CBUH.DE vs. VWCE.DE
CBUH.DE (iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc) and VWCE.DE (Vanguard FTSE All-World UCITS ETF) are both exchange-traded funds - CBUH.DE is a Momentum fund tracking the MSCI World Momentum ESG Reduced Carbon Target Select, while VWCE.DE is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 3 years, CBUH.DE returned 22.30%/yr vs 17.85%/yr for VWCE.DE. Their correlation of 0.90 suggests significant overlap in exposure. CBUH.DE charges 0.30%/yr vs 0.19%/yr for VWCE.DE.
Performance
CBUH.DE vs. VWCE.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 VWCE.DE's 12.64% return.
CBUH.DE
- 1D
- -0.51%
- 1M
- 4.74%
- YTD
- 22.41%
- 6M
- 23.42%
- 1Y
- 31.87%
- 3Y*
- 22.30%
- 5Y*
- —
- 10Y*
- —
VWCE.DE
- 1D
- -0.21%
- 1M
- 5.01%
- YTD
- 12.64%
- 6M
- 13.33%
- 1Y
- 26.41%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
CBUH.DE vs. VWCE.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% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 12.64% | 9.16% | 24.41% | 18.18% | -13.47% | 3.99% |
Correlation
The correlation between CBUH.DE and VWCE.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.90 |
The correlation between CBUH.DE and VWCE.DE has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.
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Return for Risk
CBUH.DE vs. VWCE.DE — Risk / Return Rank
CBUH.DE
VWCE.DE
CBUH.DE vs. VWCE.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 FTSE All-World UCITS ETF (VWCE.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 | VWCE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.43 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 4.01 | -0.64 |
| Martin ratioReturn relative to average drawdown | 13.99 | 16.55 | -2.56 |
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 | VWCE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.31 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.79 | -0.15 |
Drawdowns
CBUH.DE vs. VWCE.DE - Drawdown Comparison
The maximum CBUH.DE drawdown since its inception was -22.61%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for CBUH.DE and VWCE.DE.
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Drawdown Indicators
| CBUH.DE | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.61% | -33.43% | +10.82% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -6.55% | -2.84% |
Max Drawdown (3Y)Largest decline over 3 years | -22.61% | -21.07% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.07% | — |
Current DrawdownCurrent decline from peak | -0.51% | -0.66% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -8.55% | -4.69% | -3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 1.59% | +0.68% |
Volatility
CBUH.DE vs. VWCE.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 FTSE All-World UCITS ETF (VWCE.DE) at 3.06%. This indicates that CBUH.DE's price experiences larger fluctuations and is considered to be riskier than VWCE.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 | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 3.06% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 8.18% | +5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.96% | 11.37% | +4.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 13.75% | +3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 16.16% | +0.75% |
CBUH.DE vs. VWCE.DE - Expense Ratio Comparison
CBUH.DE has a 0.30% expense ratio, which is higher than VWCE.DE's 0.19% expense ratio.
Dividends
CBUH.DE vs. VWCE.DE - Dividend Comparison
Neither CBUH.DE nor VWCE.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUH.DE and VWCE.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for CBUH.DE.
CBUH.DE is categorized as Momentum, while VWCE.DE is Global Equities. CBUH.DE tracks MSCI World Momentum ESG Reduced Carbon Target Select, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.30% for CBUH.DE and 0.19% for VWCE.DE.
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