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AXQT.DE vs. 36B5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AXQT.DE vs. 36B5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc (AXQT.DE) and iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AXQT.DE achieves a 40.98% return, which is significantly higher than 36B5.DE's 17.40% return.


AXQT.DE

1D
-0.87%
1M
4.85%
YTD
40.98%
6M
43.57%
1Y
68.47%
3Y*
5Y*
10Y*

36B5.DE

1D
-1.48%
1M
0.60%
YTD
17.40%
6M
18.30%
1Y
35.45%
3Y*
14.26%
5Y*
5.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXQT.DE vs. 36B5.DE - Yearly Performance Comparison


Correlation

The correlation between AXQT.DE and 36B5.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 (All Time)
Calculated using the full available price history since Feb 7, 2025

0.83

The correlation between AXQT.DE and 36B5.DE has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

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Return for Risk

AXQT.DE vs. 36B5.DE — Risk / Return Rank

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

AXQT.DE
AXQT.DE Risk / Return Rank: 9393
Overall Rank
AXQT.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AXQT.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
AXQT.DE Omega Ratio Rank: 9393
Omega Ratio Rank
AXQT.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
AXQT.DE Martin Ratio Rank: 9191
Martin Ratio Rank

36B5.DE
36B5.DE Risk / Return Rank: 6767
Overall Rank
36B5.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
36B5.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
36B5.DE Omega Ratio Rank: 6464
Omega Ratio Rank
36B5.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
36B5.DE Martin Ratio Rank: 7070
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.

AXQT.DE vs. 36B5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc (AXQT.DE) and iShares MSCI EM SRI UCITS ETF USD Dist (36B5.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.


AXQT.DE36B5.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.49

Sortino ratioReturn per unit of downside risk

+1.48

Omega ratioGain probability vs. loss probability

1.64

1.38

+0.26

Calmar ratioReturn relative to maximum drawdown

6.01

3.57

+2.44

Martin ratioReturn relative to average drawdown

22.04

12.71

+9.33

AXQT.DE vs. 36B5.DE - Sharpe Ratio Comparison

The current AXQT.DE Sharpe Ratio is 3.62, which is higher than the 36B5.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of AXQT.DE and 36B5.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.


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Sharpe Ratios by Period


AXQT.DE36B5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.62

2.13

+1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

2.20

0.36

+1.84

Drawdowns

AXQT.DE vs. 36B5.DE - Drawdown Comparison

The maximum AXQT.DE drawdown since its inception was -18.65%, smaller than the maximum 36B5.DE drawdown of -36.40%. Use the drawdown chart below to compare losses from any high point for AXQT.DE and 36B5.DE.


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Drawdown Indicators


AXQT.DE36B5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.65%

-36.40%

+17.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-10.04%

-1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-20.62%

Max Drawdown (5Y)

Largest decline over 5 years

-25.22%

Current Drawdown

Current decline from peak

-2.23%

-2.94%

+0.71%

Average Drawdown

Average peak-to-trough decline

-3.07%

-10.18%

+7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.82%

+0.32%

Volatility

AXQT.DE vs. 36B5.DE - Volatility Comparison

AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc (AXQT.DE) has a higher volatility of 8.70% compared to iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) at 5.97%. This indicates that AXQT.DE's price experiences larger fluctuations and is considered to be riskier than 36B5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AXQT.DE36B5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.70%

5.97%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

16.43%

13.73%

+2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

19.11%

16.85%

+2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.01%

16.85%

+3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.01%

19.65%

+0.36%

AXQT.DE vs. 36B5.DE - Expense Ratio Comparison

AXQT.DE has a 0.27% expense ratio, which is higher than 36B5.DE's 0.25% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AXQT.DE vs. 36B5.DE - Dividend Comparison

AXQT.DE has not paid dividends to shareholders, while 36B5.DE's dividend yield for the trailing twelve months is around 1.78%.


PositionTTM2025202420232022202120202019
36B5.DE
iShares MSCI EM SRI UCITS ETF USD Dist
1.78%2.09%2.34%2.32%2.31%1.84%1.57%2.31%
AXQT.DE
AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AXQT.DE and 36B5.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, 36B5.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

36B5.DE is cheaper with a 0.25% expense ratio, compared with 0.27% for AXQT.DE.

AXQT.DE tracks MSCI Emerging Markets ex China Climate Paris Aligned, while 36B5.DE tracks MSCI Emerging Markets SRI Select Reduced Fossil Fuels. They also come from different issuers: AXA IM and iShares. Their fees differ too: 0.27% for AXQT.DE and 0.25% for 36B5.DE.

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