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36BB.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

36BB.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist (36BB.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

36BB.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 36BB.DE achieves a -0.67% return, which is significantly lower than ^GSPC's 12.95% return.


36BB.DE

1D
-1.80%
1M
1.84%
6M
-2.56%
YTD
-0.67%
1Y
6.40%
3Y*
6.49%
5Y*
3.68%
10Y*

^GSPC

1D
0.00%
1M
2.03%
6M
10.02%
YTD
12.95%
1Y
21.20%
3Y*
17.51%
5Y*
12.42%
10Y*
12.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

36BB.DE vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
36BB.DE
iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist
-0.67%-5.32%22.34%32.31%-29.60%27.40%24.32%4.02%
^GSPC
S&P 500 Index
11.87%2.58%31.45%20.51%-14.45%36.38%6.68%6.89%

Correlation

The correlation between 36BB.DE and ^GSPC is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.45

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

0.48

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2019

0.49

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Return for Risk

36BB.DE vs. ^GSPC — Risk / Return Rank

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

36BB.DE
36BB.DE Risk / Return Rank: 1616
Overall Rank
36BB.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
36BB.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
36BB.DE Omega Ratio Rank: 1616
Omega Ratio Rank
36BB.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
36BB.DE Martin Ratio Rank: 1616
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 5858
Overall Rank
^GSPC Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5454
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 5656
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5252
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7575
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.

36BB.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist (36BB.DE) and S&P 500 Index (^GSPC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


36BB.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.32

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.08

1.31

-0.24

Calmar ratioReturn relative to maximum drawdown

0.43

2.81

-2.39

Martin ratioReturn relative to average drawdown

1.09

10.39

-9.30

36BB.DE vs. ^GSPC - Sharpe Ratio Comparison

The current 36BB.DE Sharpe Ratio is 0.37, which is lower than the ^GSPC Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of 36BB.DE and ^GSPC, 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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Drawdowns

36BB.DE vs. ^GSPC - Drawdown Comparison

The maximum 36BB.DE drawdown since its inception was -34.96%, smaller than the maximum ^GSPC drawdown of -50.84%. Use the drawdown chart below to compare losses from any high point for 36BB.DE and ^GSPC.


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Drawdown Indicators


36BB.DE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-34.96%

-50.84%

+15.88%

Max Drawdown (1Y)

Largest decline over 1 year

-14.98%

-7.57%

-7.41%

Max Drawdown (3Y)

Largest decline over 3 years

-27.41%

-23.99%

-3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-33.29%

-23.99%

-9.30%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-9.99%

-0.80%

-9.19%

Average Drawdown

Average peak-to-trough decline

-11.14%

-8.77%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.86%

2.05%

+3.81%

Volatility

36BB.DE vs. ^GSPC - Volatility Comparison

iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist (36BB.DE) has a higher volatility of 5.81% compared to S&P 500 Index (^GSPC) at 2.61%. This indicates that 36BB.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


36BB.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

2.61%

+3.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.33%

9.16%

+4.17%

Volatility (1Y)

Calculated over the trailing 1-year period

17.24%

12.61%

+4.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.57%

16.84%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.79%

18.60%

+2.19%

Frequently Asked Questions


36BB.DE and ^GSPC have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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