CBUI.DE vs. NQSE.DE
CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - CBUI.DE is a Global Equities fund tracking the MSCI World Value ESG Reduced Carbon Target Select, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 3 years, CBUI.DE returned 21.76%/yr vs 25.27%/yr for NQSE.DE. A 0.69 correlation means they provide meaningful diversification when combined. CBUI.DE charges 0.30%/yr vs 0.33%/yr for NQSE.DE.
Performance
CBUI.DE vs. NQSE.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 NQSE.DE's 17.82% return.
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
NQSE.DE
- 1D
- -0.77%
- 1M
- 8.32%
- YTD
- 17.82%
- 6M
- 17.54%
- 1Y
- 36.74%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
CBUI.DE vs. NQSE.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% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 4.76% |
Correlation
The correlation between CBUI.DE and NQSE.DE is 0.65, 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 | 0.65 |
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 | 0.69 |
The correlation between CBUI.DE and NQSE.DE has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.
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Return for Risk
CBUI.DE vs. NQSE.DE — Risk / Return Rank
CBUI.DE
NQSE.DE
CBUI.DE vs. NQSE.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 NASDAQ 100 UCITS ETF (NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.39 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 6.92 | 3.08 | +3.84 |
| Martin ratioReturn relative to average drawdown | 26.41 | 10.77 | +15.65 |
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 | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.41 | 2.28 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.82 | +0.24 |
Drawdowns
CBUI.DE vs. NQSE.DE - Drawdown Comparison
The maximum CBUI.DE drawdown since its inception was -19.48%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for CBUI.DE and NQSE.DE.
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Drawdown Indicators
| CBUI.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.48% | -37.67% | +18.19% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -11.87% | +5.53% |
Max Drawdown (3Y)Largest decline over 3 years | -19.48% | -22.40% | +2.92% |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.67% | — |
Current DrawdownCurrent decline from peak | -0.22% | -0.84% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -8.56% | +5.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 3.40% | -1.73% |
Volatility
CBUI.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) is 3.73%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that CBUI.DE experiences smaller price fluctuations and is considered to be less risky than NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 4.75% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 11.99% | -2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 16.05% | -3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 20.91% | -6.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 21.54% | -7.33% |
CBUI.DE vs. NQSE.DE - Expense Ratio Comparison
CBUI.DE has a 0.30% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
CBUI.DE vs. NQSE.DE - Dividend Comparison
Neither CBUI.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUI.DE and NQSE.DE have a correlation of 0.65, 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 0.33% for NQSE.DE.
CBUI.DE is categorized as Global Equities, while NQSE.DE is Nasdaq-100. CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.30% for CBUI.DE and 0.33% for NQSE.DE.
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