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XD9E.DE vs. 36B6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XD9E.DE vs. 36B6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) (XD9E.DE) and iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XD9E.DE achieves a 7.69% return, which is significantly lower than 36B6.DE's 18.18% return.


XD9E.DE

1D
0.17%
1M
-0.94%
6M
8.68%
YTD
7.69%
1Y
17.37%
3Y*
17.80%
5Y*
9.77%
10Y*

36B6.DE

1D
0.59%
1M
3.05%
6M
19.11%
YTD
18.18%
1Y
24.98%
3Y*
14.35%
5Y*
11.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XD9E.DE vs. 36B6.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XD9E.DE
Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc)
7.69%14.99%22.93%24.29%-23.21%26.83%18.09%14.06%
36B6.DE
iShares MSCI USA SRI UCITS ETF USD Dist
18.18%-0.74%20.36%20.16%-14.22%43.32%13.71%21.07%

Correlation

The correlation between XD9E.DE and 36B6.DE is 0.73, 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

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2019

0.82

The correlation between XD9E.DE and 36B6.DE has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.

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Return for Risk

XD9E.DE vs. 36B6.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XD9E.DE
XD9E.DE Risk / Return Rank: 5050
Overall Rank
XD9E.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XD9E.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
XD9E.DE Omega Ratio Rank: 4747
Omega Ratio Rank
XD9E.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
XD9E.DE Martin Ratio Rank: 5454
Martin Ratio Rank

36B6.DE
36B6.DE Risk / Return Rank: 7373
Overall Rank
36B6.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
36B6.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
36B6.DE Omega Ratio Rank: 6767
Omega Ratio Rank
36B6.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
36B6.DE Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XD9E.DE vs. 36B6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) (XD9E.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.

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.


XD9E.DE36B6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.26

1.33

-0.07

Calmar ratioReturn relative to maximum drawdown

1.96

3.47

-1.51

Martin ratioReturn relative to average drawdown

7.74

11.56

-3.82

XD9E.DE vs. 36B6.DE - Sharpe Ratio Comparison

The current XD9E.DE Sharpe Ratio is 1.42, which is comparable to the 36B6.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of XD9E.DE and 36B6.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XD9E.DE vs. 36B6.DE - Drawdown Comparison

The maximum XD9E.DE drawdown since its inception was -34.71%, roughly equal to the maximum 36B6.DE drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for XD9E.DE and 36B6.DE.


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Drawdown Indicators


XD9E.DE36B6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.71%

-34.22%

-0.49%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-7.16%

-1.66%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-23.76%

+4.91%

Max Drawdown (5Y)

Largest decline over 5 years

-27.10%

-23.76%

-3.34%

Current Drawdown

Current decline from peak

-1.50%

-1.39%

-0.11%

Average Drawdown

Average peak-to-trough decline

-6.09%

-4.92%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

2.16%

+0.08%

Volatility

XD9E.DE vs. 36B6.DE - Volatility Comparison

The current volatility for Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) (XD9E.DE) is 4.08%, while iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a volatility of 4.41%. This indicates that XD9E.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


XD9E.DE36B6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

4.41%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

9.83%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

13.35%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.29%

15.59%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.46%

17.50%

-0.04%

XD9E.DE vs. 36B6.DE - Expense Ratio Comparison

XD9E.DE has a 0.12% 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

XD9E.DE vs. 36B6.DE - Dividend Comparison

XD9E.DE has not paid dividends to shareholders, while 36B6.DE's dividend yield for the trailing twelve months is around 0.88%.


PositionTTM2025202420232022202120202019
36B6.DE
iShares MSCI USA SRI UCITS ETF USD Dist
0.88%0.97%1.09%1.28%1.41%0.91%1.04%1.23%
XD9E.DE
Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XD9E.DE and 36B6.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XD9E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XD9E.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for 36B6.DE.

XD9E.DE tracks MSCI USA Index (EUR Hedged), while 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XD9E.DE and 0.20% for 36B6.DE.

Portfolio Optimizer

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