CBUI.DE vs. SXR8.DE
CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - CBUI.DE is a Global Equities fund tracking the MSCI World Value ESG Reduced Carbon Target Select, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, CBUI.DE returned 21.76%/yr vs 18.87%/yr for SXR8.DE. Their correlation of 0.84 suggests significant overlap in exposure. CBUI.DE charges 0.30%/yr vs 0.07%/yr for SXR8.DE.
Performance
CBUI.DE vs. SXR8.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 SXR8.DE's 11.37% return.
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 5.22%
- YTD
- 11.37%
- 6M
- 11.42%
- 1Y
- 25.63%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
CBUI.DE vs. SXR8.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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 6.81% |
Correlation
The correlation between CBUI.DE and SXR8.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.84 |
The correlation between CBUI.DE and SXR8.DE has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.
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Return for Risk
CBUI.DE vs. SXR8.DE — Risk / Return Rank
CBUI.DE
SXR8.DE
CBUI.DE vs. SXR8.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 S&P 500 UCITS ETF USD (Acc) (SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.41 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 6.92 | 3.58 | +3.34 |
| Martin ratioReturn relative to average drawdown | 26.41 | 12.71 | +13.70 |
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 | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.41 | 2.21 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.96 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.79 | +0.26 |
Drawdowns
CBUI.DE vs. SXR8.DE - Drawdown Comparison
The maximum CBUI.DE drawdown since its inception was -19.48%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for CBUI.DE and SXR8.DE.
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Drawdown Indicators
| CBUI.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.48% | -33.78% | +14.30% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -7.13% | +0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -19.48% | -23.32% | +3.84% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -0.22% | -0.45% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -5.17% | +1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 2.01% | -0.34% |
Volatility
CBUI.DE vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that CBUI.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 2.65% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 7.57% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 11.56% | +1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 15.16% | -0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 16.09% | -1.88% |
CBUI.DE vs. SXR8.DE - Expense Ratio Comparison
CBUI.DE has a 0.30% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
CBUI.DE vs. SXR8.DE - Dividend Comparison
Neither CBUI.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUI.DE and SXR8.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for CBUI.DE.
CBUI.DE is categorized as Global Equities, while SXR8.DE is S&P 500. CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.30% for CBUI.DE and 0.07% for SXR8.DE.
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