CBUH.DE vs. XDEM.DE
CBUH.DE (iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both Momentum funds - CBUH.DE tracks the MSCI World Momentum ESG Reduced Carbon Target Select while XDEM.DE tracks the MSCI World Momentum Index. Both are passively managed. Over the past 3 years, CBUH.DE returned 22.30%/yr vs 26.15%/yr for XDEM.DE. Their correlation of 0.95 suggests significant overlap in exposure. CBUH.DE charges 0.30%/yr vs 0.25%/yr for XDEM.DE.
Performance
CBUH.DE vs. XDEM.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with CBUH.DE having a 22.41% return and XDEM.DE slightly higher at 22.76%.
CBUH.DE
- 1D
- -0.51%
- 1M
- 4.74%
- YTD
- 22.41%
- 6M
- 23.42%
- 1Y
- 31.87%
- 3Y*
- 22.30%
- 5Y*
- —
- 10Y*
- —
XDEM.DE
- 1D
- -0.95%
- 1M
- 8.67%
- YTD
- 22.76%
- 6M
- 23.73%
- 1Y
- 31.52%
- 3Y*
- 26.15%
- 5Y*
- 14.74%
- 10Y*
- 15.65%
CBUH.DE vs. XDEM.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% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 22.76% | 8.09% | 38.24% | 8.17% | -13.85% | 1.42% |
Correlation
The correlation between CBUH.DE and XDEM.DE is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.95 |
The correlation between CBUH.DE and XDEM.DE has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.
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Return for Risk
CBUH.DE vs. XDEM.DE — Risk / Return Rank
CBUH.DE
XDEM.DE
CBUH.DE vs. XDEM.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 Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.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 | XDEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.34 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 3.47 | -0.09 |
| Martin ratioReturn relative to average drawdown | 13.99 | 13.27 | +0.72 |
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 | XDEM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 1.86 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.84 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.90 | -0.26 |
Drawdowns
CBUH.DE vs. XDEM.DE - Drawdown Comparison
The maximum CBUH.DE drawdown since its inception was -22.61%, smaller than the maximum XDEM.DE drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for CBUH.DE and XDEM.DE.
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Drawdown Indicators
| CBUH.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.61% | -30.93% | +8.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -9.05% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -22.61% | -23.51% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.51% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.93% | — |
Current DrawdownCurrent decline from peak | -0.51% | -0.95% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -8.55% | -5.97% | -2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 2.36% | -0.09% |
Volatility
CBUH.DE vs. XDEM.DE - Volatility Comparison
The current volatility for iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.DE) is 4.80%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 5.80%. This indicates that CBUH.DE experiences smaller price fluctuations and is considered to be less risky than XDEM.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 | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 5.80% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 14.20% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.96% | 16.85% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 17.30% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 17.85% | -0.94% |
CBUH.DE vs. XDEM.DE - Expense Ratio Comparison
CBUH.DE has a 0.30% expense ratio, which is higher than XDEM.DE's 0.25% expense ratio.
Dividends
CBUH.DE vs. XDEM.DE - Dividend Comparison
Neither CBUH.DE nor XDEM.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, CBUH.DE and XDEM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XDEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEM.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for CBUH.DE.
CBUH.DE tracks MSCI World Momentum ESG Reduced Carbon Target Select, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: iShares and DWS. Their fees differ too: 0.30% for CBUH.DE and 0.25% for XDEM.DE.
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