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

Performance

CBUH.DE vs. XDEM.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 Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.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 XDEM.L is traded in GBp. To make them comparable, the XDEM.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with CBUH.DE having a 22.41% return and XDEM.L slightly higher at 23.47%.


CBUH.DE

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

XDEM.L

1D
-0.74%
1M
8.89%
YTD
23.47%
6M
24.04%
1Y
31.74%
3Y*
26.12%
5Y*
14.78%
10Y*
15.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUH.DE vs. XDEM.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%
XDEM.L
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
23.47%6.65%39.28%8.13%-12.80%0.32%

Correlation

The correlation between CBUH.DE and XDEM.L is 0.93, 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

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2021

0.90

The correlation between CBUH.DE and XDEM.L has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

CBUH.DE vs. XDEM.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

XDEM.L
XDEM.L Risk / Return Rank: 7272
Overall Rank
XDEM.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XDEM.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
XDEM.L Omega Ratio Rank: 6666
Omega Ratio Rank
XDEM.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
XDEM.L Martin Ratio Rank: 7979
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. XDEM.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 Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.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.DEXDEM.LDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.36

1.34

+0.02

Calmar ratioReturn relative to maximum drawdown

3.38

3.45

-0.08

Martin ratioReturn relative to average drawdown

13.99

13.45

+0.54

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

The current CBUH.DE Sharpe Ratio is 1.99, which is comparable to the XDEM.L Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of CBUH.DE and XDEM.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.DEXDEM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.88

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.87

-0.23

Drawdowns

CBUH.DE vs. XDEM.L - Drawdown Comparison

The maximum CBUH.DE drawdown since its inception was -22.61%, smaller than the maximum XDEM.L drawdown of -30.16%. Use the drawdown chart below to compare losses from any high point for CBUH.DE and XDEM.L.


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Drawdown Indicators


CBUH.DEXDEM.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.61%

-30.16%

+7.55%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-9.15%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-22.61%

-22.76%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-22.76%

Max Drawdown (10Y)

Largest decline over 10 years

-30.16%

Current Drawdown

Current decline from peak

-0.51%

-0.74%

+0.23%

Average Drawdown

Average peak-to-trough decline

-8.55%

-5.93%

-2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

2.35%

-0.08%

Volatility

CBUH.DE vs. XDEM.L - 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.L) has a volatility of 5.77%. This indicates that CBUH.DE experiences smaller price fluctuations and is considered to be less risky than XDEM.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.DEXDEM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

5.77%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

13.32%

14.16%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.96%

16.78%

-0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

17.18%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

17.30%

-0.39%

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

CBUH.DE has a 0.30% expense ratio, which is higher than XDEM.L's 0.25% expense ratio.


Dividends

CBUH.DE vs. XDEM.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, CBUH.DE and XDEM.L 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.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEM.L 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.L 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.L.

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