EUNZ.DE vs. 36B5.DE
Compare and contrast key facts about iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE) and iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE).
EUNZ.DE and 36B5.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUNZ.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Minimum Volatility. It was launched on Nov 30, 2012. 36B5.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets SRI Select Reduced Fossil Fuels. It was launched on Dec 6, 2018. Both EUNZ.DE and 36B5.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EUNZ.DE vs. 36B5.DE - Performance Comparison
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EUNZ.DE vs. 36B5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EUNZ.DE iShares Edge MSCI EM Minimum Volatility UCITS ETF | 3.01% | -0.15% | 15.73% | 3.85% | -8.85% | 13.05% | -2.49% | 2.75% |
36B5.DE iShares MSCI EM SRI UCITS ETF USD Dist | 3.99% | 16.82% | 11.30% | -2.19% | -12.46% | 7.05% | 6.70% | 11.16% |
Returns By Period
In the year-to-date period, EUNZ.DE achieves a 3.01% return, which is significantly lower than 36B5.DE's 3.99% return.
EUNZ.DE
- 1D
- 2.06%
- 1M
- -3.13%
- YTD
- 3.01%
- 6M
- 4.28%
- 1Y
- 5.40%
- 3Y*
- 6.91%
- 5Y*
- 3.34%
- 10Y*
- 4.78%
36B5.DE
- 1D
- 2.67%
- 1M
- -5.03%
- YTD
- 3.99%
- 6M
- 8.19%
- 1Y
- 25.04%
- 3Y*
- 10.02%
- 5Y*
- 3.11%
- 10Y*
- —
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EUNZ.DE vs. 36B5.DE - Expense Ratio Comparison
EUNZ.DE has a 0.40% expense ratio, which is higher than 36B5.DE's 0.25% expense ratio.
Return for Risk
EUNZ.DE vs. 36B5.DE — Risk / Return Rank
EUNZ.DE
36B5.DE
EUNZ.DE vs. 36B5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.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.
| EUNZ.DE | 36B5.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 1.36 | -0.94 |
Sortino ratioReturn per unit of downside risk | 0.65 | 1.88 | -1.23 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.26 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 2.55 | -1.74 |
Martin ratioReturn relative to average drawdown | 2.38 | 8.82 | -6.45 |
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
| EUNZ.DE | 36B5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 1.36 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.19 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.28 | 0.00 |
Correlation
The correlation between EUNZ.DE and 36B5.DE is 0.84, 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
EUNZ.DE vs. 36B5.DE - Dividend Comparison
EUNZ.DE has not paid dividends to shareholders, while 36B5.DE's dividend yield for the trailing twelve months is around 2.01%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EUNZ.DE iShares Edge MSCI EM Minimum Volatility UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
36B5.DE iShares MSCI EM SRI UCITS ETF USD Dist | 2.01% | 2.09% | 2.34% | 2.32% | 2.31% | 1.84% | 1.57% | 2.31% |
Drawdowns
EUNZ.DE vs. 36B5.DE - Drawdown Comparison
The maximum EUNZ.DE drawdown since its inception was -30.47%, smaller than the maximum 36B5.DE drawdown of -36.40%. Use the drawdown chart below to compare losses from any high point for EUNZ.DE and 36B5.DE.
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Drawdown Indicators
| EUNZ.DE | 36B5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.47% | -36.40% | +5.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.96% | -13.24% | +4.28% |
Max Drawdown (5Y)Largest decline over 5 years | -14.00% | -25.22% | +11.22% |
Max Drawdown (10Y)Largest decline over 10 years | -26.15% | — | — |
Current DrawdownCurrent decline from peak | -5.39% | -7.48% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -10.38% | +2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.91% | -0.35% |
Volatility
EUNZ.DE vs. 36B5.DE - Volatility Comparison
The current volatility for iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE) is 5.34%, while iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) has a volatility of 6.96%. This indicates that EUNZ.DE experiences smaller price fluctuations and is considered to be less risky 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
| EUNZ.DE | 36B5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 6.96% | -1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 12.58% | -3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 18.32% | -5.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.12% | 16.55% | -5.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.25% | 19.59% | -6.34% |