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CBUI.DE vs. IS3N.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUI.DE vs. IS3N.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 iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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 20.05% return, which is significantly lower than IS3N.DE's 25.82% return.


CBUI.DE

1D
0.22%
1M
8.37%
YTD
20.05%
6M
22.81%
1Y
44.12%
3Y*
21.76%
5Y*
10Y*

IS3N.DE

1D
-1.45%
1M
5.25%
YTD
25.82%
6M
27.45%
1Y
46.76%
3Y*
19.99%
5Y*
8.61%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUI.DE vs. IS3N.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CBUI.DE
iShares MSCI World Value Factor ESG UCITS ETF USD Acc
20.05%20.98%13.82%15.94%-6.30%6.27%
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
25.82%17.14%13.87%7.20%-14.09%-0.11%

Correlation

The correlation between CBUI.DE and IS3N.DE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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

0.63

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

0.61

The correlation between CBUI.DE and IS3N.DE has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.

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Return for Risk

CBUI.DE vs. IS3N.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: 9393
Overall Rank
CBUI.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CBUI.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
CBUI.DE Omega Ratio Rank: 9292
Omega Ratio Rank
CBUI.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
CBUI.DE Martin Ratio Rank: 9494
Martin Ratio Rank

IS3N.DE
IS3N.DE Risk / Return Rank: 8282
Overall Rank
IS3N.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 8282
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 8282
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. IS3N.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 Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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.DEIS3N.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.60

1.49

+0.11

Calmar ratioReturn relative to maximum drawdown

6.92

4.42

+2.50

Martin ratioReturn relative to average drawdown

26.41

16.00

+10.41

CBUI.DE vs. IS3N.DE - Sharpe Ratio Comparison

The current CBUI.DE Sharpe Ratio is 3.41, which is comparable to the IS3N.DE Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of CBUI.DE and IS3N.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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Sharpe Ratios by Period


CBUI.DEIS3N.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.41

2.69

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.44

+0.62

Drawdowns

CBUI.DE vs. IS3N.DE - Drawdown Comparison

The maximum CBUI.DE drawdown since its inception was -19.48%, smaller than the maximum IS3N.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for CBUI.DE and IS3N.DE.


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Drawdown Indicators


CBUI.DEIS3N.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.48%

-35.06%

+15.58%

Max Drawdown (1Y)

Largest decline over 1 year

-6.34%

-10.52%

+4.18%

Max Drawdown (3Y)

Largest decline over 3 years

-19.48%

-19.17%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-22.01%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

Current Drawdown

Current decline from peak

-0.22%

-2.49%

+2.27%

Average Drawdown

Average peak-to-trough decline

-3.23%

-9.30%

+6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.91%

-1.24%

Volatility

CBUI.DE vs. IS3N.DE - Volatility Comparison

The current volatility for iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) is 3.73%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a volatility of 7.16%. This indicates that CBUI.DE experiences smaller price fluctuations and is considered to be less risky than IS3N.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.DEIS3N.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

7.16%

-3.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

14.69%

-4.93%

Volatility (1Y)

Calculated over the trailing 1-year period

12.88%

17.32%

-4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

16.19%

-1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.21%

18.04%

-3.83%

CBUI.DE vs. IS3N.DE - Expense Ratio Comparison

CBUI.DE has a 0.30% expense ratio, which is higher than IS3N.DE's 0.18% expense ratio.


Dividends

CBUI.DE vs. IS3N.DE - Dividend Comparison

Neither CBUI.DE nor IS3N.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CBUI.DE and IS3N.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3N.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3N.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for CBUI.DE.

CBUI.DE is categorized as Global Equities, while IS3N.DE is Emerging Markets Equities. CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select, while IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI). Their fees differ too: 0.30% for CBUI.DE and 0.18% for IS3N.DE.

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