CBUM.DE vs. EUNA.DE
CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) and EUNA.DE (iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - CBUM.DE is a S&P 500 fund tracking the S&P 500 Scored & Screened Index (EUR Hedged), while EUNA.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate Bond (EUR Hedged). Both are passively managed. Over the past 3 years, CBUM.DE returned 17.72%/yr vs 2.34%/yr for EUNA.DE. At a 0.20 correlation, their price movements are largely independent. Both charge a 0.10% expense ratio.
Performance
CBUM.DE vs. EUNA.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 higher than EUNA.DE's -0.40% return.
CBUM.DE
- 1D
- 0.34%
- 1M
- 0.11%
- 6M
- 8.82%
- YTD
- 8.15%
- 1Y
- 20.50%
- 3Y*
- 17.72%
- 5Y*
- —
- 10Y*
- —
EUNA.DE
- 1D
- -0.20%
- 1M
- 0.41%
- 6M
- 0.20%
- YTD
- -0.40%
- 1Y
- 0.82%
- 3Y*
- 2.34%
- 5Y*
- -1.36%
- 10Y*
- —
CBUM.DE vs. EUNA.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% |
EUNA.DE iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc | -0.40% | 2.91% | 1.48% | 4.41% | -6.58% |
Correlation
The correlation between CBUM.DE and EUNA.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2022 | 0.20 |
The correlation between CBUM.DE and EUNA.DE shifts across timeframes, from 0.19 (3 years) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CBUM.DE vs. EUNA.DE — Risk / Return Rank
CBUM.DE
EUNA.DE
CBUM.DE vs. EUNA.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 iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.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 | EUNA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.04 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 0.29 | +1.98 |
| Martin ratioReturn relative to average drawdown | 9.58 | 0.78 | +8.81 |
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Drawdowns
CBUM.DE vs. EUNA.DE - Drawdown Comparison
The maximum CBUM.DE drawdown since its inception was -19.25%, which is greater than EUNA.DE's maximum drawdown of -17.81%. Use the drawdown chart below to compare losses from any high point for CBUM.DE and EUNA.DE.
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Drawdown Indicators
| CBUM.DE | EUNA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.25% | -17.81% | -1.44% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -2.80% | -6.19% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -4.11% | -15.14% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.04% | — |
Current DrawdownCurrent decline from peak | -1.13% | -8.53% | +7.40% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -6.71% | +3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.05% | +1.08% |
Volatility
CBUM.DE vs. EUNA.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 iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) at 0.86%. This indicates that CBUM.DE's price experiences larger fluctuations and is considered to be riskier than EUNA.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 | EUNA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 0.86% | +3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 2.83% | +6.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 3.73% | +8.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 4.84% | +10.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 4.44% | +10.57% |
CBUM.DE vs. EUNA.DE - Expense Ratio Comparison
Both CBUM.DE and EUNA.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. EUNA.DE - Dividend Comparison
Neither CBUM.DE nor EUNA.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUM.DE and EUNA.DE have a correlation of 0.35, 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 EUNA.DE have the same expense ratio: 0.10% per year.
CBUM.DE is categorized as S&P 500, while EUNA.DE is Global Bonds. CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged), while EUNA.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged).
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