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36BD.DE vs. MDBA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

36BD.DE vs. MDBA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Development Bank Bonds UCITS ETF USD Acc (36BD.DE) and UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE). The values are adjusted to include any dividend payments, if applicable.

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36BD.DE vs. MDBA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
36BD.DE
iShares USD Development Bank Bonds UCITS ETF USD Acc
1.49%-5.15%8.61%0.84%-1.81%3.54%
MDBA.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc
1.36%-5.19%8.65%0.89%-1.84%3.47%

Returns By Period

In the year-to-date period, 36BD.DE achieves a 1.49% return, which is significantly higher than MDBA.DE's 1.36% return.


36BD.DE

1D
-0.63%
1M
-0.27%
YTD
1.49%
6M
2.20%
1Y
-3.07%
3Y*
1.59%
5Y*
10Y*

MDBA.DE

1D
-0.71%
1M
-0.13%
YTD
1.36%
6M
2.21%
1Y
-3.20%
3Y*
1.54%
5Y*
1.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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36BD.DE vs. MDBA.DE - Expense Ratio Comparison

Both 36BD.DE and MDBA.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

36BD.DE vs. MDBA.DE — Risk / Return Rank

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

36BD.DE
36BD.DE Risk / Return Rank: 55
Overall Rank
36BD.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
36BD.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
36BD.DE Omega Ratio Rank: 44
Omega Ratio Rank
36BD.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
36BD.DE Martin Ratio Rank: 77
Martin Ratio Rank

MDBA.DE
MDBA.DE Risk / Return Rank: 55
Overall Rank
MDBA.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MDBA.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
MDBA.DE Omega Ratio Rank: 44
Omega Ratio Rank
MDBA.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
MDBA.DE Martin Ratio Rank: 77
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.

36BD.DE vs. MDBA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Development Bank Bonds UCITS ETF USD Acc (36BD.DE) and UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.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.


36BD.DEMDBA.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.45

-0.47

+0.03

Sortino ratio

Return per unit of downside risk

-0.55

-0.59

+0.03

Omega ratio

Gain probability vs. loss probability

0.93

0.93

0.00

Calmar ratio

Return relative to maximum drawdown

-0.38

-0.39

+0.01

Martin ratio

Return relative to average drawdown

-0.63

-0.65

+0.02

36BD.DE vs. MDBA.DE - Sharpe Ratio Comparison

The current 36BD.DE Sharpe Ratio is -0.45, which is comparable to the MDBA.DE Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of 36BD.DE and MDBA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


36BD.DEMDBA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

-0.47

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.25

-0.06

Correlation

The correlation between 36BD.DE and MDBA.DE is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

36BD.DE vs. MDBA.DE - Dividend Comparison

Neither 36BD.DE nor MDBA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

36BD.DE vs. MDBA.DE - Drawdown Comparison

The maximum 36BD.DE drawdown since its inception was -11.97%, roughly equal to the maximum MDBA.DE drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for 36BD.DE and MDBA.DE.


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Drawdown Indicators


36BD.DEMDBA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.97%

-12.17%

+0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-6.91%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-12.02%

Current Drawdown

Current decline from peak

-5.97%

-5.99%

+0.02%

Average Drawdown

Average peak-to-trough decline

-4.91%

-5.54%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

4.07%

+0.01%

Volatility

36BD.DE vs. MDBA.DE - Volatility Comparison

iShares USD Development Bank Bonds UCITS ETF USD Acc (36BD.DE) and UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE) have volatilities of 1.77% and 1.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


36BD.DEMDBA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

1.84%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.82%

3.80%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

6.87%

6.76%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.24%

7.29%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.24%

7.09%

+0.15%