ISX5.L vs. 36B3.DE
ISX5.L (iShares Core EURO STOXX 50 UCITS ETF) and 36B3.DE (iShares MSCI Europe SRI UCITS ETF EUR Dist) are both Europe Equities funds from iShares - ISX5.L tracks the MSCI EMU NR EUR while 36B3.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, ISX5.L returned 10.22%/yr vs 4.41%/yr for 36B3.DE. Their correlation of 0.88 suggests significant overlap in exposure. ISX5.L charges 0.00%/yr vs 0.20%/yr for 36B3.DE.
Performance
ISX5.L vs. 36B3.DE - Performance Comparison
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Different Trading Currencies
ISX5.L is traded in USD, while 36B3.DE is traded in EUR. To make them comparable, the 36B3.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ISX5.L achieves a 4.97% return, which is significantly lower than 36B3.DE's 5.41% return.
ISX5.L
- 1D
- -1.32%
- 1M
- -0.64%
- YTD
- 4.97%
- 6M
- 7.07%
- 1Y
- 15.90%
- 3Y*
- 18.36%
- 5Y*
- 10.22%
- 10Y*
- 11.88%
36B3.DE
- 1D
- 0.96%
- 1M
- 2.94%
- YTD
- 5.41%
- 6M
- 8.21%
- 1Y
- 7.24%
- 3Y*
- 9.98%
- 5Y*
- 4.41%
- 10Y*
- —
ISX5.L vs. 36B3.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ISX5.L iShares Core EURO STOXX 50 UCITS ETF | 4.97% | 37.35% | 4.59% | 26.91% | -13.63% | 13.94% | 6.81% | 15.73% |
36B3.DE iShares MSCI Europe SRI UCITS ETF EUR Dist | 5.39% | 17.36% | -0.75% | 20.31% | -19.86% | 16.69% | 14.05% | 17.20% |
Correlation
The correlation between ISX5.L and 36B3.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.88 |
The correlation between ISX5.L and 36B3.DE has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
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Return for Risk
ISX5.L vs. 36B3.DE — Risk / Return Rank
ISX5.L
36B3.DE
ISX5.L vs. 36B3.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) and iShares MSCI Europe SRI UCITS ETF EUR Dist (36B3.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.
| ISX5.L | 36B3.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.09 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 0.59 | +0.64 |
| Martin ratioReturn relative to average drawdown | 4.13 | 1.91 | +2.21 |
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
| ISX5.L | 36B3.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.48 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.25 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.47 | -0.05 |
Drawdowns
ISX5.L vs. 36B3.DE - Drawdown Comparison
The maximum ISX5.L drawdown since its inception was -38.62%, which is greater than 36B3.DE's maximum drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for ISX5.L and 36B3.DE.
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Drawdown Indicators
| ISX5.L | 36B3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.62% | -35.34% | -3.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -12.30% | -0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -15.36% | -17.52% | +2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -34.86% | -35.34% | +0.48% |
Max Drawdown (10Y)Largest decline over 10 years | -38.62% | — | — |
Current DrawdownCurrent decline from peak | -2.30% | -1.08% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -8.35% | -7.44% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 3.78% | +0.06% |
Volatility
ISX5.L vs. 36B3.DE - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a higher volatility of 5.39% compared to iShares MSCI Europe SRI UCITS ETF EUR Dist (36B3.DE) at 4.87%. This indicates that ISX5.L's price experiences larger fluctuations and is considered to be riskier than 36B3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISX5.L | 36B3.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 4.87% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 12.40% | +2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 15.24% | +2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.89% | 17.75% | +4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.99% | 18.74% | +3.25% |
ISX5.L vs. 36B3.DE - Expense Ratio Comparison
ISX5.L has a 0.00% expense ratio, which is lower than 36B3.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
ISX5.L vs. 36B3.DE - Dividend Comparison
ISX5.L has not paid dividends to shareholders, while 36B3.DE's dividend yield for the trailing twelve months is around 1.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B3.DE iShares MSCI Europe SRI UCITS ETF EUR Dist | 1.98% | 2.13% | 2.45% | 2.46% | 2.63% | 1.80% | 1.65% | 2.58% |
ISX5.L iShares Core EURO STOXX 50 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ISX5.L and 36B3.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISX5.L is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISX5.L is cheaper with a 0.00% expense ratio, compared with 0.20% for 36B3.DE.
ISX5.L tracks MSCI EMU NR EUR, while 36B3.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels. Their fees differ too: 0.00% for ISX5.L and 0.20% for 36B3.DE.
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