PortfoliosLab logoPortfoliosLab logo
36BE.DE vs. XYLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

36BE.DE vs. XYLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Corporate Bond ESG UCITS ETF Dist (36BE.DE) and Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 36BE.DE achieves a 1.37% return, which is significantly lower than XYLD.DE's 1.60% return.


36BE.DE

1D
0.13%
1M
1.12%
YTD
1.37%
6M
0.75%
1Y
3.56%
3Y*
2.22%
5Y*
1.56%
10Y*

XYLD.DE

1D
-0.01%
1M
1.12%
YTD
1.60%
6M
0.96%
1Y
2.06%
3Y*
1.98%
5Y*
2.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

36BE.DE vs. XYLD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
36BE.DE
iShares USD Corporate Bond ESG UCITS ETF Dist
1.37%-4.25%7.93%4.49%-9.70%7.28%-3.86%
XYLD.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
1.60%-5.84%10.46%1.93%-3.25%8.11%-2.98%

Correlation

The correlation between 36BE.DE and XYLD.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.75

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

0.78

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2020

0.80

The correlation between 36BE.DE and XYLD.DE has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.

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

36BE.DE vs. XYLD.DE — Risk / Return Rank

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

36BE.DE
36BE.DE Risk / Return Rank: 1919
Overall Rank
36BE.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
36BE.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
36BE.DE Omega Ratio Rank: 1818
Omega Ratio Rank
36BE.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
36BE.DE Martin Ratio Rank: 2121
Martin Ratio Rank

XYLD.DE
XYLD.DE Risk / Return Rank: 1414
Overall Rank
XYLD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XYLD.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
XYLD.DE Omega Ratio Rank: 1212
Omega Ratio Rank
XYLD.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
XYLD.DE Martin Ratio Rank: 1515
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.

36BE.DE vs. XYLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond ESG UCITS ETF Dist (36BE.DE) and Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.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.


36BE.DEXYLD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.10

1.06

+0.05

Calmar ratioReturn relative to maximum drawdown

0.97

0.52

+0.45

Martin ratioReturn relative to average drawdown

2.49

1.24

+1.25

36BE.DE vs. XYLD.DE - Sharpe Ratio Comparison

The current 36BE.DE Sharpe Ratio is 0.57, which is higher than the XYLD.DE Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of 36BE.DE and XYLD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


36BE.DEXYLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.32

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.35

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.58

-0.54

Drawdowns

36BE.DE vs. XYLD.DE - Drawdown Comparison

The maximum 36BE.DE drawdown since its inception was -12.76%, smaller than the maximum XYLD.DE drawdown of -16.92%. Use the drawdown chart below to compare losses from any high point for 36BE.DE and XYLD.DE.


Loading charts...

Drawdown Indicators


36BE.DEXYLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.76%

-16.92%

+4.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.31%

-3.30%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-11.21%

-10.33%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-12.76%

-11.09%

-1.67%

Current Drawdown

Current decline from peak

-5.56%

-6.41%

+0.85%

Average Drawdown

Average peak-to-trough decline

-5.98%

-4.13%

-1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.40%

-0.11%

Volatility

36BE.DE vs. XYLD.DE - Volatility Comparison

iShares USD Corporate Bond ESG UCITS ETF Dist (36BE.DE) has a higher volatility of 0.99% compared to Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE) at 0.83%. This indicates that 36BE.DE's price experiences larger fluctuations and is considered to be riskier than XYLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


36BE.DEXYLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

0.83%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

3.68%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

5.65%

5.44%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.11%

7.00%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.79%

7.66%

+1.13%

36BE.DE vs. XYLD.DE - Expense Ratio Comparison

36BE.DE has a 0.15% expense ratio, which is lower than XYLD.DE's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

36BE.DE vs. XYLD.DE - Dividend Comparison

36BE.DE's dividend yield for the trailing twelve months is around 4.92%, more than XYLD.DE's 3.18% yield.


PositionTTM2025202420232022202120202019
36BE.DE
iShares USD Corporate Bond ESG UCITS ETF Dist
4.92%4.92%4.68%4.24%2.85%2.47%1.43%0.00%
XYLD.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.18%3.52%2.90%2.74%5.87%3.00%3.60%2.59%

Frequently Asked Questions


36BE.DE and XYLD.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 36BE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

36BE.DE is cheaper with a 0.15% expense ratio, compared with 0.16% for XYLD.DE.

36BE.DE tracks Bloomberg MSCI US Corporate Sustainable SRI, while XYLD.DE tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for 36BE.DE and 0.16% for XYLD.DE.

Portfolio Optimizer

Find the right allocation for 36BE.DE and XYLD.DE

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