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CBUC.DE vs. UIMP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUC.DE vs. UIMP.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 UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBUC.DE achieves a 6.79% return, which is significantly lower than UIMP.DE's 16.86% 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*

UIMP.DE

1D
0.45%
1M
1.61%
6M
17.98%
YTD
16.86%
1Y
25.12%
3Y*
15.93%
5Y*
11.54%
10Y*
14.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUC.DE vs. UIMP.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%
UIMP.DE
UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis
16.86%-1.33%25.94%27.84%-21.40%21.11%

Correlation

The correlation between CBUC.DE and UIMP.DE is 0.57, 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

0.57

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

0.73

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

0.80

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

0.80

Over the past year, the correlation between CBUC.DE and UIMP.DE has dropped to 0.57 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

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Return for Risk

CBUC.DE vs. UIMP.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

UIMP.DE
UIMP.DE Risk / Return Rank: 6565
Overall Rank
UIMP.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UIMP.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
UIMP.DE Omega Ratio Rank: 6464
Omega Ratio Rank
UIMP.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
UIMP.DE Martin Ratio Rank: 5959
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. UIMP.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 UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.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.DEUIMP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.22

1.32

-0.09

Calmar ratioReturn relative to maximum drawdown

1.60

2.65

-1.06

Martin ratioReturn relative to average drawdown

6.23

8.55

-2.32

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

The current CBUC.DE Sharpe Ratio is 1.18, which is lower than the UIMP.DE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of CBUC.DE and UIMP.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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Drawdowns

CBUC.DE vs. UIMP.DE - Drawdown Comparison

The maximum CBUC.DE drawdown since its inception was -29.01%, smaller than the maximum UIMP.DE drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CBUC.DE and UIMP.DE.


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Drawdown Indicators


CBUC.DEUIMP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.01%

-33.37%

+4.36%

Max Drawdown (1Y)

Largest decline over 1 year

-9.97%

-9.42%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-19.41%

-24.74%

+5.33%

Max Drawdown (5Y)

Largest decline over 5 years

-29.01%

-24.74%

-4.27%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-1.31%

-1.54%

+0.23%

Average Drawdown

Average peak-to-trough decline

-8.38%

-8.05%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.93%

-0.37%

Volatility

CBUC.DE vs. UIMP.DE - Volatility Comparison

iShares MSCI USA CTB Enhanced ESG UCITS ETF EUR Hedged (Acc) (CBUC.DE) and UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) have volatilities of 4.78% and 4.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBUC.DEUIMP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

4.66%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

10.22%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

13.55%

13.86%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

16.62%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

16.86%

+0.04%

Dividends

CBUC.DE vs. UIMP.DE - Dividend Comparison

CBUC.DE has not paid dividends to shareholders, while UIMP.DE's dividend yield for the trailing twelve months is around 0.41%.


PositionTTM20252024202320222021202020192018201720162015
CBUC.DE
iShares MSCI USA CTB Enhanced ESG UCITS ETF EUR Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UIMP.DE
UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis
0.41%0.82%0.70%0.75%0.92%0.62%0.90%0.97%1.03%1.25%1.26%1.25%

Frequently Asked Questions


CBUC.DE and UIMP.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBUC.DE tracks MSCI USA ESG Enhanced Focus CTB Index (EUR Hedged), while UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: iShares and UBS.

Portfolio Optimizer

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

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