CBUM.DE vs. SPY5.DE
CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both S&P 500 funds - CBUM.DE tracks the S&P 500 Scored & Screened Index (EUR Hedged) while SPY5.DE tracks the S&P 500 Index. Both are passively managed. Over the past 3 years, CBUM.DE returned 17.72%/yr vs 18.38%/yr for SPY5.DE. Their correlation of 0.82 suggests significant overlap in exposure. CBUM.DE charges 0.10%/yr vs 0.03%/yr for SPY5.DE.
Performance
CBUM.DE vs. SPY5.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 SPY5.DE's 12.25% return.
CBUM.DE
- 1D
- 0.34%
- 1M
- 0.11%
- 6M
- 8.82%
- YTD
- 8.15%
- 1Y
- 20.50%
- 3Y*
- 17.72%
- 5Y*
- —
- 10Y*
- —
SPY5.DE
- 1D
- 0.23%
- 1M
- 0.64%
- 6M
- 13.05%
- YTD
- 12.25%
- 1Y
- 24.10%
- 3Y*
- 18.38%
- 5Y*
- 13.70%
- 10Y*
- 14.69%
CBUM.DE vs. SPY5.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% |
SPY5.DE SPDR S&P 500 UCITS ETF | 12.25% | 4.75% | 32.36% | 22.42% | -10.39% |
Correlation
The correlation between CBUM.DE and SPY5.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 Aug 2, 2022 | 0.82 |
The correlation between CBUM.DE and SPY5.DE has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.
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Return for Risk
CBUM.DE vs. SPY5.DE — Risk / Return Rank
CBUM.DE
SPY5.DE
CBUM.DE vs. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.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 | SPY5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 3.36 | -1.09 |
| Martin ratioReturn relative to average drawdown | 9.58 | 11.87 | -2.29 |
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Drawdowns
CBUM.DE vs. SPY5.DE - Drawdown Comparison
The maximum CBUM.DE drawdown since its inception was -19.25%, smaller than the maximum SPY5.DE drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for CBUM.DE and SPY5.DE.
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Drawdown Indicators
| CBUM.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.25% | -33.86% | +14.61% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -7.15% | -1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -23.34% | +4.09% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.34% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.86% | — |
Current DrawdownCurrent decline from peak | -1.13% | -0.62% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -3.91% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.03% | +0.10% |
Volatility
CBUM.DE vs. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.DE) at 3.64%. This indicates that CBUM.DE's price experiences larger fluctuations and is considered to be riskier than SPY5.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 | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 3.64% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 8.02% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 11.88% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 15.23% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 16.07% | -1.06% |
CBUM.DE vs. SPY5.DE - Expense Ratio Comparison
CBUM.DE has a 0.10% expense ratio, which is higher than SPY5.DE's 0.03% expense ratio. However, 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. SPY5.DE - Dividend Comparison
CBUM.DE has not paid dividends to shareholders, while SPY5.DE's dividend yield for the trailing twelve months is around 0.90%.
| 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% |
SPY5.DE SPDR S&P 500 UCITS ETF | 0.90% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.43% | 0.80% | 1.21% | 1.57% | 1.69% |
Frequently Asked Questions
CBUM.DE and SPY5.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, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.10% for CBUM.DE.
CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged), while SPY5.DE tracks S&P 500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.10% for CBUM.DE and 0.03% for SPY5.DE.
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