PortfoliosLab logoPortfoliosLab logo
CBUF.DE vs. DXSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUF.DE vs. DXSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.DE) and Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CBUF.DE achieves a -2.22% return, which is significantly lower than DXSE.DE's -1.95% return.


CBUF.DE

1D
2.74%
1M
3.65%
YTD
-2.22%
6M
-1.56%
1Y
7.33%
3Y*
0.62%
5Y*
4.66%
10Y*

DXSE.DE

1D
2.90%
1M
0.52%
YTD
-1.95%
6M
-0.32%
1Y
5.13%
3Y*
2.51%
5Y*
5.38%
10Y*
6.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUF.DE vs. DXSE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CBUF.DE
iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist
-2.22%2.56%0.75%0.33%2.09%30.42%2.79%11.42%
DXSE.DE
Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C
-1.95%4.97%4.52%9.56%-5.75%25.75%-1.94%10.20%

Correlation

The correlation between CBUF.DE and DXSE.DE is 0.74, 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

0.74

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

0.67

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

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2019

0.74

The correlation between CBUF.DE and DXSE.DE has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.

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

CBUF.DE vs. DXSE.DE — Risk / Return Rank

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

CBUF.DE
CBUF.DE Risk / Return Rank: 1717
Overall Rank
CBUF.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CBUF.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
CBUF.DE Omega Ratio Rank: 1717
Omega Ratio Rank
CBUF.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
CBUF.DE Martin Ratio Rank: 1717
Martin Ratio Rank

DXSE.DE
DXSE.DE Risk / Return Rank: 1313
Overall Rank
DXSE.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DXSE.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
DXSE.DE Omega Ratio Rank: 1313
Omega Ratio Rank
DXSE.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
DXSE.DE Martin Ratio Rank: 1313
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.

CBUF.DE vs. DXSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.DE) and Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.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.


CBUF.DEDXSE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.10

1.06

+0.04

Calmar ratioReturn relative to maximum drawdown

0.68

0.38

+0.30

Martin ratioReturn relative to average drawdown

1.56

0.82

+0.73

CBUF.DE vs. DXSE.DE - Sharpe Ratio Comparison

The current CBUF.DE Sharpe Ratio is 0.53, which is higher than the DXSE.DE Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of CBUF.DE and DXSE.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...

Sharpe Ratios by Period


CBUF.DEDXSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.27

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.32

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.45

-0.01

Drawdowns

CBUF.DE vs. DXSE.DE - Drawdown Comparison

The maximum CBUF.DE drawdown since its inception was -25.94%, smaller than the maximum DXSE.DE drawdown of -34.30%. Use the drawdown chart below to compare losses from any high point for CBUF.DE and DXSE.DE.


Loading charts...

Drawdown Indicators


CBUF.DEDXSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.94%

-34.30%

+8.36%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-12.67%

+1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-21.76%

-28.10%

+6.34%

Max Drawdown (5Y)

Largest decline over 5 years

-21.76%

-28.10%

+6.34%

Max Drawdown (10Y)

Largest decline over 10 years

-28.10%

Current Drawdown

Current decline from peak

-9.66%

-13.88%

+4.22%

Average Drawdown

Average peak-to-trough decline

-5.65%

-8.34%

+2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

5.81%

-1.07%

Volatility

CBUF.DE vs. DXSE.DE - Volatility Comparison

The current volatility for iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.DE) is 4.98%, while Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) has a volatility of 5.82%. This indicates that CBUF.DE experiences smaller price fluctuations and is considered to be less risky than DXSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CBUF.DEDXSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

5.82%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

11.95%

-2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

13.98%

17.63%

-3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

16.48%

-2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.36%

16.04%

-0.68%

CBUF.DE vs. DXSE.DE - Expense Ratio Comparison

CBUF.DE has a 0.18% expense ratio, which is higher than DXSE.DE's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CBUF.DE vs. DXSE.DE - Dividend Comparison

CBUF.DE's dividend yield for the trailing twelve months is around 1.08%, while DXSE.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CBUF.DE
iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist
1.08%1.06%1.02%1.16%1.09%1.05%1.27%0.10%
DXSE.DE
Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CBUF.DE and DXSE.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXSE.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXSE.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for CBUF.DE.

CBUF.DE tracks MSCI World Health Care ESG Reduced Carbon Select 20 35 Capped, while DXSE.DE tracks MSCI Europe Health Care ESG Screened 20-35. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for CBUF.DE and 0.17% for DXSE.DE.

Portfolio Optimizer

Find the right allocation for CBUF.DE and DXSE.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