SXRR.DE vs. 36BA.DE
SXRR.DE (iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)) and 36BA.DE (iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist)) are both Corporate Bonds funds from iShares - SXRR.DE tracks the Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged) while 36BA.DE tracks the Bloomberg MSCI US Corporate Sustainable SRI Index (EUR Hedged). Both are passively managed. Over the past 5 years, SXRR.DE returned 2.44%/yr vs -1.99%/yr for 36BA.DE. At a 0.01 correlation, their price movements are largely independent. SXRR.DE charges 0.12%/yr vs 0.17%/yr for 36BA.DE.
Performance
SXRR.DE vs. 36BA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRR.DE achieves a 1.42% return, which is significantly higher than 36BA.DE's -1.16% return.
SXRR.DE
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 1.19%
- YTD
- 1.42%
- 1Y
- 2.61%
- 3Y*
- 3.68%
- 5Y*
- 2.44%
- 10Y*
- —
36BA.DE
- 1D
- 0.00%
- 1M
- -0.77%
- 6M
- -1.16%
- YTD
- -1.16%
- 1Y
- 1.79%
- 3Y*
- 2.49%
- 5Y*
- -1.99%
- 10Y*
- —
SXRR.DE vs. 36BA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 1.42% | 2.69% | 4.90% | 4.43% | -0.72% | -0.50% | 1.62% |
36BA.DE iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) | -1.16% | 5.38% | -0.01% | 5.65% | -17.09% | -2.62% | 7.33% |
Correlation
The correlation between SXRR.DE and 36BA.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since May 14, 2020 | 0.01 |
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Return for Risk
SXRR.DE vs. 36BA.DE — Risk / Return Rank
SXRR.DE
36BA.DE
SXRR.DE vs. 36BA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE) and iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) (36BA.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.
| SXRR.DE | 36BA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.85 | 1.07 | +0.78 |
| Calmar ratioReturn relative to maximum drawdown | 11.00 | 0.60 | +10.41 |
| Martin ratioReturn relative to average drawdown | 34.86 | 1.39 | +33.47 |
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Drawdowns
SXRR.DE vs. 36BA.DE - Drawdown Comparison
The maximum SXRR.DE drawdown since its inception was -14.20%, smaller than the maximum 36BA.DE drawdown of -23.57%. Use the drawdown chart below to compare losses from any high point for SXRR.DE and 36BA.DE.
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Drawdown Indicators
| SXRR.DE | 36BA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.20% | -23.57% | +9.37% |
Max Drawdown (1Y)Largest decline over 1 year | -0.24% | -2.98% | +2.74% |
Max Drawdown (3Y)Largest decline over 3 years | -1.36% | -6.31% | +4.95% |
Max Drawdown (5Y)Largest decline over 5 years | -2.72% | -23.08% | +20.36% |
Current DrawdownCurrent decline from peak | 0.00% | -11.33% | +11.33% |
Average DrawdownAverage peak-to-trough decline | -1.22% | -11.30% | +10.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 1.28% | -1.21% |
Volatility
SXRR.DE vs. 36BA.DE - Volatility Comparison
The current volatility for iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE) is 0.24%, while iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) (36BA.DE) has a volatility of 1.32%. This indicates that SXRR.DE experiences smaller price fluctuations and is considered to be less risky than 36BA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRR.DE | 36BA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.24% | 1.32% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 0.96% | 3.63% | -2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.40% | 4.82% | -3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.94% | 7.22% | -5.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.80% | 6.94% | -3.14% |
SXRR.DE vs. 36BA.DE - Expense Ratio Comparison
SXRR.DE has a 0.12% expense ratio, which is lower than 36BA.DE's 0.17% 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
SXRR.DE vs. 36BA.DE - Dividend Comparison
SXRR.DE's dividend yield for the trailing twelve months is around 4.72%, less than 36BA.DE's 4.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
36BA.DE iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) | 4.97% | 4.74% | 4.75% | 4.14% | 2.95% | 1.76% | 0.87% | 0.00% | 0.00% | 0.00% |
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 4.72% | 5.04% | 6.01% | 5.52% | 1.49% | 0.58% | 1.60% | 3.00% | 2.06% | 0.36% |
Frequently Asked Questions
SXRR.DE and 36BA.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRR.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRR.DE is cheaper with a 0.12% expense ratio, compared with 0.17% for 36BA.DE.
SXRR.DE tracks Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged), while 36BA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI Index (EUR Hedged). Their fees differ too: 0.12% for SXRR.DE and 0.17% for 36BA.DE.
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