CBUK.DE vs. AIAA.DE
CBUK.DE (iShares MSCI China Tech UCITS ETF USD Acc) and AIAA.DE (iShares AI Adopters & Applications UCITS ETF USD (Acc)) are both Technology Equities funds from iShares - CBUK.DE tracks the MSCI China Technology Sub-Industries ESG Screened Select Capped while AIAA.DE tracks the STOXX Global AI Adopters and Applications Index. Both are passively managed. Over the past year, CBUK.DE returned 20.86% vs 6.08% for AIAA.DE. At a 0.39 correlation, their price movements are largely independent. CBUK.DE charges 0.45%/yr vs 0.35%/yr for AIAA.DE.
Performance
CBUK.DE vs. AIAA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CBUK.DE achieves a 2.62% return, which is significantly higher than AIAA.DE's -1.50% return.
CBUK.DE
- 1D
- -0.11%
- 1M
- 4.25%
- YTD
- 2.62%
- 6M
- 0.39%
- 1Y
- 20.86%
- 3Y*
- 13.37%
- 5Y*
- —
- 10Y*
- —
AIAA.DE
- 1D
- 1.37%
- 1M
- 4.93%
- YTD
- -1.50%
- 6M
- -1.86%
- 1Y
- 6.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CBUK.DE vs. AIAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CBUK.DE iShares MSCI China Tech UCITS ETF USD Acc | 2.62% | 21.05% | -6.90% |
AIAA.DE iShares AI Adopters & Applications UCITS ETF USD (Acc) | -1.50% | 5.44% | -1.65% |
Correlation
The correlation between CBUK.DE and AIAA.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024 | 0.39 |
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Return for Risk
CBUK.DE vs. AIAA.DE — Risk / Return Rank
CBUK.DE
AIAA.DE
CBUK.DE vs. AIAA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China Tech UCITS ETF USD Acc (CBUK.DE) and iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.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.
| CBUK.DE | AIAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.09 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 0.46 | +0.46 |
| Martin ratioReturn relative to average drawdown | 1.88 | 1.20 | +0.68 |
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
| CBUK.DE | AIAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.46 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.08 | +0.13 |
Drawdowns
CBUK.DE vs. AIAA.DE - Drawdown Comparison
The maximum CBUK.DE drawdown since its inception was -37.29%, which is greater than AIAA.DE's maximum drawdown of -24.42%. Use the drawdown chart below to compare losses from any high point for CBUK.DE and AIAA.DE.
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Drawdown Indicators
| CBUK.DE | AIAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.29% | -24.42% | -12.87% |
Max Drawdown (1Y)Largest decline over 1 year | -23.99% | -13.31% | -10.68% |
Max Drawdown (3Y)Largest decline over 3 years | -28.54% | — | — |
Current DrawdownCurrent decline from peak | -11.37% | -4.34% | -7.03% |
Average DrawdownAverage peak-to-trough decline | -16.27% | -7.45% | -8.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.77% | 5.12% | +6.65% |
Volatility
CBUK.DE vs. AIAA.DE - Volatility Comparison
iShares MSCI China Tech UCITS ETF USD Acc (CBUK.DE) has a higher volatility of 8.51% compared to iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE) at 3.63%. This indicates that CBUK.DE's price experiences larger fluctuations and is considered to be riskier than AIAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBUK.DE | AIAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.51% | 3.63% | +4.88% |
Volatility (6M)Calculated over the trailing 6-month period | 16.60% | 10.08% | +6.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.47% | 13.43% | +10.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.52% | 17.46% | +14.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.52% | 17.46% | +14.06% |
CBUK.DE vs. AIAA.DE - Expense Ratio Comparison
CBUK.DE has a 0.45% expense ratio, which is higher than AIAA.DE's 0.35% expense ratio.
Dividends
CBUK.DE vs. AIAA.DE - Dividend Comparison
Neither CBUK.DE nor AIAA.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUK.DE and AIAA.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AIAA.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AIAA.DE is cheaper with a 0.35% expense ratio, compared with 0.45% for CBUK.DE.
CBUK.DE tracks MSCI China Technology Sub-Industries ESG Screened Select Capped, while AIAA.DE tracks STOXX Global AI Adopters and Applications Index. Their fees differ too: 0.45% for CBUK.DE and 0.35% for AIAA.DE.
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