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CBUI.DE vs. DX2E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUI.DE vs. DX2E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) and Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc) (DX2E.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBUI.DE achieves a 21.43% return, which is significantly higher than DX2E.DE's 12.97% return.


CBUI.DE

1D
-0.24%
1M
0.73%
6M
18.32%
YTD
21.43%
1Y
41.91%
3Y*
22.24%
5Y*
10Y*

DX2E.DE

1D
-0.43%
1M
1.79%
6M
11.15%
YTD
12.97%
1Y
19.57%
3Y*
14.46%
5Y*
11.16%
10Y*
7.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUI.DE vs. DX2E.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CBUI.DE
iShares MSCI World Value Factor ESG UCITS ETF USD Acc
21.43%20.99%13.86%15.81%-6.11%7.26%
DX2E.DE
Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc)
12.97%7.67%20.50%1.50%5.79%2.53%

Correlation

The correlation between CBUI.DE and DX2E.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

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

0.49

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2021

0.59

Over the past year, the correlation between CBUI.DE and DX2E.DE has dropped to 0.36 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

CBUI.DE vs. DX2E.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CBUI.DE
CBUI.DE Risk / Return Rank: 9595
Overall Rank
CBUI.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CBUI.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
CBUI.DE Omega Ratio Rank: 9494
Omega Ratio Rank
CBUI.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
CBUI.DE Martin Ratio Rank: 9696
Martin Ratio Rank

DX2E.DE
DX2E.DE Risk / Return Rank: 7777
Overall Rank
DX2E.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DX2E.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
DX2E.DE Omega Ratio Rank: 7373
Omega Ratio Rank
DX2E.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
DX2E.DE Martin Ratio Rank: 6969
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.

CBUI.DE vs. DX2E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) and Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc) (DX2E.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CBUI.DEDX2E.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.22

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.57

1.35

+0.22

Calmar ratioReturn relative to maximum drawdown

6.63

4.07

+2.56

Martin ratioReturn relative to average drawdown

25.62

10.13

+15.49

CBUI.DE vs. DX2E.DE - Sharpe Ratio Comparison

The current CBUI.DE Sharpe Ratio is 3.21, which is higher than the DX2E.DE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of CBUI.DE and DX2E.DE, 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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Drawdowns

CBUI.DE vs. DX2E.DE - Drawdown Comparison

The maximum CBUI.DE drawdown since its inception was -19.51%, smaller than the maximum DX2E.DE drawdown of -63.84%. Use the drawdown chart below to compare losses from any high point for CBUI.DE and DX2E.DE.


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Drawdown Indicators


CBUI.DEDX2E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.51%

-63.84%

+44.33%

Max Drawdown (1Y)

Largest decline over 1 year

-6.29%

-4.79%

-1.50%

Max Drawdown (3Y)

Largest decline over 3 years

-19.51%

-14.59%

-4.92%

Max Drawdown (5Y)

Largest decline over 5 years

-19.57%

Max Drawdown (10Y)

Largest decline over 10 years

-42.15%

Current Drawdown

Current decline from peak

-0.36%

-1.22%

+0.86%

Average Drawdown

Average peak-to-trough decline

-3.16%

-18.81%

+15.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.93%

-0.30%

Volatility

CBUI.DE vs. DX2E.DE - Volatility Comparison

The current volatility for iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) is 2.61%, while Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc) (DX2E.DE) has a volatility of 2.80%. This indicates that CBUI.DE experiences smaller price fluctuations and is considered to be less risky than DX2E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBUI.DEDX2E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

2.80%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.80%

7.77%

+2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

13.00%

9.80%

+3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

12.20%

+1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.15%

14.75%

-0.60%

CBUI.DE vs. DX2E.DE - Expense Ratio Comparison

CBUI.DE has a 0.30% expense ratio, which is lower than DX2E.DE's 0.60% expense ratio.


Dividends

CBUI.DE vs. DX2E.DE - Dividend Comparison

Neither CBUI.DE nor DX2E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CBUI.DE and DX2E.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBUI.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBUI.DE is cheaper with a 0.30% expense ratio, compared with 0.60% for DX2E.DE.

CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select, while DX2E.DE tracks S&P Global Infrastructure Net Total Return Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.30% for CBUI.DE and 0.60% for DX2E.DE.

Portfolio Optimizer

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