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CBUH.DE vs. GTIL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUH.DE vs. GTIL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.DE) and Xtrackers World Green Tech Innovators UCITS ETF 1C (GTIL.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, CBUH.DE achieves a 22.41% return, which is significantly higher than GTIL.DE's 8.33% return.


CBUH.DE

1D
-0.51%
1M
3.26%
YTD
22.41%
6M
23.42%
1Y
31.50%
3Y*
22.30%
5Y*
10Y*

GTIL.DE

1D
0.89%
1M
5.28%
YTD
8.33%
6M
8.82%
1Y
23.26%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUH.DE vs. GTIL.DE - Yearly Performance Comparison


Correlation

The correlation between CBUH.DE and GTIL.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 Dec 9, 2024

0.83

The correlation between CBUH.DE and GTIL.DE has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

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Return for Risk

CBUH.DE vs. GTIL.DE — Risk / Return Rank

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

CBUH.DE
CBUH.DE Risk / Return Rank: 6666
Overall Rank
CBUH.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CBUH.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
CBUH.DE Omega Ratio Rank: 6060
Omega Ratio Rank
CBUH.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
CBUH.DE Martin Ratio Rank: 7474
Martin Ratio Rank

GTIL.DE
GTIL.DE Risk / Return Rank: 5959
Overall Rank
GTIL.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GTIL.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
GTIL.DE Omega Ratio Rank: 6262
Omega Ratio Rank
GTIL.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
GTIL.DE Martin Ratio Rank: 5858
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.

CBUH.DE vs. GTIL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.DE) and Xtrackers World Green Tech Innovators UCITS ETF 1C (GTIL.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.


CBUH.DEGTIL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

3.38

2.67

+0.71

Martin ratioReturn relative to average drawdown

13.99

10.00

+3.99

CBUH.DE vs. GTIL.DE - Sharpe Ratio Comparison

The current CBUH.DE Sharpe Ratio is 1.99, which is comparable to the GTIL.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of CBUH.DE and GTIL.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


CBUH.DEGTIL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.98

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.61

+0.03

Drawdowns

CBUH.DE vs. GTIL.DE - Drawdown Comparison

The maximum CBUH.DE drawdown since its inception was -22.61%, roughly equal to the maximum GTIL.DE drawdown of -21.90%. Use the drawdown chart below to compare losses from any high point for CBUH.DE and GTIL.DE.


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Drawdown Indicators


CBUH.DEGTIL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.61%

-21.90%

-0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-8.69%

-0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-22.61%

Current Drawdown

Current decline from peak

-0.51%

0.00%

-0.51%

Average Drawdown

Average peak-to-trough decline

-8.55%

-4.35%

-4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

2.32%

-0.05%

Volatility

CBUH.DE vs. GTIL.DE - Volatility Comparison

iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.DE) has a higher volatility of 4.80% compared to Xtrackers World Green Tech Innovators UCITS ETF 1C (GTIL.DE) at 2.86%. This indicates that CBUH.DE's price experiences larger fluctuations and is considered to be riskier than GTIL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBUH.DEGTIL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

2.86%

+1.94%

Volatility (6M)

Calculated over the trailing 6-month period

13.32%

8.24%

+5.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.96%

11.70%

+4.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

15.51%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

15.51%

+1.40%

CBUH.DE vs. GTIL.DE - Expense Ratio Comparison

CBUH.DE has a 0.30% expense ratio, which is lower than GTIL.DE's 0.35% expense ratio.


Dividends

CBUH.DE vs. GTIL.DE - Dividend Comparison

Neither CBUH.DE nor GTIL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CBUH.DE and GTIL.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, CBUH.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBUH.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for GTIL.DE.

CBUH.DE is categorized as Momentum, while GTIL.DE is Global Equities. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.30% for CBUH.DE and 0.35% for GTIL.DE.

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