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CBUM.DE vs. WELU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUM.DE vs. WELU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.DE) and Amundi S&P Global Information Technology ESG UCITS ETF EUR Acc (WELU.DE). The values are adjusted to include any dividend payments, if applicable.

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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 WELU.DE's 18.10% return.


CBUM.DE

1D
-1.48%
1M
-1.70%
6M
6.13%
YTD
6.79%
1Y
18.98%
3Y*
16.58%
5Y*
10Y*

WELU.DE

1D
0.00%
1M
0.31%
6M
17.43%
YTD
18.10%
1Y
28.88%
3Y*
25.24%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUM.DE vs. WELU.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
CBUM.DE
iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)
6.79%15.88%21.99%25.11%-1.29%
WELU.DE
Amundi S&P Global Information Technology ESG UCITS ETF EUR Acc
18.10%9.54%38.64%57.43%-8.25%

Correlation

The correlation between CBUM.DE and WELU.DE is 0.72, 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

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2022

0.76

The correlation between CBUM.DE and WELU.DE has been stable across timeframes, ranging from 0.72 to 0.76 - a consistent structural relationship.

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Return for Risk

CBUM.DE vs. WELU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CBUM.DE
CBUM.DE Risk / Return Rank: 6363
Overall Rank
CBUM.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CBUM.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
CBUM.DE Omega Ratio Rank: 6262
Omega Ratio Rank
CBUM.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
CBUM.DE Martin Ratio Rank: 6767
Martin Ratio Rank

WELU.DE
WELU.DE Risk / Return Rank: 4444
Overall Rank
WELU.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
WELU.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
WELU.DE Omega Ratio Rank: 4444
Omega Ratio Rank
WELU.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
WELU.DE Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CBUM.DE vs. WELU.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 S&P Global Information Technology ESG UCITS ETF EUR Acc (WELU.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.DEWELU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.29

1.23

+0.05

Calmar ratioReturn relative to maximum drawdown

2.10

1.77

+0.33

Martin ratioReturn relative to average drawdown

8.78

4.29

+4.49

CBUM.DE vs. WELU.DE - Sharpe Ratio Comparison

The current CBUM.DE Sharpe Ratio is 1.57, which is comparable to the WELU.DE Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of CBUM.DE and WELU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CBUM.DE vs. WELU.DE - Drawdown Comparison

The maximum CBUM.DE drawdown since its inception was -19.25%, smaller than the maximum WELU.DE drawdown of -28.67%. Use the drawdown chart below to compare losses from any high point for CBUM.DE and WELU.DE.


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Drawdown Indicators


CBUM.DEWELU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.25%

-28.67%

+9.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-16.26%

+7.27%

Max Drawdown (3Y)

Largest decline over 3 years

-19.25%

-28.67%

+9.42%

Current Drawdown

Current decline from peak

-2.37%

-5.40%

+3.03%

Average Drawdown

Average peak-to-trough decline

-3.56%

-4.79%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

6.71%

-4.55%

Volatility

CBUM.DE vs. WELU.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 S&P Global Information Technology ESG UCITS ETF EUR Acc (WELU.DE) has a volatility of 5.88%. This indicates that CBUM.DE experiences smaller price fluctuations and is considered to be less risky than WELU.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.DEWELU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

5.88%

-2.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

15.49%

-6.12%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

21.37%

-9.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.98%

22.48%

-7.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.98%

22.48%

-7.50%

CBUM.DE vs. WELU.DE - Expense Ratio Comparison

CBUM.DE has a 0.10% expense ratio, which is lower than WELU.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. WELU.DE - Dividend Comparison

Neither CBUM.DE nor WELU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CBUM.DE and WELU.DE have a correlation of 0.72, 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 WELU.DE.

CBUM.DE is categorized as S&P 500, while WELU.DE is Technology Equities. CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged), while WELU.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Information Technology. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for CBUM.DE and 0.18% for WELU.DE.

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