CBUI.DE vs. IQQ0.DE
CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds from iShares - CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 3 years, CBUI.DE returned 21.76%/yr vs 6.35%/yr for IQQ0.DE. A 0.61 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
CBUI.DE vs. IQQ0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CBUI.DE achieves a 20.05% return, which is significantly higher than IQQ0.DE's 1.59% return.
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.50%
- YTD
- 1.59%
- 6M
- 1.72%
- 1Y
- -0.28%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
CBUI.DE vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 20.05% | 20.98% | 13.82% | 15.94% | -6.30% | 6.27% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.59% | -1.26% | 17.64% | 3.73% | -4.34% | 6.02% |
Correlation
The correlation between CBUI.DE and IQQ0.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.61 |
Over the past year, the correlation between CBUI.DE and IQQ0.DE has dropped to 0.33 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
CBUI.DE vs. IQQ0.DE — Risk / Return Rank
CBUI.DE
IQQ0.DE
CBUI.DE vs. IQQ0.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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.
| CBUI.DE | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.45 | ||
| Sortino ratioReturn per unit of downside risk | +4.73 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.00 | +0.60 |
| Calmar ratioReturn relative to maximum drawdown | 6.92 | -0.05 | +6.98 |
| Martin ratioReturn relative to average drawdown | 26.41 | -0.12 | +26.53 |
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
| CBUI.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.41 | -0.04 | +3.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.60 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.76 | +0.29 |
Drawdowns
CBUI.DE vs. IQQ0.DE - Drawdown Comparison
The maximum CBUI.DE drawdown since its inception was -19.48%, smaller than the maximum IQQ0.DE drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for CBUI.DE and IQQ0.DE.
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Drawdown Indicators
| CBUI.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.48% | -28.65% | +9.17% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -5.22% | -1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -19.48% | -12.82% | -6.66% |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.82% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.65% | — |
Current DrawdownCurrent decline from peak | -0.22% | -6.65% | +6.43% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -4.54% | +1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 2.44% | -0.77% |
Volatility
CBUI.DE vs. IQQ0.DE - Volatility Comparison
iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a higher volatility of 3.73% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.53%. This indicates that CBUI.DE's price experiences larger fluctuations and is considered to be riskier than IQQ0.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.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 2.53% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 5.36% | +4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 7.78% | +5.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 10.08% | +4.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 11.62% | +2.59% |
CBUI.DE vs. IQQ0.DE - Expense Ratio Comparison
Both CBUI.DE and IQQ0.DE have an expense ratio of 0.30%.
Dividends
CBUI.DE vs. IQQ0.DE - Dividend Comparison
Neither CBUI.DE nor IQQ0.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUI.DE and IQQ0.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
CBUI.DE and IQQ0.DE have the same expense ratio: 0.30% per year.
CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select, while IQQ0.DE tracks MSCI World Minimum Volatility.
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