SXR6.DE vs. 36B4.DE
SXR6.DE (iShares MSCI Japan SRI UCITS ETF USD Acc) and 36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) are both Japan Equities funds from iShares tracking the MSCI Japan SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, SXR6.DE returned 4.84%/yr vs 4.83%/yr for 36B4.DE. With a 0.98 correlation, they move nearly in lockstep. Both charge a 0.20% expense ratio.
Performance
SXR6.DE vs. 36B4.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with SXR6.DE having a 8.85% return and 36B4.DE slightly lower at 8.61%.
SXR6.DE
- 1D
- -1.27%
- 1M
- 2.79%
- 6M
- 4.45%
- YTD
- 8.85%
- 1Y
- 19.05%
- 3Y*
- 9.21%
- 5Y*
- 4.84%
- 10Y*
- —
36B4.DE
- 1D
- -0.79%
- 1M
- 2.83%
- 6M
- 4.52%
- YTD
- 8.61%
- 1Y
- 19.17%
- 3Y*
- 9.22%
- 5Y*
- 4.83%
- 10Y*
- —
SXR6.DE vs. 36B4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXR6.DE iShares MSCI Japan SRI UCITS ETF USD Acc | 8.85% | 6.27% | 9.12% | 9.64% | -13.85% | 9.80% | 6.47% | 16.81% |
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 8.61% | 6.64% | 9.02% | 9.56% | -13.77% | 9.87% | 6.38% | 16.82% |
Correlation
The correlation between SXR6.DE and 36B4.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2019 | 0.98 |
The correlation between SXR6.DE and 36B4.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXR6.DE vs. 36B4.DE — Risk / Return Rank
SXR6.DE
36B4.DE
SXR6.DE vs. 36B4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) and iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXR6.DE | 36B4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.76 | -0.12 |
| Martin ratioReturn relative to average drawdown | 4.84 | 5.09 | -0.25 |
Loading charts...
Drawdowns
SXR6.DE vs. 36B4.DE - Drawdown Comparison
The maximum SXR6.DE drawdown since its inception was -27.37%, roughly equal to the maximum 36B4.DE drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for SXR6.DE and 36B4.DE.
Loading charts...
Drawdown Indicators
| SXR6.DE | 36B4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.37% | -26.98% | -0.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.51% | -10.82% | -0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -16.34% | -15.67% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -21.23% | -21.57% | +0.34% |
Current DrawdownCurrent decline from peak | -2.39% | -2.03% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -7.04% | -7.09% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 3.75% | +0.17% |
Volatility
SXR6.DE vs. 36B4.DE - Volatility Comparison
iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) has a higher volatility of 5.29% compared to iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) at 4.74%. This indicates that SXR6.DE's price experiences larger fluctuations and is considered to be riskier than 36B4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXR6.DE | 36B4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 4.74% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 14.24% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.16% | 18.44% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 16.33% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 17.25% | -0.38% |
SXR6.DE vs. 36B4.DE - Expense Ratio Comparison
Both SXR6.DE and 36B4.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
SXR6.DE vs. 36B4.DE - Dividend Comparison
SXR6.DE has not paid dividends to shareholders, while 36B4.DE's dividend yield for the trailing twelve months is around 1.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 1.48% | 1.46% | 1.38% | 1.81% | 2.45% | 1.54% | 1.60% | 0.81% |
SXR6.DE iShares MSCI Japan SRI UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.96, SXR6.DE and 36B4.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SXR6.DE and 36B4.DE have the same expense ratio: 0.20% per year.
Both ETFs track MSCI Japan SRI Select Reduced Fossil Fuels.
Find the right allocation for SXR6.DE and 36B4.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer