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B41J.DE vs. CEBZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

B41J.DE vs. CEBZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (CEBZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with B41J.DE having a 7.25% return and CEBZ.DE slightly higher at 7.37%.


B41J.DE

1D
0.02%
1M
-0.79%
YTD
7.25%
6M
8.32%
1Y
8.84%
3Y*
5Y*
10Y*

CEBZ.DE

1D
0.58%
1M
3.21%
YTD
7.37%
6M
9.72%
1Y
16.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

B41J.DE vs. CEBZ.DE - Yearly Performance Comparison


Correlation

The correlation between B41J.DE and CEBZ.DE is 0.72, 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

0.72

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2024

0.71

The correlation between B41J.DE and CEBZ.DE has been stable across timeframes, ranging from 0.71 to 0.72 - a consistent structural relationship.

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Return for Risk

B41J.DE vs. CEBZ.DE — Risk / Return Rank

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

B41J.DE
B41J.DE Risk / Return Rank: 2020
Overall Rank
B41J.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
B41J.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
B41J.DE Omega Ratio Rank: 1818
Omega Ratio Rank
B41J.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
B41J.DE Martin Ratio Rank: 2222
Martin Ratio Rank

CEBZ.DE
CEBZ.DE Risk / Return Rank: 3636
Overall Rank
CEBZ.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CEBZ.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
CEBZ.DE Omega Ratio Rank: 3636
Omega Ratio Rank
CEBZ.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
CEBZ.DE Martin Ratio Rank: 4040
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.

B41J.DE vs. CEBZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (CEBZ.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.


B41J.DECEBZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.11

1.23

-0.12

Calmar ratioReturn relative to maximum drawdown

0.94

1.67

-0.73

Martin ratioReturn relative to average drawdown

2.70

6.29

-3.59

B41J.DE vs. CEBZ.DE - Sharpe Ratio Comparison

The current B41J.DE Sharpe Ratio is 0.58, which is lower than the CEBZ.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of B41J.DE and CEBZ.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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Sharpe Ratios by Period


B41J.DECEBZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.24

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.95

+0.18

Drawdowns

B41J.DE vs. CEBZ.DE - Drawdown Comparison

The maximum B41J.DE drawdown since its inception was -12.00%, smaller than the maximum CEBZ.DE drawdown of -16.41%. Use the drawdown chart below to compare losses from any high point for B41J.DE and CEBZ.DE.


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Drawdown Indicators


B41J.DECEBZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.00%

-16.41%

+4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

-9.57%

+0.23%

Current Drawdown

Current decline from peak

-4.55%

-1.61%

-2.94%

Average Drawdown

Average peak-to-trough decline

-2.45%

-2.09%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.55%

+0.69%

Volatility

B41J.DE vs. CEBZ.DE - Volatility Comparison

Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) has a higher volatility of 4.95% compared to iShares Core MSCI Europe UCITS ETF EUR (Acc) (CEBZ.DE) at 4.49%. This indicates that B41J.DE's price experiences larger fluctuations and is considered to be riskier than CEBZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


B41J.DECEBZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

4.49%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

12.73%

10.70%

+2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

12.97%

+2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

13.82%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

13.82%

+2.29%

B41J.DE vs. CEBZ.DE - Expense Ratio Comparison

B41J.DE has a 0.47% expense ratio, which is higher than CEBZ.DE's 0.12% expense ratio.


Dividends

B41J.DE vs. CEBZ.DE - Dividend Comparison

Neither B41J.DE nor CEBZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


B41J.DE and CEBZ.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

CEBZ.DE is cheaper with a 0.12% expense ratio, compared with 0.47% for B41J.DE.

B41J.DE tracks Mirae Asset European Infrastructure Development Index, while CEBZ.DE tracks MSCI Europe Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.47% for B41J.DE and 0.12% for CEBZ.DE.

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