CBUG.DE vs. IS3S.DE
CBUG.DE (iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist)) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds from iShares - CBUG.DE tracks the MSCI ACWI SMID NR USD while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 3 years, CBUG.DE returned 13.75%/yr vs 26.82%/yr for IS3S.DE. Their correlation of 0.84 suggests significant overlap in exposure. CBUG.DE charges 0.10%/yr vs 0.30%/yr for IS3S.DE.
Performance
CBUG.DE vs. IS3S.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CBUG.DE achieves a 14.43% return, which is significantly lower than IS3S.DE's 35.27% return.
CBUG.DE
- 1D
- 0.52%
- 1M
- 2.87%
- YTD
- 14.43%
- 6M
- 15.29%
- 1Y
- 28.47%
- 3Y*
- 13.75%
- 5Y*
- —
- 10Y*
- —
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
CBUG.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CBUG.DE iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) | 14.43% | 6.47% | 13.17% | 11.34% | -14.17% | 2.96% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 3.44% |
Correlation
The correlation between CBUG.DE and IS3S.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2021 | 0.84 |
The correlation between CBUG.DE and IS3S.DE has been stable across timeframes, ranging from 0.78 to 0.84 - 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
CBUG.DE vs. IS3S.DE — Risk / Return Rank
CBUG.DE
IS3S.DE
CBUG.DE vs. IS3S.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 Edge MSCI World Value Factor UCITS ETF (IS3S.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.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.49 | ||
| Sortino ratioReturn per unit of downside risk | -3.23 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.83 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 3.94 | 10.36 | -6.42 |
| Martin ratioReturn relative to average drawdown | 14.66 | 39.01 | -24.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CBUG.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 4.53 | -2.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.68 | -0.27 |
Drawdowns
CBUG.DE vs. IS3S.DE - Drawdown Comparison
The maximum CBUG.DE drawdown since its inception was -24.59%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for CBUG.DE and IS3S.DE.
Loading charts...
Drawdown Indicators
| CBUG.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.59% | -35.18% | +10.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.21% | -6.09% | -1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -24.59% | -17.80% | -6.79% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.80% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -5.82% | -1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 1.62% | +0.32% |
Volatility
CBUG.DE vs. IS3S.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) is 3.41%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that CBUG.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CBUG.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 5.62% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 11.32% | -1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.90% | 13.93% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.71% | 13.85% | +2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 15.76% | +0.95% |
CBUG.DE vs. IS3S.DE - Expense Ratio Comparison
CBUG.DE has a 0.10% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
CBUG.DE vs. IS3S.DE - Dividend Comparison
Neither CBUG.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUG.DE and IS3S.DE have a correlation of 0.78, 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 0.30% for IS3S.DE.
CBUG.DE tracks MSCI ACWI SMID NR USD, while IS3S.DE tracks MSCI World Enhanced Value. Their fees differ too: 0.10% for CBUG.DE and 0.30% for IS3S.DE.
Find the right allocation for CBUG.DE and IS3S.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