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CBUQ.DE vs. BBCK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUQ.DE vs. BBCK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI SRI UCITS ETF USD Dist (CBUQ.DE) and Invesco Global Buyback Achievers UCITS ETF (BBCK.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, CBUQ.DE achieves a 14.37% return, which is significantly higher than BBCK.DE's 9.07% return.


CBUQ.DE

1D
0.00%
1M
3.47%
YTD
14.37%
6M
14.86%
1Y
24.92%
3Y*
15.00%
5Y*
10Y*

BBCK.DE

1D
-0.13%
1M
2.78%
YTD
9.07%
6M
8.53%
1Y
24.98%
3Y*
19.27%
5Y*
10.80%
10Y*
12.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUQ.DE vs. BBCK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
CBUQ.DE
iShares MSCI ACWI SRI UCITS ETF USD Dist
14.37%4.50%18.80%18.75%-10.33%
BBCK.DE
Invesco Global Buyback Achievers UCITS ETF
9.07%16.70%19.10%11.74%-3.34%

Correlation

The correlation between CBUQ.DE and BBCK.DE is 0.65, 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

0.65

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

0.73

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2022

0.74

The correlation between CBUQ.DE and BBCK.DE has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.

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Return for Risk

CBUQ.DE vs. BBCK.DE — Risk / Return Rank

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

CBUQ.DE
CBUQ.DE Risk / Return Rank: 7070
Overall Rank
CBUQ.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CBUQ.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
CBUQ.DE Omega Ratio Rank: 6666
Omega Ratio Rank
CBUQ.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
CBUQ.DE Martin Ratio Rank: 7676
Martin Ratio Rank

BBCK.DE
BBCK.DE Risk / Return Rank: 8181
Overall Rank
BBCK.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BBCK.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
BBCK.DE Omega Ratio Rank: 7575
Omega Ratio Rank
BBCK.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
BBCK.DE Martin Ratio Rank: 8989
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.

CBUQ.DE vs. BBCK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI SRI UCITS ETF USD Dist (CBUQ.DE) and Invesco Global Buyback Achievers UCITS ETF (BBCK.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.


CBUQ.DEBBCK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.35

1.38

-0.04

Calmar ratioReturn relative to maximum drawdown

3.38

5.65

-2.27

Martin ratioReturn relative to average drawdown

12.54

17.35

-4.81

CBUQ.DE vs. BBCK.DE - Sharpe Ratio Comparison

The current CBUQ.DE Sharpe Ratio is 1.91, which is comparable to the BBCK.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of CBUQ.DE and BBCK.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

CBUQ.DE vs. BBCK.DE - Drawdown Comparison

The maximum CBUQ.DE drawdown since its inception was -21.14%, smaller than the maximum BBCK.DE drawdown of -33.24%. Use the drawdown chart below to compare losses from any high point for CBUQ.DE and BBCK.DE.


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Drawdown Indicators


CBUQ.DEBBCK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.14%

-33.24%

+12.10%

Max Drawdown (1Y)

Largest decline over 1 year

-7.40%

-4.40%

-3.00%

Max Drawdown (3Y)

Largest decline over 3 years

-21.14%

-21.54%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-21.54%

Max Drawdown (10Y)

Largest decline over 10 years

-33.24%

Current Drawdown

Current decline from peak

-1.28%

-0.13%

-1.15%

Average Drawdown

Average peak-to-trough decline

-3.14%

-6.21%

+3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.44%

+0.55%

Volatility

CBUQ.DE vs. BBCK.DE - Volatility Comparison

iShares MSCI ACWI SRI UCITS ETF USD Dist (CBUQ.DE) has a higher volatility of 3.88% compared to Invesco Global Buyback Achievers UCITS ETF (BBCK.DE) at 2.89%. This indicates that CBUQ.DE's price experiences larger fluctuations and is considered to be riskier than BBCK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBUQ.DEBBCK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

2.89%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

7.79%

+2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.09%

11.58%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

14.69%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.88%

23.35%

-9.47%

CBUQ.DE vs. BBCK.DE - Expense Ratio Comparison

CBUQ.DE has a 0.20% expense ratio, which is lower than BBCK.DE's 0.39% expense ratio.


Dividends

CBUQ.DE vs. BBCK.DE - Dividend Comparison

CBUQ.DE's dividend yield for the trailing twelve months is around 1.24%, less than BBCK.DE's 1.69% yield.


PositionTTM20252024202320222021202020192018201720162015
BBCK.DE
Invesco Global Buyback Achievers UCITS ETF
1.69%1.88%1.78%1.74%1.96%1.17%1.61%1.84%1.35%1.23%1.64%1.29%
CBUQ.DE
iShares MSCI ACWI SRI UCITS ETF USD Dist
1.24%1.28%1.44%1.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CBUQ.DE and BBCK.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

CBUQ.DE is cheaper with a 0.20% expense ratio, compared with 0.39% for BBCK.DE.

CBUQ.DE tracks MSCI ACWI SRI Select Reduced Fossil Fuel, while BBCK.DE tracks Nasdaq Global Buyback Achievers. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for CBUQ.DE and 0.39% for BBCK.DE.

Portfolio Optimizer

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