CBUM.DE vs. IBCK.DE
CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) and IBCK.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)) are both S&P 500 funds from iShares - CBUM.DE tracks the S&P 500 Scored & Screened Index (EUR Hedged) while IBCK.DE tracks the S&P 500 Minimum Volatility. Both are passively managed. Over the past 3 years, CBUM.DE returned 17.72%/yr vs 11.19%/yr for IBCK.DE. A 0.57 correlation means they provide meaningful diversification when combined. CBUM.DE charges 0.10%/yr vs 0.20%/yr for IBCK.DE.
Performance
CBUM.DE vs. IBCK.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CBUM.DE achieves a 8.15% return, which is significantly higher than IBCK.DE's 7.43% return.
CBUM.DE
- 1D
- 0.34%
- 1M
- 0.11%
- 6M
- 8.82%
- YTD
- 8.15%
- 1Y
- 20.50%
- 3Y*
- 17.72%
- 5Y*
- —
- 10Y*
- —
IBCK.DE
- 1D
- 0.32%
- 1M
- 2.18%
- 6M
- 8.69%
- YTD
- 7.43%
- 1Y
- 12.87%
- 3Y*
- 11.19%
- 5Y*
- 9.35%
- 10Y*
- 9.86%
CBUM.DE vs. IBCK.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% |
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 7.43% | -0.69% | 25.61% | 6.20% | -6.94% |
Correlation
The correlation between CBUM.DE and IBCK.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2022 | 0.57 |
The correlation between CBUM.DE and IBCK.DE has been stable across timeframes, ranging from 0.55 to 0.57 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CBUM.DE vs. IBCK.DE — Risk / Return Rank
CBUM.DE
IBCK.DE
CBUM.DE vs. IBCK.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 Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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 | IBCK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.27 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 2.52 | -0.25 |
| Martin ratioReturn relative to average drawdown | 9.58 | 7.80 | +1.79 |
Loading charts...
Drawdowns
CBUM.DE vs. IBCK.DE - Drawdown Comparison
The maximum CBUM.DE drawdown since its inception was -19.25%, smaller than the maximum IBCK.DE drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for CBUM.DE and IBCK.DE.
Loading charts...
Drawdown Indicators
| CBUM.DE | IBCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.25% | -33.12% | +13.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -5.08% | -3.91% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -17.55% | -1.70% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.12% | — |
Current DrawdownCurrent decline from peak | -1.13% | -0.20% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -6.52% | +2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.65% | +0.48% |
Volatility
CBUM.DE vs. IBCK.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 Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) at 2.28%. This indicates that CBUM.DE's price experiences larger fluctuations and is considered to be riskier than IBCK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CBUM.DE | IBCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 2.28% | +1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 5.74% | +3.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 8.75% | +3.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 12.37% | +2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 13.97% | +1.04% |
CBUM.DE vs. IBCK.DE - Expense Ratio Comparison
CBUM.DE has a 0.10% expense ratio, which is lower than IBCK.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
CBUM.DE vs. IBCK.DE - Dividend Comparison
Neither CBUM.DE nor IBCK.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUM.DE and IBCK.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CBUM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CBUM.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for IBCK.DE.
CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged), while IBCK.DE tracks S&P 500 Minimum Volatility. Their fees differ too: 0.10% for CBUM.DE and 0.20% for IBCK.DE.
Find the right allocation for CBUM.DE and IBCK.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer