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CBUH.DE vs. VHVG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUH.DE vs. VHVG.L - 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 Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CBUH.DE is traded in EUR, while VHVG.L is traded in GBP. To make them comparable, the VHVG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CBUH.DE achieves a 22.41% return, which is significantly higher than VHVG.L's 12.81% return.


CBUH.DE

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

VHVG.L

1D
-0.16%
1M
5.32%
YTD
12.81%
6M
13.40%
1Y
26.47%
3Y*
18.19%
5Y*
13.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUH.DE vs. VHVG.L - 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%
VHVG.L
Vanguard FTSE Developed World UCITS ETF Acc
12.81%7.91%25.78%20.03%-13.49%4.77%

Correlation

The correlation between CBUH.DE and VHVG.L is 0.81, 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

0.81

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

0.84

The correlation between CBUH.DE and VHVG.L has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.

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Return for Risk

CBUH.DE vs. VHVG.L — 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

VHVG.L
VHVG.L Risk / Return Rank: 8686
Overall Rank
VHVG.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VHVG.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
VHVG.L Omega Ratio Rank: 8888
Omega Ratio Rank
VHVG.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
VHVG.L Martin Ratio Rank: 8585
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. VHVG.L - 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 Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L). 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.DEVHVG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.36

1.45

-0.09

Calmar ratioReturn relative to maximum drawdown

3.38

4.08

-0.70

Martin ratioReturn relative to average drawdown

13.99

17.22

-3.23

CBUH.DE vs. VHVG.L - Sharpe Ratio Comparison

The current CBUH.DE Sharpe Ratio is 1.99, which is comparable to the VHVG.L Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of CBUH.DE and VHVG.L, 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.DEVHVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.41

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.86

-0.22

Drawdowns

CBUH.DE vs. VHVG.L - Drawdown Comparison

The maximum CBUH.DE drawdown since its inception was -22.61%, smaller than the maximum VHVG.L drawdown of -32.84%. Use the drawdown chart below to compare losses from any high point for CBUH.DE and VHVG.L.


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Drawdown Indicators


CBUH.DEVHVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.61%

-32.84%

+10.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-6.45%

-2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-22.61%

-20.02%

-2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-20.02%

Current Drawdown

Current decline from peak

-0.51%

-0.53%

+0.02%

Average Drawdown

Average peak-to-trough decline

-8.55%

-4.60%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

1.53%

+0.74%

Volatility

CBUH.DE vs. VHVG.L - Volatility Comparison

iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.DE) has a higher volatility of 4.80% compared to Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L) at 2.52%. This indicates that CBUH.DE's price experiences larger fluctuations and is considered to be riskier than VHVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBUH.DEVHVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

2.52%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

13.32%

7.78%

+5.54%

Volatility (1Y)

Calculated over the trailing 1-year period

15.96%

10.93%

+5.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

13.77%

+3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

16.06%

+0.85%

CBUH.DE vs. VHVG.L - Expense Ratio Comparison

CBUH.DE has a 0.30% expense ratio, which is higher than VHVG.L's 0.12% expense ratio.


Dividends

CBUH.DE vs. VHVG.L - Dividend Comparison

Neither CBUH.DE nor VHVG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CBUH.DE and VHVG.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VHVG.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VHVG.L is cheaper with a 0.12% expense ratio, compared with 0.30% for CBUH.DE.

CBUH.DE is categorized as Momentum, while VHVG.L is Global Equities. CBUH.DE tracks MSCI World Momentum ESG Reduced Carbon Target Select, while VHVG.L tracks MSCI ACWI NR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.30% for CBUH.DE and 0.12% for VHVG.L.

Portfolio Optimizer

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