AVWC.DE vs. CBUI.DE
AVWC.DE (Avantis Global Equity UCITS ETF USD Acc EUR) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds. AVWC.DE is actively managed, while CBUI.DE is passively managed. Over the past year, AVWC.DE returned 28.75% vs 44.12% for CBUI.DE. Their correlation of 0.86 suggests significant overlap in exposure. AVWC.DE charges 0.22%/yr vs 0.30%/yr for CBUI.DE.
Performance
AVWC.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AVWC.DE achieves a 14.36% return, which is significantly lower than CBUI.DE's 20.05% return.
AVWC.DE
- 1D
- 0.15%
- 1M
- 4.37%
- YTD
- 14.36%
- 6M
- 15.26%
- 1Y
- 28.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
AVWC.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AVWC.DE Avantis Global Equity UCITS ETF USD Acc EUR | 14.36% | 9.08% | 6.46% |
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 20.05% | 20.98% | 2.59% |
Correlation
The correlation between AVWC.DE and CBUI.DE is 0.81, 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 | 0.81 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2024 | 0.86 |
The correlation between AVWC.DE and CBUI.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
AVWC.DE vs. CBUI.DE — Risk / Return Rank
AVWC.DE
CBUI.DE
AVWC.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.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.
| AVWC.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.60 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 5.22 | 6.92 | -1.71 |
| Martin ratioReturn relative to average drawdown | 19.94 | 26.41 | -6.48 |
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
| AVWC.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.58 | 3.41 | -0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 1.05 | +0.19 |
Drawdowns
AVWC.DE vs. CBUI.DE - Drawdown Comparison
The maximum AVWC.DE drawdown since its inception was -21.65%, 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 AVWC.DE and CBUI.DE.
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Drawdown Indicators
| AVWC.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.65% | -19.48% | -2.17% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | -6.34% | +0.85% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.48% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.22% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -3.23% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 1.67% | -0.23% |
Volatility
AVWC.DE vs. CBUI.DE - Volatility Comparison
The current volatility for Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) is 2.89%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that AVWC.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
| AVWC.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 3.73% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 9.76% | -1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 12.88% | -1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 14.21% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.91% | 14.21% | +0.70% |
AVWC.DE vs. CBUI.DE - Expense Ratio Comparison
AVWC.DE has a 0.22% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.
Dividends
AVWC.DE vs. CBUI.DE - Dividend Comparison
Neither AVWC.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
AVWC.DE and CBUI.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AVWC.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AVWC.DE is cheaper with a 0.22% expense ratio, compared with 0.30% for CBUI.DE.
They also come from different issuers: Avantis and iShares. Their fees differ too: 0.22% for AVWC.DE and 0.30% for CBUI.DE.
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