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DELG.DE vs. 36B6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DELG.DE vs. 36B6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) and iShares MSCI USA SRI UCITS ETF USD Dist (36B6.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, DELG.DE achieves a 10.45% return, which is significantly lower than 36B6.DE's 14.86% return.


DELG.DE

1D
-0.17%
1M
4.64%
YTD
10.45%
6M
9.86%
1Y
25.64%
3Y*
19.55%
5Y*
14.64%
10Y*

36B6.DE

1D
0.12%
1M
4.77%
YTD
14.86%
6M
14.34%
1Y
22.45%
3Y*
14.59%
5Y*
12.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DELG.DE vs. 36B6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DELG.DE
L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating
10.45%6.14%33.62%26.50%-19.07%38.54%10.87%
36B6.DE
iShares MSCI USA SRI UCITS ETF USD Dist
14.86%-0.74%20.34%20.20%-14.25%43.41%11.52%

Correlation

The correlation between DELG.DE and 36B6.DE is 0.87, 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

0.87

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

0.88

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2020

0.88

The correlation between DELG.DE and 36B6.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

DELG.DE vs. 36B6.DE — Risk / Return Rank

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

DELG.DE
DELG.DE Risk / Return Rank: 5959
Overall Rank
DELG.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DELG.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
DELG.DE Omega Ratio Rank: 6161
Omega Ratio Rank
DELG.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
DELG.DE Martin Ratio Rank: 5959
Martin Ratio Rank

36B6.DE
36B6.DE Risk / Return Rank: 5555
Overall Rank
36B6.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
36B6.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
36B6.DE Omega Ratio Rank: 5151
Omega Ratio Rank
36B6.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
36B6.DE Martin Ratio Rank: 5959
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.

DELG.DE vs. 36B6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) and iShares MSCI USA SRI UCITS ETF USD Dist (36B6.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.


DELG.DE36B6.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.36

1.31

+0.05

Calmar ratioReturn relative to maximum drawdown

2.82

3.10

-0.28

Martin ratioReturn relative to average drawdown

10.31

10.29

+0.02

DELG.DE vs. 36B6.DE - Sharpe Ratio Comparison

The current DELG.DE Sharpe Ratio is 1.99, which is comparable to the 36B6.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of DELG.DE and 36B6.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


DELG.DE36B6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.76

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.78

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.86

-0.04

Drawdowns

DELG.DE vs. 36B6.DE - Drawdown Comparison

The maximum DELG.DE drawdown since its inception was -31.08%, smaller than the maximum 36B6.DE drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for DELG.DE and 36B6.DE.


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Drawdown Indicators


DELG.DE36B6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.08%

-34.21%

+3.13%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-7.21%

-1.94%

Max Drawdown (3Y)

Largest decline over 3 years

-24.38%

-23.75%

-0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

-23.75%

-0.63%

Current Drawdown

Current decline from peak

-0.57%

0.00%

-0.57%

Average Drawdown

Average peak-to-trough decline

-5.47%

-4.98%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.17%

+0.34%

Volatility

DELG.DE vs. 36B6.DE - Volatility Comparison

The current volatility for L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) is 3.31%, while iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a volatility of 3.79%. This indicates that DELG.DE experiences smaller price fluctuations and is considered to be less risky than 36B6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DELG.DE36B6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

3.79%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

8.95%

9.08%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

12.95%

12.71%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.14%

15.45%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

17.54%

+1.28%

DELG.DE vs. 36B6.DE - Expense Ratio Comparison

DELG.DE has a 0.12% expense ratio, which is lower than 36B6.DE's 0.20% 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

DELG.DE vs. 36B6.DE - Dividend Comparison

DELG.DE has not paid dividends to shareholders, while 36B6.DE's dividend yield for the trailing twelve months is around 0.85%.


PositionTTM2025202420232022202120202019
36B6.DE
iShares MSCI USA SRI UCITS ETF USD Dist
0.85%0.97%1.10%1.27%1.40%0.91%1.05%1.17%
DELG.DE
L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DELG.DE and 36B6.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DELG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DELG.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for 36B6.DE.

DELG.DE tracks Foxberry Sustainability Consensus US, while 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.12% for DELG.DE and 0.20% for 36B6.DE.

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