CBUI.DE vs. SXRV.DE
CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) and SXRV.DE (iShares NASDAQ 100 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 SXRV.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 24.53%/yr for SXRV.DE. A 0.73 correlation means they provide meaningful diversification when combined. CBUI.DE charges 0.30%/yr vs 0.36%/yr for SXRV.DE.
Performance
CBUI.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with CBUI.DE having a 20.05% return and SXRV.DE slightly higher at 20.57%.
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
SXRV.DE
- 1D
- -0.83%
- 1M
- 9.26%
- YTD
- 20.57%
- 6M
- 19.43%
- 1Y
- 37.81%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
CBUI.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 7.08% |
Correlation
The correlation between CBUI.DE and SXRV.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.73 |
The correlation between CBUI.DE and SXRV.DE has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.
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Return for Risk
CBUI.DE vs. SXRV.DE — Risk / Return Rank
CBUI.DE
SXRV.DE
CBUI.DE vs. SXRV.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 USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.42 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 6.92 | 3.75 | +3.17 |
| Martin ratioReturn relative to average drawdown | 26.41 | 11.16 | +15.25 |
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 | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.41 | 2.40 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.91 | +0.15 |
Drawdowns
CBUI.DE vs. SXRV.DE - Drawdown Comparison
The maximum CBUI.DE drawdown since its inception was -19.48%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for CBUI.DE and SXRV.DE.
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Drawdown Indicators
| CBUI.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.48% | -32.80% | +13.32% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -10.03% | +3.69% |
Max Drawdown (3Y)Largest decline over 3 years | -19.48% | -26.69% | +7.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -0.22% | -0.83% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -6.56% | +3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 3.38% | -1.71% |
Volatility
CBUI.DE vs. SXRV.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 USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that CBUI.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 4.26% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 10.98% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 15.67% | -2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 19.84% | -5.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 19.65% | -5.44% |
CBUI.DE vs. SXRV.DE - Expense Ratio Comparison
CBUI.DE has a 0.30% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
CBUI.DE vs. SXRV.DE - Dividend Comparison
Neither CBUI.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUI.DE and SXRV.DE have a correlation of 0.69, 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 0.36% for SXRV.DE.
CBUI.DE is categorized as Global Equities, while SXRV.DE is Nasdaq-100. CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.30% for CBUI.DE and 0.36% for SXRV.DE.
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