MVEA.DE vs. 36B6.DE
MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and 36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) are both Large Cap Blend Equities funds from iShares - MVEA.DE tracks the Russell 1000 TR USD while 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, MVEA.DE returned 6.87%/yr vs 12.25%/yr for 36B6.DE. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
MVEA.DE vs. 36B6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MVEA.DE achieves a 2.43% return, which is significantly lower than 36B6.DE's 14.86% return.
MVEA.DE
- 1D
- -0.13%
- 1M
- 3.15%
- YTD
- 2.43%
- 6M
- 2.17%
- 1Y
- 1.20%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 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*
- —
MVEA.DE vs. 36B6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | -6.83% | 34.90% | 5.86% |
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 20.20% | -14.25% | 43.41% | 21.62% |
Correlation
The correlation between MVEA.DE and 36B6.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.82 |
Over the past year, the correlation between MVEA.DE and 36B6.DE has dropped to 0.55 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
MVEA.DE vs. 36B6.DE — Risk / Return Rank
MVEA.DE
36B6.DE
MVEA.DE vs. 36B6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.
| MVEA.DE | 36B6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.31 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 3.10 | -2.93 |
| Martin ratioReturn relative to average drawdown | 0.35 | 10.29 | -9.94 |
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
| MVEA.DE | 36B6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 1.76 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.78 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.86 | -0.20 |
Drawdowns
MVEA.DE vs. 36B6.DE - Drawdown Comparison
The maximum MVEA.DE drawdown since its inception was -17.47%, smaller than the maximum 36B6.DE drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for MVEA.DE and 36B6.DE.
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Drawdown Indicators
| MVEA.DE | 36B6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.47% | -34.21% | +16.74% |
Max Drawdown (1Y)Largest decline over 1 year | -4.92% | -7.21% | +2.29% |
Max Drawdown (3Y)Largest decline over 3 years | -17.47% | -23.75% | +6.28% |
Max Drawdown (5Y)Largest decline over 5 years | -17.47% | -23.75% | +6.28% |
Current DrawdownCurrent decline from peak | -10.27% | 0.00% | -10.27% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -4.98% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.17% | +0.22% |
Volatility
MVEA.DE vs. 36B6.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) is 2.72%, while iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a volatility of 3.79%. This indicates that MVEA.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
| MVEA.DE | 36B6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 3.79% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 5.90% | 9.08% | -3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.97% | 12.71% | -3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.27% | 15.45% | -3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.79% | 17.54% | -4.75% |
MVEA.DE vs. 36B6.DE - Expense Ratio Comparison
Both MVEA.DE and 36B6.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
MVEA.DE vs. 36B6.DE - Dividend Comparison
MVEA.DE has not paid dividends to shareholders, while 36B6.DE's dividend yield for the trailing twelve months is around 0.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MVEA.DE and 36B6.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
MVEA.DE and 36B6.DE have the same expense ratio: 0.20% per year.
MVEA.DE tracks Russell 1000 TR USD, while 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels.
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