CBUH.DE vs. SXRV.DE
CBUH.DE (iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - CBUH.DE is a Momentum fund tracking the MSCI World Momentum ESG Reduced Carbon Target Select, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 3 years, CBUH.DE returned 22.30%/yr vs 24.53%/yr for SXRV.DE. Their correlation of 0.83 suggests significant overlap in exposure. CBUH.DE charges 0.30%/yr vs 0.36%/yr for SXRV.DE.
Performance
CBUH.DE vs. SXRV.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CBUH.DE achieves a 22.41% return, which is significantly higher than SXRV.DE's 20.57% return.
CBUH.DE
- 1D
- -0.51%
- 1M
- 4.74%
- YTD
- 22.41%
- 6M
- 23.42%
- 1Y
- 31.87%
- 3Y*
- 22.30%
- 5Y*
- —
- 10Y*
- —
SXRV.DE
- 1D
- -0.83%
- 1M
- 9.26%
- YTD
- 20.57%
- 6M
- 19.43%
- 1Y
- 37.81%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
CBUH.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 7.08% |
Correlation
The correlation between CBUH.DE and SXRV.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.83 |
The correlation between CBUH.DE and SXRV.DE has been stable across timeframes, ranging from 0.79 to 0.83 - 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
CBUH.DE vs. SXRV.DE — Risk / Return Rank
CBUH.DE
SXRV.DE
CBUH.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.42 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 3.75 | -0.37 |
| Martin ratioReturn relative to average drawdown | 13.99 | 11.16 | +2.83 |
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
| CBUH.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.40 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.91 | -0.27 |
Drawdowns
CBUH.DE vs. SXRV.DE - Drawdown Comparison
The maximum CBUH.DE drawdown since its inception was -22.61%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for CBUH.DE and SXRV.DE.
Loading charts...
Drawdown Indicators
| CBUH.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.61% | -32.80% | +10.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -10.03% | +0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -22.61% | -26.69% | +4.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -0.51% | -0.83% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -8.55% | -6.56% | -1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 3.38% | -1.11% |
Volatility
CBUH.DE vs. SXRV.DE - Volatility Comparison
iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.DE) has a higher volatility of 4.80% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that CBUH.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CBUH.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 4.26% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 10.98% | +2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.96% | 15.67% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 19.84% | -2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 19.65% | -2.74% |
CBUH.DE vs. SXRV.DE - Expense Ratio Comparison
CBUH.DE has a 0.30% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
CBUH.DE vs. SXRV.DE - Dividend Comparison
Neither CBUH.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUH.DE and SXRV.DE have a correlation of 0.79, 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 0.36% for SXRV.DE.
CBUH.DE is categorized as Momentum, while SXRV.DE is Nasdaq-100. CBUH.DE tracks MSCI World Momentum ESG Reduced Carbon Target Select, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.30% for CBUH.DE and 0.36% for SXRV.DE.
Find the right allocation for CBUH.DE and SXRV.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