There are lot of different views on this.

I agree that with DD2 she very rarely gets into trouble as she is still learning right from wrong. She doesn't really understand the difference yet.

But she is 3. DD1 is 6 & definetly knows the difference, but will do the same things my 3 year old will do. She draws on the walls, tips shampoo or bubble bath or whatever down the drain, tears up paper into tiny peices & leaves it everywhere, tears books. Things that you expect from a 2 - 3 year old. Not from a 6 year old.

Then doesn't get why she gets in trouble. I've tried explaining to her that DD2 is younger & doesn't know it's wrong yet. If they are both doing whatever it is, I try just talking to them both. But when DD1 is drawing on the walls yet again, knowing it's wrong without DD2 there I usually do yell, & send her to the naughty spot.
What else do you do with that? Telling her for 4 or more years that its wrong for her to do it anyway? Then throwing a tantrum when she does get sent to the naughty spot???