USUE.DE vs. 36B6.DE
USUE.DE (UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc) and 36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) are both Large Cap Blend Equities funds - USUE.DE tracks the MSCI USA Select Factor Mix while 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, USUE.DE returned 11.49%/yr vs 12.25%/yr for 36B6.DE. Their correlation of 0.89 suggests significant overlap in exposure. USUE.DE charges 0.25%/yr vs 0.20%/yr for 36B6.DE.
Performance
USUE.DE vs. 36B6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, USUE.DE achieves a 13.01% return, which is significantly lower than 36B6.DE's 14.86% return.
USUE.DE
- 1D
- 0.29%
- 1M
- 4.17%
- YTD
- 13.01%
- 6M
- 12.87%
- 1Y
- 21.80%
- 3Y*
- 15.86%
- 5Y*
- 11.49%
- 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*
- —
USUE.DE vs. 36B6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc | 13.01% | 1.00% | 25.07% | 12.96% | -8.63% | 35.62% | -1.09% |
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 20.20% | -14.25% | 43.41% | 7.39% |
Correlation
The correlation between USUE.DE and 36B6.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2020 | 0.89 |
The correlation between USUE.DE and 36B6.DE shifts across timeframes, from 0.74 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USUE.DE vs. 36B6.DE — Risk / Return Rank
USUE.DE
36B6.DE
USUE.DE vs. 36B6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.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.
| USUE.DE | 36B6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.41 | 3.10 | +1.31 |
| Martin ratioReturn relative to average drawdown | 14.20 | 10.29 | +3.91 |
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
| USUE.DE | 36B6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 1.76 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.78 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.86 | -0.21 |
Drawdowns
USUE.DE vs. 36B6.DE - Drawdown Comparison
The maximum USUE.DE drawdown since its inception was -35.36%, roughly equal to the maximum 36B6.DE drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for USUE.DE and 36B6.DE.
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Drawdown Indicators
| USUE.DE | 36B6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.36% | -34.21% | -1.15% |
Max Drawdown (1Y)Largest decline over 1 year | -4.86% | -7.21% | +2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -20.79% | -23.75% | +2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -23.75% | +2.96% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -4.98% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 2.17% | -0.66% |
Volatility
USUE.DE vs. 36B6.DE - Volatility Comparison
The current volatility for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) is 2.84%, while iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a volatility of 3.79%. This indicates that USUE.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
| USUE.DE | 36B6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 3.79% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 9.08% | -1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.34% | 12.71% | -1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 15.45% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 17.54% | -0.21% |
USUE.DE vs. 36B6.DE - Expense Ratio Comparison
USUE.DE has a 0.25% expense ratio, which is higher than 36B6.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
USUE.DE vs. 36B6.DE - Dividend Comparison
USUE.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% |
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
USUE.DE and 36B6.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36B6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36B6.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for USUE.DE.
USUE.DE tracks MSCI USA Select Factor Mix, while 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: UBS and iShares. Their fees differ too: 0.25% for USUE.DE and 0.20% for 36B6.DE.
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