CBUI.DE vs. VWCE.DE
CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) and VWCE.DE (Vanguard FTSE All-World UCITS ETF) are both Global Equities funds - CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select while VWCE.DE tracks the FTSE All-World Index. Both are passively managed. Over the past 3 years, CBUI.DE returned 21.76%/yr vs 17.85%/yr for VWCE.DE. Their correlation of 0.89 suggests significant overlap in exposure. CBUI.DE charges 0.30%/yr vs 0.19%/yr for VWCE.DE.
Performance
CBUI.DE vs. VWCE.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 VWCE.DE's 12.64% return.
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
VWCE.DE
- 1D
- -0.21%
- 1M
- 5.01%
- YTD
- 12.64%
- 6M
- 13.33%
- 1Y
- 26.41%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
CBUI.DE vs. VWCE.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% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 12.64% | 9.16% | 24.41% | 18.18% | -13.47% | 3.99% |
Correlation
The correlation between CBUI.DE and VWCE.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.89 |
The correlation between CBUI.DE and VWCE.DE has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.
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Return for Risk
CBUI.DE vs. VWCE.DE — Risk / Return Rank
CBUI.DE
VWCE.DE
CBUI.DE vs. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.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 | VWCE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.43 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 6.92 | 4.01 | +2.91 |
| Martin ratioReturn relative to average drawdown | 26.41 | 16.55 | +9.87 |
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 | VWCE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.41 | 2.31 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.79 | +0.27 |
Drawdowns
CBUI.DE vs. VWCE.DE - Drawdown Comparison
The maximum CBUI.DE drawdown since its inception was -19.48%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for CBUI.DE and VWCE.DE.
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Drawdown Indicators
| CBUI.DE | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.48% | -33.43% | +13.95% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -6.55% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -19.48% | -21.07% | +1.59% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.07% | — |
Current DrawdownCurrent decline from peak | -0.22% | -0.66% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -4.69% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 1.59% | +0.08% |
Volatility
CBUI.DE vs. VWCE.DE - Volatility Comparison
iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a higher volatility of 3.73% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.06%. This indicates that CBUI.DE's price experiences larger fluctuations and is considered to be riskier than VWCE.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 | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 3.06% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 8.18% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 11.37% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 13.75% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 16.16% | -1.95% |
CBUI.DE vs. VWCE.DE - Expense Ratio Comparison
CBUI.DE has a 0.30% expense ratio, which is higher than VWCE.DE's 0.19% expense ratio.
Dividends
CBUI.DE vs. VWCE.DE - Dividend Comparison
Neither CBUI.DE nor VWCE.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUI.DE and VWCE.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for CBUI.DE.
CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.30% for CBUI.DE and 0.19% for VWCE.DE.
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