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CBUH.DE vs. IS3R.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUH.DE vs. IS3R.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 iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with CBUH.DE having a 22.41% return and IS3R.DE slightly higher at 22.51%.


CBUH.DE

1D
-0.51%
1M
4.74%
YTD
22.41%
6M
23.42%
1Y
31.87%
3Y*
22.30%
5Y*
10Y*

IS3R.DE

1D
-1.01%
1M
8.60%
YTD
22.51%
6M
23.56%
1Y
31.46%
3Y*
26.05%
5Y*
14.66%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUH.DE vs. IS3R.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CBUH.DE
iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc
22.41%7.97%28.91%13.46%-17.00%0.41%
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
22.51%8.37%37.95%8.09%-13.60%1.05%

Correlation

The correlation between CBUH.DE and IS3R.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.96

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2021

0.95

The correlation between CBUH.DE and IS3R.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

CBUH.DE vs. IS3R.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

IS3R.DE
IS3R.DE Risk / Return Rank: 6262
Overall Rank
IS3R.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IS3R.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
IS3R.DE Omega Ratio Rank: 5555
Omega Ratio Rank
IS3R.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IS3R.DE Martin Ratio Rank: 7272
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. IS3R.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 iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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.DEIS3R.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.36

1.34

+0.03

Calmar ratioReturn relative to maximum drawdown

3.38

3.48

-0.10

Martin ratioReturn relative to average drawdown

13.99

13.30

+0.69

CBUH.DE vs. IS3R.DE - Sharpe Ratio Comparison

The current CBUH.DE Sharpe Ratio is 1.99, which is comparable to the IS3R.DE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of CBUH.DE and IS3R.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.DEIS3R.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.84

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.85

-0.21

Drawdowns

CBUH.DE vs. IS3R.DE - Drawdown Comparison

The maximum CBUH.DE drawdown since its inception was -22.61%, smaller than the maximum IS3R.DE drawdown of -30.77%. Use the drawdown chart below to compare losses from any high point for CBUH.DE and IS3R.DE.


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Drawdown Indicators


CBUH.DEIS3R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.61%

-30.77%

+8.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-9.01%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-22.61%

-23.57%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-23.57%

Max Drawdown (10Y)

Largest decline over 10 years

-30.77%

Current Drawdown

Current decline from peak

-0.51%

-1.01%

+0.50%

Average Drawdown

Average peak-to-trough decline

-8.55%

-5.67%

-2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

2.36%

-0.09%

Volatility

CBUH.DE vs. IS3R.DE - Volatility Comparison

The current volatility for iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.DE) is 4.80%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a volatility of 5.96%. This indicates that CBUH.DE experiences smaller price fluctuations and is considered to be less risky than IS3R.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.DEIS3R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

5.96%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.32%

14.33%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.96%

17.01%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

17.32%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

17.23%

-0.32%

CBUH.DE vs. IS3R.DE - Expense Ratio Comparison

CBUH.DE has a 0.30% expense ratio, which is higher than IS3R.DE's 0.25% expense ratio.


Dividends

CBUH.DE vs. IS3R.DE - Dividend Comparison

Neither CBUH.DE nor IS3R.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, CBUH.DE and IS3R.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.

On fees, IS3R.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3R.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for CBUH.DE.

CBUH.DE tracks MSCI World Momentum ESG Reduced Carbon Target Select, while IS3R.DE tracks MSCI World Momentum Index. Their fees differ too: 0.30% for CBUH.DE and 0.25% for IS3R.DE.

Portfolio Optimizer

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