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CBUI.DE vs. SPP2.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CBUI.DE vs. SPP2.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 SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.DE). The values are adjusted to include any dividend payments, if applicable.

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CBUI.DE vs. SPP2.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CBUI.DE
iShares MSCI World Value Factor ESG UCITS ETF USD Acc
2.84%20.98%13.82%15.94%-6.30%6.27%
SPP2.DE
SPDR MSCI ACWI UCITS ETF USD Hedged Acc
0.06%7.39%27.67%19.17%-11.61%4.68%
Different Trading Currencies

CBUI.DE is traded in EUR, while SPP2.DE is traded in USD. To make them comparable, the SPP2.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CBUI.DE achieves a 2.84% return, which is significantly higher than SPP2.DE's 0.06% return.


CBUI.DE

1D
2.74%
1M
-2.81%
YTD
2.84%
6M
11.78%
1Y
22.92%
3Y*
16.83%
5Y*
10Y*

SPP2.DE

1D
2.70%
1M
-2.75%
YTD
0.06%
6M
4.14%
1Y
13.45%
3Y*
15.59%
5Y*
11.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CBUI.DE vs. SPP2.DE - Expense Ratio Comparison

CBUI.DE has a 0.30% expense ratio, which is lower than SPP2.DE's 0.45% expense ratio.


Return for Risk

CBUI.DE vs. SPP2.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: 7575
Overall Rank
CBUI.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CBUI.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
CBUI.DE Omega Ratio Rank: 6868
Omega Ratio Rank
CBUI.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
CBUI.DE Martin Ratio Rank: 8686
Martin Ratio Rank

SPP2.DE
SPP2.DE Risk / Return Rank: 7575
Overall Rank
SPP2.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SPP2.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SPP2.DE Omega Ratio Rank: 7373
Omega Ratio Rank
SPP2.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
SPP2.DE Martin Ratio Rank: 8181
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. SPP2.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 SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.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.DESPP2.DEDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.82

+0.54

Sortino ratio

Return per unit of downside risk

1.85

1.17

+0.68

Omega ratio

Gain probability vs. loss probability

1.26

1.17

+0.09

Calmar ratio

Return relative to maximum drawdown

2.44

1.66

+0.78

Martin ratio

Return relative to average drawdown

11.20

6.49

+4.71

CBUI.DE vs. SPP2.DE - Sharpe Ratio Comparison

The current CBUI.DE Sharpe Ratio is 1.36, which is higher than the SPP2.DE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of CBUI.DE and SPP2.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CBUI.DESPP2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.82

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.94

-0.12

Correlation

The correlation between CBUI.DE and SPP2.DE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CBUI.DE vs. SPP2.DE - Dividend Comparison

Neither CBUI.DE nor SPP2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CBUI.DE vs. SPP2.DE - Drawdown Comparison

The maximum CBUI.DE drawdown since its inception was -19.48%, smaller than the maximum SPP2.DE drawdown of -21.23%. Use the drawdown chart below to compare losses from any high point for CBUI.DE and SPP2.DE.


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Drawdown Indicators


CBUI.DESPP2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.48%

-22.60%

+3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-12.08%

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-22.60%

Current Drawdown

Current decline from peak

-3.58%

-5.10%

+1.52%

Average Drawdown

Average peak-to-trough decline

-3.33%

-4.62%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.08%

+0.06%

Volatility

CBUI.DE vs. SPP2.DE - Volatility Comparison

iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) and SPDR MSCI ACWI UCITS ETF USD Hedged Acc (SPP2.DE) have volatilities of 5.33% and 5.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBUI.DESPP2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

5.56%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

9.35%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

16.86%

16.45%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.23%

14.60%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.23%

14.60%

-0.37%