AMEW.DE vs. CBUI.DE
AMEW.DE (Amundi MSCI World UCITS ETF EUR) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - AMEW.DE tracks the MSCI World while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, AMEW.DE returned 17.26%/yr vs 21.76%/yr for CBUI.DE. Their correlation of 0.88 suggests significant overlap in exposure. AMEW.DE charges 0.38%/yr vs 0.30%/yr for CBUI.DE.
Performance
AMEW.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AMEW.DE achieves a 10.74% return, which is significantly lower than CBUI.DE's 20.05% return.
AMEW.DE
- 1D
- -0.03%
- 1M
- 4.92%
- YTD
- 10.74%
- 6M
- 11.18%
- 1Y
- 23.45%
- 3Y*
- 17.26%
- 5Y*
- 12.62%
- 10Y*
- 12.59%
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
AMEW.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AMEW.DE Amundi MSCI World UCITS ETF EUR | 10.74% | 7.42% | 25.77% | 19.94% | -13.88% | 4.72% |
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 20.05% | 20.98% | 13.82% | 15.94% | -6.30% | 6.27% |
Correlation
The correlation between AMEW.DE and CBUI.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.88 |
The correlation between AMEW.DE and CBUI.DE has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.
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Return for Risk
AMEW.DE vs. CBUI.DE — Risk / Return Rank
AMEW.DE
CBUI.DE
AMEW.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS ETF EUR (AMEW.DE) and iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.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.
| AMEW.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.60 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.54 | 6.92 | -3.39 |
| Martin ratioReturn relative to average drawdown | 13.99 | 26.41 | -12.43 |
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
| AMEW.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 3.41 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 1.05 | -0.18 |
Drawdowns
AMEW.DE vs. CBUI.DE - Drawdown Comparison
The maximum AMEW.DE drawdown since its inception was -33.73%, which is greater than CBUI.DE's maximum drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for AMEW.DE and CBUI.DE.
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Drawdown Indicators
| AMEW.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.73% | -19.48% | -14.25% |
Max Drawdown (1Y)Largest decline over 1 year | -6.61% | -6.34% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -21.69% | -19.48% | -2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.73% | — | — |
Current DrawdownCurrent decline from peak | -0.31% | -0.22% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -3.23% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 1.67% | 0.00% |
Volatility
AMEW.DE vs. CBUI.DE - Volatility Comparison
The current volatility for Amundi MSCI World UCITS ETF EUR (AMEW.DE) is 2.60%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that AMEW.DE experiences smaller price fluctuations and is considered to be less risky than CBUI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMEW.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 3.73% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.64% | 9.76% | -2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.11% | 12.88% | -1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.16% | 14.21% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.03% | 14.21% | +0.82% |
AMEW.DE vs. CBUI.DE - Expense Ratio Comparison
AMEW.DE has a 0.38% expense ratio, which is higher than CBUI.DE's 0.30% expense ratio.
Dividends
AMEW.DE vs. CBUI.DE - Dividend Comparison
Neither AMEW.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
AMEW.DE and CBUI.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CBUI.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CBUI.DE is cheaper with a 0.30% expense ratio, compared with 0.38% for AMEW.DE.
AMEW.DE tracks MSCI World, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.38% for AMEW.DE and 0.30% for CBUI.DE.
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