CBUM.DE vs. QDVD.DE
CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) and QDVD.DE (iShares MSCI USA Quality Dividend Advanced 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 QDVD.DE is a ESG fund tracking the MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index. Both are passively managed. Over the past 3 years, CBUM.DE returned 16.58%/yr vs 16.90%/yr for QDVD.DE. A 0.70 correlation means they provide meaningful diversification when combined. CBUM.DE charges 0.10%/yr vs 0.35%/yr for QDVD.DE.
Performance
CBUM.DE vs. QDVD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CBUM.DE achieves a 6.79% return, which is significantly lower than QDVD.DE's 16.77% return.
CBUM.DE
- 1D
- -1.48%
- 1M
- -1.70%
- 6M
- 6.13%
- YTD
- 6.79%
- 1Y
- 18.98%
- 3Y*
- 16.58%
- 5Y*
- —
- 10Y*
- —
QDVD.DE
- 1D
- -0.50%
- 1M
- 0.93%
- 6M
- 13.02%
- YTD
- 16.77%
- 1Y
- 25.86%
- 3Y*
- 16.90%
- 5Y*
- 12.60%
- 10Y*
- 10.64%
CBUM.DE vs. QDVD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CBUM.DE iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) | 6.79% | 15.88% | 21.99% | 25.11% | -8.40% |
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 16.77% | 4.15% | 21.92% | 10.55% | -6.54% |
Correlation
The correlation between CBUM.DE and QDVD.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2022 | 0.70 |
The correlation between CBUM.DE and QDVD.DE has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.
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Return for Risk
CBUM.DE vs. QDVD.DE — Risk / Return Rank
CBUM.DE
QDVD.DE
CBUM.DE vs. QDVD.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 MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.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 | QDVD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.44 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 5.33 | -3.23 |
| Martin ratioReturn relative to average drawdown | 8.78 | 18.72 | -9.93 |
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Drawdowns
CBUM.DE vs. QDVD.DE - Drawdown Comparison
The maximum CBUM.DE drawdown since its inception was -19.25%, smaller than the maximum QDVD.DE drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for CBUM.DE and QDVD.DE.
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Drawdown Indicators
| CBUM.DE | QDVD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.25% | -32.55% | +13.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -4.83% | -4.16% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -21.55% | +2.30% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.55% | — |
Current DrawdownCurrent decline from peak | -2.37% | -1.59% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -4.63% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.38% | +0.78% |
Volatility
CBUM.DE vs. QDVD.DE - Volatility Comparison
iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.DE) has a higher volatility of 2.99% compared to iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) at 2.63%. This indicates that CBUM.DE's price experiences larger fluctuations and is considered to be riskier than QDVD.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 | QDVD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 2.63% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 7.75% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 11.02% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 13.87% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 14.79% | +0.19% |
CBUM.DE vs. QDVD.DE - Expense Ratio Comparison
CBUM.DE has a 0.10% expense ratio, which is lower than QDVD.DE's 0.35% expense ratio.
Dividends
CBUM.DE vs. QDVD.DE - Dividend Comparison
CBUM.DE has not paid dividends to shareholders, while QDVD.DE's dividend yield for the trailing twelve months is around 1.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBUM.DE iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 1.48% | 1.72% | 1.88% | 2.04% | 2.34% | 1.99% | 2.72% | 2.37% | 2.43% | 2.28% | 2.19% | 2.44% |
Frequently Asked Questions
CBUM.DE and QDVD.DE have a correlation of 0.67, 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 0.35% for QDVD.DE.
CBUM.DE is categorized as S&P 500, while QDVD.DE is ESG. CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged), while QDVD.DE tracks MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index. Their fees differ too: 0.10% for CBUM.DE and 0.35% for QDVD.DE.
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