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CBUF.DE vs. WELS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUF.DE vs. WELS.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 Amundi S&P Global Health Care ESG UCITS ETF EUR Acc (WELS.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, CBUF.DE achieves a -2.22% return, which is significantly higher than WELS.DE's -3.35% return.


CBUF.DE

1D
2.74%
1M
3.91%
YTD
-2.22%
6M
-1.50%
1Y
7.40%
3Y*
0.62%
5Y*
4.66%
10Y*

WELS.DE

1D
2.97%
1M
4.14%
YTD
-3.35%
6M
-2.82%
1Y
6.93%
3Y*
2.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
CBUF.DE
iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist
-2.22%2.56%0.75%0.33%3.46%
WELS.DE
Amundi S&P Global Health Care ESG UCITS ETF EUR Acc
-3.35%1.05%7.20%2.33%4.02%

Correlation

The correlation between CBUF.DE and WELS.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.94

The correlation between CBUF.DE and WELS.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

CBUF.DE vs. WELS.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

WELS.DE
WELS.DE Risk / Return Rank: 1616
Overall Rank
WELS.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
WELS.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
WELS.DE Omega Ratio Rank: 1616
Omega Ratio Rank
WELS.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
WELS.DE Martin Ratio Rank: 1515
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. WELS.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 Amundi S&P Global Health Care ESG UCITS ETF EUR Acc (WELS.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.DEWELS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.10

1.09

+0.01

Calmar ratioReturn relative to maximum drawdown

0.68

0.56

+0.12

Martin ratioReturn relative to average drawdown

1.56

1.30

+0.26

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

The current CBUF.DE Sharpe Ratio is 0.53, which is comparable to the WELS.DE Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of CBUF.DE and WELS.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


CBUF.DEWELS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.47

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.22

+0.22

Drawdowns

CBUF.DE vs. WELS.DE - Drawdown Comparison

The maximum CBUF.DE drawdown since its inception was -25.94%, which is greater than WELS.DE's maximum drawdown of -23.13%. Use the drawdown chart below to compare losses from any high point for CBUF.DE and WELS.DE.


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Drawdown Indicators


CBUF.DEWELS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.94%

-23.13%

-2.81%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-12.35%

+1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-21.76%

-23.13%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-21.76%

Current Drawdown

Current decline from peak

-9.66%

-12.08%

+2.42%

Average Drawdown

Average peak-to-trough decline

-5.65%

-7.30%

+1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

5.34%

-0.60%

Volatility

CBUF.DE vs. WELS.DE - Volatility Comparison

The current volatility for iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.DE) is 4.98%, while Amundi S&P Global Health Care ESG UCITS ETF EUR Acc (WELS.DE) has a volatility of 5.27%. This indicates that CBUF.DE experiences smaller price fluctuations and is considered to be less risky than WELS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBUF.DEWELS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

5.27%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

10.22%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

13.98%

14.60%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

13.59%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.36%

13.59%

+1.77%

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

Both CBUF.DE and WELS.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CBUF.DE vs. WELS.DE - Dividend Comparison

CBUF.DE's dividend yield for the trailing twelve months is around 1.08%, while WELS.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%
WELS.DE
Amundi S&P Global Health Care ESG UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, CBUF.DE and WELS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CBUF.DE and WELS.DE have the same expense ratio: 0.18% per year.

CBUF.DE tracks MSCI World Health Care ESG Reduced Carbon Select 20 35 Capped, while WELS.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Health Care. They also come from different issuers: iShares and Amundi.

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