CBUH.DE vs. VHVG.L
CBUH.DE (iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc) and VHVG.L (Vanguard FTSE Developed World UCITS ETF Acc) are both exchange-traded funds - CBUH.DE is a Momentum fund tracking the MSCI World Momentum ESG Reduced Carbon Target Select, while VHVG.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 3 years, CBUH.DE returned 22.30%/yr vs 18.19%/yr for VHVG.L. Their correlation of 0.84 suggests significant overlap in exposure. CBUH.DE charges 0.30%/yr vs 0.12%/yr for VHVG.L.
Performance
CBUH.DE vs. VHVG.L - Performance Comparison
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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*
- —
CBUH.DE vs. VHVG.L - 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% |
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
CBUH.DE
VHVG.L
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.DE | VHVG.L | Difference | |
|---|---|---|---|
| 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 |
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 | VHVG.L | Difference | |
|---|---|---|---|
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.DE | VHVG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.51% | -0.53% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -8.55% | -4.60% | -3.95% |
Ulcer IndexDepth 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.DE | VHVG.L | Difference | |
|---|---|---|---|
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.
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.
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