CBUH.DE vs. QDVA.DE
CBUH.DE (iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc) and QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) are both Momentum funds from iShares - CBUH.DE tracks the MSCI World Momentum ESG Reduced Carbon Target Select while QDVA.DE tracks the MSCI USA Momentum Index. Both are passively managed. Over the past 3 years, CBUH.DE returned 22.30%/yr vs 28.68%/yr for QDVA.DE. Their correlation of 0.90 suggests significant overlap in exposure. CBUH.DE charges 0.30%/yr vs 0.20%/yr for QDVA.DE.
Performance
CBUH.DE vs. QDVA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CBUH.DE achieves a 22.41% return, which is significantly lower than QDVA.DE's 30.20% return.
CBUH.DE
- 1D
- -0.51%
- 1M
- 3.26%
- YTD
- 22.41%
- 6M
- 23.42%
- 1Y
- 31.50%
- 3Y*
- 22.30%
- 5Y*
- —
- 10Y*
- —
QDVA.DE
- 1D
- -2.00%
- 1M
- 10.68%
- YTD
- 30.20%
- 6M
- 29.85%
- 1Y
- 37.18%
- 3Y*
- 28.68%
- 5Y*
- 15.17%
- 10Y*
- —
CBUH.DE vs. QDVA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CBUH.DE iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc | 22.41% | 7.97% | 28.91% | 13.46% | -17.00% | 0.41% |
QDVA.DE iShares Edge MSCI USA Momentum Factor UCITS ETF | 30.20% | 5.11% | 40.00% | 5.98% | -13.66% | -1.88% |
Correlation
The correlation between CBUH.DE and QDVA.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.90 |
The correlation between CBUH.DE and QDVA.DE has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.
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Return for Risk
CBUH.DE vs. QDVA.DE — Risk / Return Rank
CBUH.DE
QDVA.DE
CBUH.DE vs. QDVA.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 USA Momentum Factor UCITS ETF (QDVA.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.DE | QDVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 3.89 | -0.51 |
| Martin ratioReturn relative to average drawdown | 13.99 | 12.67 | +1.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CBUH.DE | QDVA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 1.96 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.83 | -0.19 |
Drawdowns
CBUH.DE vs. QDVA.DE - Drawdown Comparison
The maximum CBUH.DE drawdown since its inception was -22.61%, smaller than the maximum QDVA.DE drawdown of -33.34%. Use the drawdown chart below to compare losses from any high point for CBUH.DE and QDVA.DE.
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Drawdown Indicators
| CBUH.DE | QDVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.61% | -33.34% | +10.73% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -9.48% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -22.61% | -25.56% | +2.95% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.56% | — |
Current DrawdownCurrent decline from peak | -0.51% | -2.00% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -8.55% | -6.84% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 2.91% | -0.64% |
Volatility
CBUH.DE vs. QDVA.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 USA Momentum Factor UCITS ETF (QDVA.DE) has a volatility of 7.65%. This indicates that CBUH.DE experiences smaller price fluctuations and is considered to be less risky than QDVA.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.DE | QDVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 7.65% | -2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 15.66% | -2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.96% | 18.82% | -2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 19.11% | -2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 19.19% | -2.28% |
CBUH.DE vs. QDVA.DE - Expense Ratio Comparison
CBUH.DE has a 0.30% expense ratio, which is higher than QDVA.DE's 0.20% expense ratio.
Dividends
CBUH.DE vs. QDVA.DE - Dividend Comparison
Neither CBUH.DE nor QDVA.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUH.DE and QDVA.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVA.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for CBUH.DE.
CBUH.DE tracks MSCI World Momentum ESG Reduced Carbon Target Select, while QDVA.DE tracks MSCI USA Momentum Index. Their fees differ too: 0.30% for CBUH.DE and 0.20% for QDVA.DE.
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