CBUM.DE vs. IS3Q.DE
CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (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 IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 3 years, CBUM.DE returned 17.72%/yr vs 15.85%/yr for IS3Q.DE. Their correlation of 0.82 suggests significant overlap in exposure. CBUM.DE charges 0.10%/yr vs 0.30%/yr for IS3Q.DE.
Performance
CBUM.DE vs. IS3Q.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 IS3Q.DE's 13.20% return.
CBUM.DE
- 1D
- 0.34%
- 1M
- 0.11%
- 6M
- 8.82%
- YTD
- 8.15%
- 1Y
- 20.50%
- 3Y*
- 17.72%
- 5Y*
- —
- 10Y*
- —
IS3Q.DE
- 1D
- 0.52%
- 1M
- 4.19%
- 6M
- 13.65%
- YTD
- 13.20%
- 1Y
- 23.04%
- 3Y*
- 15.85%
- 5Y*
- 11.00%
- 10Y*
- 12.36%
CBUM.DE vs. IS3Q.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% |
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 13.20% | 2.80% | 23.78% | 21.69% | -7.66% |
Correlation
The correlation between CBUM.DE and IS3Q.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2022 | 0.82 |
The correlation between CBUM.DE and IS3Q.DE has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.
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Return for Risk
CBUM.DE vs. IS3Q.DE — Risk / Return Rank
CBUM.DE
IS3Q.DE
CBUM.DE vs. IS3Q.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 MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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 | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 3.62 | -1.35 |
| Martin ratioReturn relative to average drawdown | 9.58 | 15.01 | -5.42 |
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Drawdowns
CBUM.DE vs. IS3Q.DE - Drawdown Comparison
The maximum CBUM.DE drawdown since its inception was -19.25%, smaller than the maximum IS3Q.DE drawdown of -32.30%. Use the drawdown chart below to compare losses from any high point for CBUM.DE and IS3Q.DE.
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Drawdown Indicators
| CBUM.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.25% | -32.30% | +13.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -6.33% | -2.66% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -20.63% | +1.38% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.30% | — |
Current DrawdownCurrent decline from peak | -1.13% | -0.04% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -6.23% | +2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.53% | +0.60% |
Volatility
CBUM.DE vs. IS3Q.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 MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.62%. This indicates that CBUM.DE's price experiences larger fluctuations and is considered to be riskier than IS3Q.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 | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 2.62% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 7.40% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 10.72% | +1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 14.16% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 15.79% | -0.78% |
CBUM.DE vs. IS3Q.DE - Expense Ratio Comparison
CBUM.DE has a 0.10% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.
Dividends
CBUM.DE vs. IS3Q.DE - Dividend Comparison
Neither CBUM.DE nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUM.DE and IS3Q.DE have a correlation of 0.81, 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 0.30% for IS3Q.DE.
CBUM.DE is categorized as S&P 500, while IS3Q.DE is Global Equities. CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged), while IS3Q.DE tracks MSCI World Sector Neutral Quality. Their fees differ too: 0.10% for CBUM.DE and 0.30% for IS3Q.DE.
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