CBUM.DE vs. MWOP.DE
CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) and MWOP.DE (Amundi MSCI World ESG Leaders 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 MWOP.DE is a ESG fund tracking the MSCI World ESG Leaders Select 5% Issuer Capped Index. Both are passively managed. Over the past 3 years, CBUM.DE returned 16.58%/yr vs 17.46%/yr for MWOP.DE. A 0.80 correlation means they provide meaningful diversification when combined. CBUM.DE charges 0.10%/yr vs 0.18%/yr for MWOP.DE.
Performance
CBUM.DE vs. MWOP.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CBUM.DE achieves a 6.79% return, which is significantly lower than MWOP.DE's 13.15% return.
CBUM.DE
- 1D
- -1.48%
- 1M
- -1.70%
- 6M
- 6.13%
- YTD
- 6.79%
- 1Y
- 18.98%
- 3Y*
- 16.58%
- 5Y*
- —
- 10Y*
- —
MWOP.DE
- 1D
- 0.00%
- 1M
- 0.35%
- 6M
- 9.88%
- YTD
- 13.15%
- 1Y
- 25.30%
- 3Y*
- 17.46%
- 5Y*
- —
- 10Y*
- —
CBUM.DE vs. MWOP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CBUM.DE iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) | 6.79% | 15.88% | 21.99% | 8.32% |
MWOP.DE Amundi MSCI World ESG Leaders UCITS ETF Acc | 13.15% | 7.50% | 23.56% | 8.87% |
Correlation
The correlation between CBUM.DE and MWOP.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 | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2023 | 0.80 |
The correlation between CBUM.DE and MWOP.DE has been stable across timeframes, ranging from 0.80 to 0.81 - 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. MWOP.DE — Risk / Return Rank
CBUM.DE
MWOP.DE
CBUM.DE vs. MWOP.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 Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.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 | MWOP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.73 | -0.63 |
| Martin ratioReturn relative to average drawdown | 8.78 | 10.57 | -1.78 |
Loading charts...
Drawdowns
CBUM.DE vs. MWOP.DE - Drawdown Comparison
The maximum CBUM.DE drawdown since its inception was -19.25%, smaller than the maximum MWOP.DE drawdown of -21.85%. Use the drawdown chart below to compare losses from any high point for CBUM.DE and MWOP.DE.
Loading charts...
Drawdown Indicators
| CBUM.DE | MWOP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.25% | -21.85% | +2.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -9.30% | +0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -21.85% | +2.60% |
Current DrawdownCurrent decline from peak | -2.37% | -1.44% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -2.90% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.40% | -0.24% |
Volatility
CBUM.DE vs. MWOP.DE - Volatility Comparison
The current volatility for iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.DE) is 2.99%, while Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.DE) has a volatility of 3.19%. This indicates that CBUM.DE experiences smaller price fluctuations and is considered to be less risky than MWOP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CBUM.DE | MWOP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 3.19% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 9.52% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 12.74% | -0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 13.88% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 13.88% | +1.10% |
CBUM.DE vs. MWOP.DE - Expense Ratio Comparison
CBUM.DE has a 0.10% expense ratio, which is lower than MWOP.DE's 0.18% 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. MWOP.DE - Dividend Comparison
Neither CBUM.DE nor MWOP.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUM.DE and MWOP.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 0.18% for MWOP.DE.
CBUM.DE is categorized as S&P 500, while MWOP.DE is ESG. CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged), while MWOP.DE tracks MSCI World ESG Leaders Select 5% Issuer Capped Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for CBUM.DE and 0.18% for MWOP.DE.
Find the right allocation for CBUM.DE and MWOP.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