs. OVT - Dividend Comparison

36BA.DE's dividend yield for the trailing twelve months is around 4.95%, less than OVT's 8.15% yield.


PositionTTM202520242023202220212020
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%
OVT
Overlay Shares Short Term Bond ETF
8.15%7.21%6.15%5.11%4.12%4.41%0.00%

Frequently Asked Questions


36BA.DE and OVT have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 36BA.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

36BA.DE is cheaper with a 0.17% expense ratio, compared with 0.80% for OVT.

They also come from different issuers: iShares and Liquid Strategies. Their fees differ too: 0.17% for 36BA.DE and 0.80% for OVT.

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