DJAM.DE vs. 36B6.DE
DJAM.DE (Lyxor Dow Jones Industrial Average UCITS ETF Dist) and 36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) are both Large Cap Blend Equities funds - DJAM.DE tracks the Dow Jones Industrial Average while 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, DJAM.DE returned 10.75%/yr vs 12.25%/yr for 36B6.DE. Their correlation of 0.86 suggests significant overlap in exposure. DJAM.DE charges 0.50%/yr vs 0.20%/yr for 36B6.DE.
Performance
DJAM.DE vs. 36B6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DJAM.DE achieves a 8.12% return, which is significantly lower than 36B6.DE's 14.86% return.
DJAM.DE
- 1D
- 1.22%
- 1M
- 5.73%
- YTD
- 8.12%
- 6M
- 8.61%
- 1Y
- 20.41%
- 3Y*
- 13.60%
- 5Y*
- 10.75%
- 10Y*
- 12.59%
36B6.DE
- 1D
- 0.12%
- 1M
- 6.46%
- YTD
- 14.86%
- 6M
- 15.23%
- 1Y
- 22.43%
- 3Y*
- 14.59%
- 5Y*
- 12.25%
- 10Y*
- —
DJAM.DE vs. 36B6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist | 8.12% | 2.01% | 21.39% | 11.90% | -2.34% | 31.92% | -1.77% | 13.74% |
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 20.20% | -14.25% | 43.41% | 13.54% | 20.91% |
Correlation
The correlation between DJAM.DE and 36B6.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.86 |
The correlation between DJAM.DE and 36B6.DE shifts across timeframes, from 0.76 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DJAM.DE vs. 36B6.DE — Risk / Return Rank
DJAM.DE
36B6.DE
DJAM.DE vs. 36B6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.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.
| DJAM.DE | 36B6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 3.10 | -0.33 |
| Martin ratioReturn relative to average drawdown | 9.22 | 10.29 | -1.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DJAM.DE | 36B6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.76 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.78 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.86 | -0.24 |
Drawdowns
DJAM.DE vs. 36B6.DE - Drawdown Comparison
The maximum DJAM.DE drawdown since its inception was -47.32%, which is greater than 36B6.DE's maximum drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for DJAM.DE and 36B6.DE.
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Drawdown Indicators
| DJAM.DE | 36B6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.32% | -34.21% | -13.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.34% | -7.21% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -23.75% | +2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | -23.75% | +2.60% |
Max Drawdown (10Y)Largest decline over 10 years | -36.30% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -4.98% | -2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.17% | +0.04% |
Volatility
DJAM.DE vs. 36B6.DE - Volatility Comparison
The current volatility for Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) is 2.87%, while iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a volatility of 3.79%. This indicates that DJAM.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
| DJAM.DE | 36B6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 3.79% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 9.08% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 12.71% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 15.45% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 17.54% | -1.45% |
DJAM.DE vs. 36B6.DE - Expense Ratio Comparison
DJAM.DE has a 0.50% expense ratio, which is higher than 36B6.DE's 0.20% expense ratio.
Dividends
DJAM.DE vs. 36B6.DE - Dividend Comparison
DJAM.DE's dividend yield for the trailing twelve months is around 0.73%, less than 36B6.DE's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist | 0.73% | 0.79% | 1.17% | 1.06% | 1.80% | 1.11% | 1.62% | 1.25% | 1.90% | 1.71% | 2.26% | 2.44% |
Frequently Asked Questions
DJAM.DE and 36B6.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36B6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36B6.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for DJAM.DE.
DJAM.DE tracks Dow Jones Industrial Average, while 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.50% for DJAM.DE and 0.20% for 36B6.DE.
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