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CBUG.DE vs. CBUQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUG.DE vs. CBUQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) and iShares MSCI ACWI SRI UCITS ETF USD Dist (CBUQ.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, CBUG.DE achieves a 16.41% return, which is significantly higher than CBUQ.DE's 14.67% return.


CBUG.DE

1D
-0.16%
1M
-0.00%
6M
11.31%
YTD
16.41%
1Y
28.15%
3Y*
14.07%
5Y*
10Y*

CBUQ.DE

1D
0.00%
1M
0.41%
6M
11.76%
YTD
14.67%
1Y
23.18%
3Y*
14.50%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUG.DE vs. CBUQ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
CBUG.DE
iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist)
16.41%6.50%13.10%11.25%-4.17%
CBUQ.DE
iShares MSCI ACWI SRI UCITS ETF USD Dist
14.67%4.50%18.80%18.75%-10.33%

Correlation

The correlation between CBUG.DE and CBUQ.DE is 0.79, 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

0.79

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

0.81

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2022

0.82

The correlation between CBUG.DE and CBUQ.DE has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

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Return for Risk

CBUG.DE vs. CBUQ.DE — Risk / Return Rank

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

CBUG.DE
CBUG.DE Risk / Return Rank: 8181
Overall Rank
CBUG.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CBUG.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
CBUG.DE Omega Ratio Rank: 7676
Omega Ratio Rank
CBUG.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
CBUG.DE Martin Ratio Rank: 8787
Martin Ratio Rank

CBUQ.DE
CBUQ.DE Risk / Return Rank: 7070
Overall Rank
CBUQ.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CBUQ.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
CBUQ.DE Omega Ratio Rank: 6565
Omega Ratio Rank
CBUQ.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
CBUQ.DE Martin Ratio Rank: 7777
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.

CBUG.DE vs. CBUQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) and iShares MSCI ACWI SRI UCITS ETF USD Dist (CBUQ.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.


CBUG.DECBUQ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.36

1.32

+0.04

Calmar ratioReturn relative to maximum drawdown

3.87

3.15

+0.72

Martin ratioReturn relative to average drawdown

14.52

11.55

+2.97

CBUG.DE vs. CBUQ.DE - Sharpe Ratio Comparison

The current CBUG.DE Sharpe Ratio is 1.98, which is comparable to the CBUQ.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of CBUG.DE and CBUQ.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

CBUG.DE vs. CBUQ.DE - Drawdown Comparison

The maximum CBUG.DE drawdown since its inception was -24.57%, which is greater than CBUQ.DE's maximum drawdown of -21.14%. Use the drawdown chart below to compare losses from any high point for CBUG.DE and CBUQ.DE.


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Drawdown Indicators


CBUG.DECBUQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.57%

-21.14%

-3.43%

Max Drawdown (1Y)

Largest decline over 1 year

-7.24%

-7.40%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-24.57%

-21.14%

-3.43%

Current Drawdown

Current decline from peak

-2.40%

-1.36%

-1.04%

Average Drawdown

Average peak-to-trough decline

-7.34%

-3.10%

-4.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

2.01%

-0.08%

Volatility

CBUG.DE vs. CBUQ.DE - Volatility Comparison

The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) is 3.78%, while iShares MSCI ACWI SRI UCITS ETF USD Dist (CBUQ.DE) has a volatility of 4.07%. This indicates that CBUG.DE experiences smaller price fluctuations and is considered to be less risky than CBUQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBUG.DECBUQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

4.07%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

10.33%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

14.19%

13.34%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

13.88%

+2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.64%

13.88%

+2.76%

CBUG.DE vs. CBUQ.DE - Expense Ratio Comparison

CBUG.DE has a 0.10% expense ratio, which is lower than CBUQ.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CBUG.DE vs. CBUQ.DE - Dividend Comparison

CBUG.DE has not paid dividends to shareholders, while CBUQ.DE's dividend yield for the trailing twelve months is around 1.24%.


PositionTTM202520242023
CBUG.DE
iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist)
0.00%0.00%0.00%0.00%
CBUQ.DE
iShares MSCI ACWI SRI UCITS ETF USD Dist
1.24%1.28%1.44%1.58%

Frequently Asked Questions


CBUG.DE and CBUQ.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBUG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBUG.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for CBUQ.DE.

CBUG.DE tracks MSCI ACWI SMID NR USD, while CBUQ.DE tracks MSCI ACWI SRI Select Reduced Fossil Fuel. Their fees differ too: 0.10% for CBUG.DE and 0.20% for CBUQ.DE.

Portfolio Optimizer

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