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CBUP.DE vs. IS0Y.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUP.DE vs. IS0Y.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Green Bond UCITS ETF EUR (Acc) (CBUP.DE) and iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.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, CBUP.DE achieves a 0.99% return, which is significantly lower than IS0Y.DE's 1.38% return.


CBUP.DE

1D
-0.02%
1M
0.81%
6M
1.26%
YTD
0.99%
1Y
1.14%
3Y*
3.28%
5Y*
10Y*

IS0Y.DE

1D
-0.08%
1M
0.27%
6M
1.51%
YTD
1.38%
1Y
3.06%
3Y*
5.28%
5Y*
2.72%
10Y*
1.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUP.DE vs. IS0Y.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
CBUP.DE
iShares € Green Bond UCITS ETF EUR (Acc)
0.99%0.99%2.05%7.83%-11.21%
IS0Y.DE
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
1.38%4.15%6.61%5.08%1.44%

Correlation

The correlation between CBUP.DE and IS0Y.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

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

0.06

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2022

0.09

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Return for Risk

CBUP.DE vs. IS0Y.DE — Risk / Return Rank

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

CBUP.DE
CBUP.DE Risk / Return Rank: 1212
Overall Rank
CBUP.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CBUP.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
CBUP.DE Omega Ratio Rank: 1111
Omega Ratio Rank
CBUP.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
CBUP.DE Martin Ratio Rank: 1313
Martin Ratio Rank

IS0Y.DE
IS0Y.DE Risk / Return Rank: 5858
Overall Rank
IS0Y.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IS0Y.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
IS0Y.DE Omega Ratio Rank: 4747
Omega Ratio Rank
IS0Y.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
IS0Y.DE Martin Ratio Rank: 7575
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.

CBUP.DE vs. IS0Y.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Green Bond UCITS ETF EUR (Acc) (CBUP.DE) and iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.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.


CBUP.DEIS0Y.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.05

1.25

-0.20

Calmar ratioReturn relative to maximum drawdown

0.35

3.00

-2.65

Martin ratioReturn relative to average drawdown

0.93

11.41

-10.48

CBUP.DE vs. IS0Y.DE - Sharpe Ratio Comparison

The current CBUP.DE Sharpe Ratio is 0.28, which is lower than the IS0Y.DE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of CBUP.DE and IS0Y.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

CBUP.DE vs. IS0Y.DE - Drawdown Comparison

The maximum CBUP.DE drawdown since its inception was -12.62%, smaller than the maximum IS0Y.DE drawdown of -13.95%. Use the drawdown chart below to compare losses from any high point for CBUP.DE and IS0Y.DE.


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Drawdown Indicators


CBUP.DEIS0Y.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.62%

-13.95%

+1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-1.02%

-2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-3.58%

-2.07%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-7.09%

Max Drawdown (10Y)

Largest decline over 10 years

-13.95%

Current Drawdown

Current decline from peak

-0.88%

-0.08%

-0.80%

Average Drawdown

Average peak-to-trough decline

-5.10%

-1.32%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

0.27%

+0.95%

Volatility

CBUP.DE vs. IS0Y.DE - Volatility Comparison

iShares € Green Bond UCITS ETF EUR (Acc) (CBUP.DE) has a higher volatility of 1.10% compared to iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) at 0.59%. This indicates that CBUP.DE's price experiences larger fluctuations and is considered to be riskier than IS0Y.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBUP.DEIS0Y.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.59%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

3.54%

1.75%

+1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

2.19%

+1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.88%

2.85%

+3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.88%

3.69%

+2.19%

CBUP.DE vs. IS0Y.DE - Expense Ratio Comparison

CBUP.DE has a 0.20% expense ratio, which is lower than IS0Y.DE's 0.25% 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

CBUP.DE vs. IS0Y.DE - Dividend Comparison

CBUP.DE has not paid dividends to shareholders, while IS0Y.DE's dividend yield for the trailing twelve months is around 2.58%.


PositionTTM20252024202320222021202020192018201720162015
CBUP.DE
iShares € Green Bond UCITS ETF EUR (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%
IS0Y.DE
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
2.58%2.91%3.70%2.52%0.43%0.70%0.82%0.92%0.58%0.71%1.35%1.47%

Frequently Asked Questions


CBUP.DE and IS0Y.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBUP.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBUP.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for IS0Y.DE.

CBUP.DE tracks Bloomberg MSCI Euro Green Bond SRI (including Nuclear Power) Index, while IS0Y.DE tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index. Their fees differ too: 0.20% for CBUP.DE and 0.25% for IS0Y.DE.

Portfolio Optimizer

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