PortfoliosLab logoPortfoliosLab logo
CBUC.DE vs. SXRV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUC.DE vs. SXRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA CTB Enhanced ESG UCITS ETF EUR Hedged (Acc) (CBUC.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CBUC.DE achieves a 6.79% return, which is significantly lower than SXRV.DE's 19.60% return.


CBUC.DE

1D
-0.26%
1M
-1.31%
6M
7.70%
YTD
6.79%
1Y
15.98%
3Y*
16.38%
5Y*
8.29%
10Y*

SXRV.DE

1D
0.49%
1M
-1.63%
6M
20.80%
YTD
19.60%
1Y
33.64%
3Y*
23.36%
5Y*
16.36%
10Y*
21.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUC.DE vs. SXRV.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CBUC.DE
iShares MSCI USA CTB Enhanced ESG UCITS ETF EUR Hedged (Acc)
6.79%13.30%21.88%22.78%-24.86%10.56%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
19.60%6.98%33.55%51.19%-30.05%21.41%

Correlation

The correlation between CBUC.DE and SXRV.DE is 0.56, 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

0.56

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

0.72

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

0.79

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2021

0.79

Over the past year, the correlation between CBUC.DE and SXRV.DE has dropped to 0.56 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CBUC.DE vs. SXRV.DE — Risk / Return Rank

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

CBUC.DE
CBUC.DE Risk / Return Rank: 3939
Overall Rank
CBUC.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CBUC.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
CBUC.DE Omega Ratio Rank: 3939
Omega Ratio Rank
CBUC.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
CBUC.DE Martin Ratio Rank: 4545
Martin Ratio Rank

SXRV.DE
SXRV.DE Risk / Return Rank: 7373
Overall Rank
SXRV.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 7272
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6666
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.

CBUC.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA CTB Enhanced ESG UCITS ETF EUR Hedged (Acc) (CBUC.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.


CBUC.DESXRV.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.22

1.35

-0.13

Calmar ratioReturn relative to maximum drawdown

1.60

3.34

-1.74

Martin ratioReturn relative to average drawdown

6.23

9.73

-3.51

CBUC.DE vs. SXRV.DE - Sharpe Ratio Comparison

The current CBUC.DE Sharpe Ratio is 1.18, which is lower than the SXRV.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of CBUC.DE and SXRV.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.


Loading charts...

Drawdowns

CBUC.DE vs. SXRV.DE - Drawdown Comparison

The maximum CBUC.DE drawdown since its inception was -29.01%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for CBUC.DE and SXRV.DE.


Loading charts...

Drawdown Indicators


CBUC.DESXRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.01%

-32.80%

+3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-9.97%

-10.03%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-19.41%

-26.69%

+7.28%

Max Drawdown (5Y)

Largest decline over 5 years

-29.01%

-31.33%

+2.32%

Max Drawdown (10Y)

Largest decline over 10 years

-31.33%

Current Drawdown

Current decline from peak

-1.31%

-2.09%

+0.78%

Average Drawdown

Average peak-to-trough decline

-8.38%

-6.48%

-1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.45%

-0.89%

Volatility

CBUC.DE vs. SXRV.DE - Volatility Comparison

The current volatility for iShares MSCI USA CTB Enhanced ESG UCITS ETF EUR Hedged (Acc) (CBUC.DE) is 4.78%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 6.67%. This indicates that CBUC.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CBUC.DESXRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

6.67%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

12.11%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.55%

16.67%

-3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

19.97%

-3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

19.69%

-2.79%

Dividends

CBUC.DE vs. SXRV.DE - Dividend Comparison

Neither CBUC.DE nor SXRV.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CBUC.DE and SXRV.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBUC.DE is categorized as Large Cap Blend Equities, while SXRV.DE is Nasdaq-100. CBUC.DE tracks MSCI USA ESG Enhanced Focus CTB Index (EUR Hedged), while SXRV.DE tracks NASDAQ-100 Index.

Portfolio Optimizer

Find the right allocation for CBUC.DE and SXRV.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer