PortfoliosLab logoPortfoliosLab logo
CBUI.DE vs. XDEV.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CBUI.DE vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CBUI.DE vs. XDEV.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%
XDEV.DE
Xtrackers MSCI World Value Factor UCITS ETF 1C
7.05%24.76%11.62%15.67%-4.96%6.03%

Returns By Period

In the year-to-date period, CBUI.DE achieves a 2.84% return, which is significantly lower than XDEV.DE's 7.05% return.


CBUI.DE

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

XDEV.DE

1D
3.26%
1M
-1.99%
YTD
7.05%
6M
17.35%
1Y
29.24%
3Y*
18.39%
5Y*
12.52%
10Y*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

CBUI.DE has a 0.30% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.


Return for Risk

CBUI.DE vs. XDEV.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

XDEV.DE
XDEV.DE Risk / Return Rank: 8787
Overall Rank
XDEV.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XDEV.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
XDEV.DE Omega Ratio Rank: 8484
Omega Ratio Rank
XDEV.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XDEV.DE Martin Ratio Rank: 9494
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. XDEV.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 Value Factor UCITS ETF 1C (XDEV.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.DEXDEV.DEDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.75

-0.39

Sortino ratio

Return per unit of downside risk

1.85

2.27

-0.42

Omega ratio

Gain probability vs. loss probability

1.26

1.35

-0.08

Calmar ratio

Return relative to maximum drawdown

2.44

2.98

-0.54

Martin ratio

Return relative to average drawdown

11.20

14.93

-3.73

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

The current CBUI.DE Sharpe Ratio is 1.36, which is comparable to the XDEV.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of CBUI.DE and XDEV.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.


Loading graphics...

Sharpe Ratios by Period


CBUI.DEXDEV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.75

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.58

+0.23

Correlation

The correlation between CBUI.DE and XDEV.DE is 0.92, 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. XDEV.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

CBUI.DE vs. XDEV.DE - Drawdown Comparison

The maximum CBUI.DE drawdown since its inception was -19.48%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for CBUI.DE and XDEV.DE.


Loading graphics...

Drawdown Indicators


CBUI.DEXDEV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.48%

-35.28%

+15.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-13.96%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-18.02%

Max Drawdown (10Y)

Largest decline over 10 years

-35.28%

Current Drawdown

Current decline from peak

-3.58%

-2.98%

-0.60%

Average Drawdown

Average peak-to-trough decline

-3.33%

-5.64%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.01%

+0.13%

Volatility

CBUI.DE vs. XDEV.DE - Volatility Comparison

The current volatility for iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) is 5.33%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 6.20%. This indicates that CBUI.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CBUI.DEXDEV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

6.20%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

9.95%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

16.86%

16.62%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.23%

13.71%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.23%

15.87%

-1.64%