CBUI.DE vs. XDEB.DE
CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) and XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) are both Global Equities funds - CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select while XDEB.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 3 years, CBUI.DE returned 21.76%/yr vs 6.45%/yr for XDEB.DE. A 0.60 correlation means they provide meaningful diversification when combined. CBUI.DE charges 0.30%/yr vs 0.25%/yr for XDEB.DE.
Performance
CBUI.DE vs. XDEB.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 XDEB.DE's 1.74% return.
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
XDEB.DE
- 1D
- -0.04%
- 1M
- 1.52%
- YTD
- 1.74%
- 6M
- 1.86%
- 1Y
- -0.08%
- 3Y*
- 6.45%
- 5Y*
- 6.21%
- 10Y*
- 6.88%
CBUI.DE vs. XDEB.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% |
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 1.74% | -1.27% | 17.83% | 3.66% | -4.06% | 5.72% |
Correlation
The correlation between CBUI.DE and XDEB.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.60 |
Over the past year, the correlation between CBUI.DE and XDEB.DE has dropped to 0.30 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
CBUI.DE vs. XDEB.DE — Risk / Return Rank
CBUI.DE
XDEB.DE
CBUI.DE vs. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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 | XDEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.42 | ||
| Sortino ratioReturn per unit of downside risk | +4.69 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.00 | +0.60 |
| Calmar ratioReturn relative to maximum drawdown | 6.92 | -0.02 | +6.94 |
| Martin ratioReturn relative to average drawdown | 26.41 | -0.03 | +26.45 |
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 | XDEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.41 | -0.01 | +3.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.70 | +0.36 |
Drawdowns
CBUI.DE vs. XDEB.DE - Drawdown Comparison
The maximum CBUI.DE drawdown since its inception was -19.48%, smaller than the maximum XDEB.DE drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for CBUI.DE and XDEB.DE.
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Drawdown Indicators
| CBUI.DE | XDEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.48% | -28.57% | +9.09% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -5.31% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -19.48% | -13.02% | -6.46% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.57% | — |
Current DrawdownCurrent decline from peak | -0.22% | -6.53% | +6.31% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -5.03% | +1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 2.37% | -0.70% |
Volatility
CBUI.DE vs. XDEB.DE - Volatility Comparison
iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a higher volatility of 3.73% compared to Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) at 2.63%. This indicates that CBUI.DE's price experiences larger fluctuations and is considered to be riskier than XDEB.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 | XDEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 2.63% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 5.56% | +4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 7.86% | +5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 10.16% | +4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 12.03% | +2.18% |
CBUI.DE vs. XDEB.DE - Expense Ratio Comparison
CBUI.DE has a 0.30% expense ratio, which is higher than XDEB.DE's 0.25% expense ratio.
Dividends
CBUI.DE vs. XDEB.DE - Dividend Comparison
Neither CBUI.DE nor XDEB.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUI.DE and XDEB.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEB.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for CBUI.DE.
CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select, while XDEB.DE tracks MSCI ACWI NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.30% for CBUI.DE and 0.25% for XDEB.DE.
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