CBUH.DE vs. VUAA.DE
CBUH.DE (iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - CBUH.DE is a Momentum fund tracking the MSCI World Momentum ESG Reduced Carbon Target Select, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, CBUH.DE returned 22.30%/yr vs 18.87%/yr for VUAA.DE. Their correlation of 0.86 suggests significant overlap in exposure. CBUH.DE charges 0.30%/yr vs 0.07%/yr for VUAA.DE.
Performance
CBUH.DE vs. VUAA.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 higher than VUAA.DE's 11.41% return.
CBUH.DE
- 1D
- -0.51%
- 1M
- 4.74%
- YTD
- 22.41%
- 6M
- 23.42%
- 1Y
- 31.87%
- 3Y*
- 22.30%
- 5Y*
- —
- 10Y*
- —
VUAA.DE
- 1D
- -0.12%
- 1M
- 5.23%
- YTD
- 11.41%
- 6M
- 11.44%
- 1Y
- 25.64%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- —
CBUH.DE vs. VUAA.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% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.41% | 4.68% | 32.33% | 22.52% | -14.29% | 6.74% |
Correlation
The correlation between CBUH.DE and VUAA.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 | 0.86 |
The correlation between CBUH.DE and VUAA.DE has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.
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Return for Risk
CBUH.DE vs. VUAA.DE — Risk / Return Rank
CBUH.DE
VUAA.DE
CBUH.DE vs. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.41 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 3.56 | -0.18 |
| Martin ratioReturn relative to average drawdown | 13.99 | 12.74 | +1.25 |
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 | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.20 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.97 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.81 | -0.17 |
Drawdowns
CBUH.DE vs. VUAA.DE - Drawdown Comparison
The maximum CBUH.DE drawdown since its inception was -22.61%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for CBUH.DE and VUAA.DE.
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Drawdown Indicators
| CBUH.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.61% | -33.67% | +11.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -7.16% | -2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -22.61% | -23.33% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.33% | — |
Current DrawdownCurrent decline from peak | -0.51% | -0.45% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -8.55% | -5.07% | -3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 2.01% | +0.26% |
Volatility
CBUH.DE vs. VUAA.DE - Volatility Comparison
iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.DE) has a higher volatility of 4.80% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 2.65%. This indicates that CBUH.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 2.65% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 7.61% | +5.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.96% | 11.58% | +4.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 15.12% | +1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 17.59% | -0.68% |
CBUH.DE vs. VUAA.DE - Expense Ratio Comparison
CBUH.DE has a 0.30% expense ratio, which is higher than VUAA.DE's 0.07% expense ratio.
Dividends
CBUH.DE vs. VUAA.DE - Dividend Comparison
Neither CBUH.DE nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUH.DE and VUAA.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, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for CBUH.DE.
CBUH.DE is categorized as Momentum, while VUAA.DE is S&P 500. CBUH.DE tracks MSCI World Momentum ESG Reduced Carbon Target Select, while VUAA.DE tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.30% for CBUH.DE and 0.07% for VUAA.DE.
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