CBUM.DE vs. NQSE.DE
CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - CBUM.DE is a S&P 500 fund tracking the S&P 500 Scored & Screened Index (EUR Hedged), while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 3 years, CBUM.DE returned 17.72%/yr vs 22.71%/yr for NQSE.DE. Their correlation of 0.92 suggests significant overlap in exposure. CBUM.DE charges 0.10%/yr vs 0.33%/yr for NQSE.DE.
Performance
CBUM.DE vs. NQSE.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 NQSE.DE's 14.72% return.
CBUM.DE
- 1D
- 0.34%
- 1M
- 0.11%
- 6M
- 8.82%
- YTD
- 8.15%
- 1Y
- 20.50%
- 3Y*
- 17.72%
- 5Y*
- —
- 10Y*
- —
NQSE.DE
- 1D
- 0.35%
- 1M
- -3.37%
- 6M
- 16.19%
- YTD
- 14.72%
- 1Y
- 26.71%
- 3Y*
- 22.71%
- 5Y*
- 12.85%
- 10Y*
- —
CBUM.DE vs. NQSE.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% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 14.72% | 18.19% | 24.02% | 52.15% | -18.03% |
Correlation
The correlation between CBUM.DE and NQSE.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2022 | 0.92 |
The correlation between CBUM.DE and NQSE.DE has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
CBUM.DE vs. NQSE.DE — Risk / Return Rank
CBUM.DE
NQSE.DE
CBUM.DE vs. NQSE.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 NASDAQ 100 UCITS ETF (NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.27 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 2.24 | +0.03 |
| Martin ratioReturn relative to average drawdown | 9.58 | 7.50 | +2.08 |
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Drawdowns
CBUM.DE vs. NQSE.DE - Drawdown Comparison
The maximum CBUM.DE drawdown since its inception was -19.25%, smaller than the maximum NQSE.DE drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for CBUM.DE and NQSE.DE.
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Drawdown Indicators
| CBUM.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.25% | -37.62% | +18.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -11.88% | +2.89% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -22.41% | +3.16% |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.62% | — |
Current DrawdownCurrent decline from peak | -1.13% | -3.42% | +2.29% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -8.51% | +4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.55% | -1.42% |
Volatility
CBUM.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.DE) is 4.03%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 7.00%. This indicates that CBUM.DE experiences smaller price fluctuations and is considered to be less risky than NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 7.00% | -2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 13.51% | -4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 17.21% | -5.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 21.11% | -6.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 21.59% | -6.58% |
CBUM.DE vs. NQSE.DE - Expense Ratio Comparison
CBUM.DE has a 0.10% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
CBUM.DE vs. NQSE.DE - Dividend Comparison
Neither CBUM.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUM.DE and NQSE.DE have a correlation of 0.88, 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 0.33% for NQSE.DE.
CBUM.DE is categorized as S&P 500, while NQSE.DE is Nasdaq-100. CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged), while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.10% for CBUM.DE and 0.33% for NQSE.DE.
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