CBUM.DE vs. SXRV.DE
CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (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 SXRV.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 23.36%/yr for SXRV.DE. Their correlation of 0.81 suggests significant overlap in exposure. CBUM.DE charges 0.10%/yr vs 0.36%/yr for SXRV.DE.
Performance
CBUM.DE vs. SXRV.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 SXRV.DE's 19.60% return.
CBUM.DE
- 1D
- 0.34%
- 1M
- 0.11%
- 6M
- 8.82%
- YTD
- 8.15%
- 1Y
- 20.50%
- 3Y*
- 17.72%
- 5Y*
- —
- 10Y*
- —
SXRV.DE
- 1D
- 0.49%
- 1M
- -1.63%
- 6M
- 20.80%
- YTD
- 19.60%
- 1Y
- 33.64%
- 3Y*
- 23.36%
- 5Y*
- 16.36%
- 10Y*
- 21.19%
CBUM.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 19.60% | 6.98% | 33.55% | 51.19% | -19.69% |
Correlation
The correlation between CBUM.DE and SXRV.DE is 0.76, 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 | 0.76 |
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 | 0.81 |
The correlation between CBUM.DE and SXRV.DE has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
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Return for Risk
CBUM.DE vs. SXRV.DE — Risk / Return Rank
CBUM.DE
SXRV.DE
CBUM.DE vs. SXRV.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 USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.35 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 3.34 | -1.07 |
| Martin ratioReturn relative to average drawdown | 9.58 | 9.73 | -0.15 |
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Drawdowns
CBUM.DE vs. SXRV.DE - Drawdown Comparison
The maximum CBUM.DE drawdown since its inception was -19.25%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for CBUM.DE and SXRV.DE.
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Drawdown Indicators
| CBUM.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.25% | -32.80% | +13.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -10.03% | +1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -26.69% | +7.44% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -1.13% | -2.09% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -6.48% | +2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.45% | -1.32% |
Volatility
CBUM.DE vs. SXRV.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 USD (Acc) (SXRV.DE) has a volatility of 6.67%. This indicates that CBUM.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 6.67% | -2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 12.11% | -2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 16.67% | -4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 19.97% | -4.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 19.69% | -4.68% |
CBUM.DE vs. SXRV.DE - Expense Ratio Comparison
CBUM.DE has a 0.10% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
CBUM.DE vs. SXRV.DE - Dividend Comparison
Neither CBUM.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUM.DE and SXRV.DE have a correlation of 0.76, 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 0.36% for SXRV.DE.
CBUM.DE is categorized as S&P 500, while SXRV.DE is Nasdaq-100. CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged), while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.10% for CBUM.DE and 0.36% for SXRV.DE.
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