CBUH.DE vs. XDWL.DE
CBUH.DE (iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc) and XDWL.DE (Xtrackers MSCI World UCITS ETF 1D) are both exchange-traded funds - CBUH.DE is a Momentum fund tracking the MSCI World Momentum ESG Reduced Carbon Target Select, while XDWL.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 3 years, CBUH.DE returned 22.30%/yr vs 17.62%/yr for XDWL.DE. Their correlation of 0.90 suggests significant overlap in exposure. CBUH.DE charges 0.30%/yr vs 0.12%/yr for XDWL.DE.
Performance
CBUH.DE vs. XDWL.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 XDWL.DE's 10.94% return.
CBUH.DE
- 1D
- -0.51%
- 1M
- 4.74%
- YTD
- 22.41%
- 6M
- 23.42%
- 1Y
- 31.87%
- 3Y*
- 22.30%
- 5Y*
- —
- 10Y*
- —
XDWL.DE
- 1D
- 0.00%
- 1M
- 4.82%
- YTD
- 10.94%
- 6M
- 11.37%
- 1Y
- 23.87%
- 3Y*
- 17.62%
- 5Y*
- 12.94%
- 10Y*
- 12.83%
CBUH.DE vs. XDWL.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% |
XDWL.DE Xtrackers MSCI World UCITS ETF 1D | 10.94% | 7.90% | 26.08% | 20.26% | -13.81% | 4.86% |
Correlation
The correlation between CBUH.DE and XDWL.DE is 0.84, 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 | 0.84 |
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 XDWL.DE has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.
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Return for Risk
CBUH.DE vs. XDWL.DE — Risk / Return Rank
CBUH.DE
XDWL.DE
CBUH.DE vs. XDWL.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 UCITS ETF 1D (XDWL.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 | XDWL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.40 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 3.66 | -0.28 |
| Martin ratioReturn relative to average drawdown | 13.99 | 14.44 | -0.45 |
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 | XDWL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.14 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.91 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.68 | -0.04 |
Drawdowns
CBUH.DE vs. XDWL.DE - Drawdown Comparison
The maximum CBUH.DE drawdown since its inception was -22.61%, smaller than the maximum XDWL.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for CBUH.DE and XDWL.DE.
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Drawdown Indicators
| CBUH.DE | XDWL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.61% | -33.65% | +11.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -6.49% | -2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -22.61% | -21.63% | -0.98% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.65% | — |
Current DrawdownCurrent decline from peak | -0.51% | -0.29% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -8.55% | -4.56% | -3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 1.65% | +0.62% |
Volatility
CBUH.DE vs. XDWL.DE - Volatility Comparison
iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.DE) has a higher volatility of 4.80% compared to Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) at 2.62%. This indicates that CBUH.DE's price experiences larger fluctuations and is considered to be riskier than XDWL.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 | XDWL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 2.62% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 7.73% | +5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.96% | 11.09% | +4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 14.14% | +2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 15.12% | +1.79% |
CBUH.DE vs. XDWL.DE - Expense Ratio Comparison
CBUH.DE has a 0.30% expense ratio, which is higher than XDWL.DE's 0.12% expense ratio.
Dividends
CBUH.DE vs. XDWL.DE - Dividend Comparison
CBUH.DE has not paid dividends to shareholders, while XDWL.DE's dividend yield for the trailing twelve months is around 1.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CBUH.DE iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDWL.DE Xtrackers MSCI World UCITS ETF 1D | 1.17% | 1.28% | 1.65% | 1.58% | 1.77% | 2.08% | 1.95% | 1.98% | 1.40% | 1.94% | 1.83% |
Frequently Asked Questions
CBUH.DE and XDWL.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWL.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWL.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for CBUH.DE.
CBUH.DE is categorized as Momentum, while XDWL.DE is Global Equities. CBUH.DE tracks MSCI World Momentum ESG Reduced Carbon Target Select, while XDWL.DE tracks MSCI World. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.30% for CBUH.DE and 0.12% for XDWL.DE.
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