CBUM.DE vs. 4UBQ.DE
CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) and 4UBQ.DE (UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc) are both S&P 500 funds - CBUM.DE tracks the S&P 500 Scored & Screened Index (EUR Hedged) while 4UBQ.DE tracks the S&P 500 ESG. Both are passively managed. Over the past 3 years, CBUM.DE returned 17.72%/yr vs 18.17%/yr for 4UBQ.DE. Their correlation of 0.83 suggests significant overlap in exposure. Both charge a 0.10% expense ratio.
Performance
CBUM.DE vs. 4UBQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CBUM.DE achieves a 8.15% return, which is significantly lower than 4UBQ.DE's 12.19% return.
CBUM.DE
- 1D
- 0.34%
- 1M
- 0.11%
- 6M
- 8.82%
- YTD
- 8.15%
- 1Y
- 20.50%
- 3Y*
- 17.72%
- 5Y*
- —
- 10Y*
- —
4UBQ.DE
- 1D
- 0.00%
- 1M
- 1.52%
- 6M
- 12.78%
- YTD
- 12.19%
- 1Y
- 26.75%
- 3Y*
- 18.17%
- 5Y*
- 14.39%
- 10Y*
- —
CBUM.DE vs. 4UBQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CBUM.DE iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) | 8.15% | 15.88% | 21.99% | 25.11% | -8.40% |
4UBQ.DE UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc | 12.19% | 5.39% | 31.02% | 24.03% | -10.32% |
Correlation
The correlation between CBUM.DE and 4UBQ.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2022 | 0.83 |
The correlation between CBUM.DE and 4UBQ.DE has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.
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Return for Risk
CBUM.DE vs. 4UBQ.DE — Risk / Return Rank
CBUM.DE
4UBQ.DE
CBUM.DE vs. 4UBQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.DE) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CBUM.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 3.88 | -1.61 |
| Martin ratioReturn relative to average drawdown | 9.58 | 14.86 | -5.28 |
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Drawdowns
CBUM.DE vs. 4UBQ.DE - Drawdown Comparison
The maximum CBUM.DE drawdown since its inception was -19.25%, smaller than the maximum 4UBQ.DE drawdown of -23.35%. Use the drawdown chart below to compare losses from any high point for CBUM.DE and 4UBQ.DE.
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Drawdown Indicators
| CBUM.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.25% | -23.35% | +4.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -6.93% | -2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -23.35% | +4.10% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.35% | — |
Current DrawdownCurrent decline from peak | -1.13% | -0.90% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -3.95% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.81% | +0.32% |
Volatility
CBUM.DE vs. 4UBQ.DE - Volatility Comparison
iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.DE) has a higher volatility of 4.03% compared to UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) at 3.49%. This indicates that CBUM.DE's price experiences larger fluctuations and is considered to be riskier than 4UBQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBUM.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 3.49% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 8.11% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 11.93% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 15.33% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 15.46% | -0.45% |
CBUM.DE vs. 4UBQ.DE - Expense Ratio Comparison
Both CBUM.DE and 4UBQ.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
CBUM.DE vs. 4UBQ.DE - Dividend Comparison
Neither CBUM.DE nor 4UBQ.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUM.DE and 4UBQ.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
CBUM.DE and 4UBQ.DE have the same expense ratio: 0.10% per year.
CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged), while 4UBQ.DE tracks S&P 500 ESG. They also come from different issuers: iShares and UBS.
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