36BB.DE vs. ^GSPC
36BB.DE (iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist) is Consumer Staples Equities fund tracking the MSCI World Consumer Discretionary, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, 36BB.DE returned 3.68%/yr vs 12.42%/yr for ^GSPC. At a 0.49 correlation, their price movements are largely independent.
Performance
36BB.DE vs. ^GSPC - Performance Comparison
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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%
36BB.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
36BB.DE
^GSPC
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 | ^GSPC | Difference | |
|---|---|---|---|
| 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 |
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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 | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.99% | -0.80% | -9.19% |
Average DrawdownAverage peak-to-trough decline | -11.14% | -8.77% | -2.37% |
Ulcer IndexDepth 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 | ^GSPC | Difference | |
|---|---|---|---|
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.
Find the right allocation for 36BB.DE and ^GSPC
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