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

Performance

CBUG.DE vs. FWEA.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 Invesco FTSE All-World UCITS ETF (FWEA.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 14.43% return, which is significantly higher than FWEA.DE's 10.64% return.


CBUG.DE

1D
0.52%
1M
2.87%
YTD
14.43%
6M
15.29%
1Y
28.47%
3Y*
13.75%
5Y*
10Y*

FWEA.DE

1D
-0.24%
1M
2.84%
YTD
10.64%
6M
11.58%
1Y
25.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
CBUG.DE
iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist)
14.43%6.47%13.17%8.65%
FWEA.DE
Invesco FTSE All-World UCITS ETF
10.64%17.53%19.21%8.62%

Correlation

The correlation between CBUG.DE and FWEA.DE is 0.77, 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

0.77

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2023

0.77

The correlation between CBUG.DE and FWEA.DE has been stable across timeframes, ranging from 0.77 to 0.77 - a consistent structural relationship.

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Return for Risk

CBUG.DE vs. FWEA.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: 6868
Overall Rank
CBUG.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CBUG.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
CBUG.DE Omega Ratio Rank: 6161
Omega Ratio Rank
CBUG.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
CBUG.DE Martin Ratio Rank: 7777
Martin Ratio Rank

FWEA.DE
FWEA.DE Risk / Return Rank: 7272
Overall Rank
FWEA.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FWEA.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
FWEA.DE Omega Ratio Rank: 7373
Omega Ratio Rank
FWEA.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
FWEA.DE Martin Ratio Rank: 7373
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. FWEA.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 Invesco FTSE All-World UCITS ETF (FWEA.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.


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

-0.25

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.37

1.43

-0.06

Calmar ratioReturn relative to maximum drawdown

3.94

3.18

+0.76

Martin ratioReturn relative to average drawdown

14.66

13.52

+1.14

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

The current CBUG.DE Sharpe Ratio is 2.04, which is comparable to the FWEA.DE Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of CBUG.DE and FWEA.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


CBUG.DEFWEA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

2.30

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.51

-1.09

Drawdowns

CBUG.DE vs. FWEA.DE - Drawdown Comparison

The maximum CBUG.DE drawdown since its inception was -24.59%, which is greater than FWEA.DE's maximum drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for CBUG.DE and FWEA.DE.


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Drawdown Indicators


CBUG.DEFWEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.59%

-17.48%

-7.11%

Max Drawdown (1Y)

Largest decline over 1 year

-7.21%

-8.28%

+1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-24.59%

Current Drawdown

Current decline from peak

0.00%

-0.81%

+0.81%

Average Drawdown

Average peak-to-trough decline

-7.48%

-1.86%

-5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

1.95%

-0.01%

Volatility

CBUG.DE vs. FWEA.DE - Volatility Comparison

iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) and Invesco FTSE All-World UCITS ETF (FWEA.DE) have volatilities of 3.41% and 3.36%, 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


CBUG.DEFWEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

3.36%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

8.93%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

13.90%

11.45%

+2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

12.72%

+3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

12.72%

+3.99%

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

CBUG.DE has a 0.10% expense ratio, which is lower than FWEA.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. FWEA.DE - Dividend Comparison

Neither CBUG.DE nor FWEA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CBUG.DE and FWEA.DE have a correlation of 0.77, 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 FWEA.DE.

CBUG.DE tracks MSCI ACWI SMID NR USD, while FWEA.DE tracks FTSE All-World Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.10% for CBUG.DE and 0.20% for FWEA.DE.

Portfolio Optimizer

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