OM3L.DE vs. 36B6.DE
OM3L.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)) and 36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) are both Large Cap Blend Equities funds from iShares - OM3L.DE tracks the MSCI USA ESG Enhanced Focus while 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, OM3L.DE returned 13.77%/yr vs 12.25%/yr for 36B6.DE. Their correlation of 0.94 suggests significant overlap in exposure. OM3L.DE charges 0.07%/yr vs 0.20%/yr for 36B6.DE.
Performance
OM3L.DE vs. 36B6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3L.DE achieves a 10.41% return, which is significantly lower than 36B6.DE's 14.86% return.
OM3L.DE
- 1D
- -0.11%
- 1M
- 4.57%
- YTD
- 10.41%
- 6M
- 9.75%
- 1Y
- 23.08%
- 3Y*
- 17.98%
- 5Y*
- 13.77%
- 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*
- —
OM3L.DE vs. 36B6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 10.41% | 2.65% | 31.09% | 23.69% | -16.09% | 40.76% | 12.80% | 15.18% |
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 20.20% | -14.25% | 43.41% | 13.54% | 14.58% |
Correlation
The correlation between OM3L.DE and 36B6.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.94 |
The correlation between OM3L.DE and 36B6.DE has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
OM3L.DE vs. 36B6.DE — Risk / Return Rank
OM3L.DE
36B6.DE
OM3L.DE vs. 36B6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.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.
| OM3L.DE | 36B6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.31 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 3.10 | -0.25 |
| Martin ratioReturn relative to average drawdown | 9.78 | 10.29 | -0.51 |
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
| OM3L.DE | 36B6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.76 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.78 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.86 | +0.04 |
Drawdowns
OM3L.DE vs. 36B6.DE - Drawdown Comparison
The maximum OM3L.DE drawdown since its inception was -33.35%, roughly equal to the maximum 36B6.DE drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for OM3L.DE and 36B6.DE.
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Drawdown Indicators
| OM3L.DE | 36B6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.35% | -34.21% | +0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -8.14% | -7.21% | -0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -24.21% | -23.75% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -23.75% | -0.46% |
Current DrawdownCurrent decline from peak | -0.41% | 0.00% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -4.98% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.17% | +0.20% |
Volatility
OM3L.DE vs. 36B6.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.DE) is 2.71%, while iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a volatility of 3.79%. This indicates that OM3L.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
| OM3L.DE | 36B6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 3.79% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 9.08% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 12.71% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 15.45% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 17.54% | -0.14% |
OM3L.DE vs. 36B6.DE - Expense Ratio Comparison
OM3L.DE has a 0.07% 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
OM3L.DE vs. 36B6.DE - Dividend Comparison
OM3L.DE's dividend yield for the trailing twelve months is around 0.81%, less than 36B6.DE's 0.85% yield.
| 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% |
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 0.81% | 0.89% | 0.99% | 2.46% | 2.99% | 2.12% | 2.86% | 2.21% |
Frequently Asked Questions
OM3L.DE and 36B6.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OM3L.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3L.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for 36B6.DE.
OM3L.DE tracks MSCI USA ESG Enhanced Focus, while 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. Their fees differ too: 0.07% for OM3L.DE and 0.20% for 36B6.DE.
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