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

Performance

CBUQ.DE vs. CBUG.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 iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.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 lower than CBUG.DE's 18.13% return.


CBUQ.DE

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

CBUG.DE

1D
0.65%
1M
4.21%
YTD
18.13%
6M
18.13%
1Y
33.69%
3Y*
15.67%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUQ.DE vs. CBUG.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%
CBUG.DE
iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist)
18.13%6.50%13.10%11.25%-4.17%

Correlation

The correlation between CBUQ.DE and CBUG.DE is 0.80, 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

0.80

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

0.81

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

0.82

The correlation between CBUQ.DE and CBUG.DE has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.

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Return for Risk

CBUQ.DE vs. CBUG.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

CBUG.DE
CBUG.DE Risk / Return Rank: 8686
Overall Rank
CBUG.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CBUG.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
CBUG.DE Omega Ratio Rank: 8383
Omega Ratio Rank
CBUG.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
CBUG.DE Martin Ratio Rank: 9090
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. CBUG.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 iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.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.DECBUG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.35

1.43

-0.09

Calmar ratioReturn relative to maximum drawdown

3.38

4.63

-1.25

Martin ratioReturn relative to average drawdown

12.54

17.68

-5.14

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

The current CBUQ.DE Sharpe Ratio is 1.91, which is comparable to the CBUG.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of CBUQ.DE and CBUG.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. CBUG.DE - Drawdown Comparison

The maximum CBUQ.DE drawdown since its inception was -21.14%, smaller than the maximum CBUG.DE drawdown of -24.57%. Use the drawdown chart below to compare losses from any high point for CBUQ.DE and CBUG.DE.


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Drawdown Indicators


CBUQ.DECBUG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.14%

-24.57%

+3.43%

Max Drawdown (1Y)

Largest decline over 1 year

-7.40%

-7.24%

-0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-21.14%

-24.57%

+3.43%

Current Drawdown

Current decline from peak

-1.28%

0.00%

-1.28%

Average Drawdown

Average peak-to-trough decline

-3.14%

-7.41%

+4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.90%

+0.09%

Volatility

CBUQ.DE vs. CBUG.DE - Volatility Comparison

iShares MSCI ACWI SRI UCITS ETF USD Dist (CBUQ.DE) has a higher volatility of 3.88% compared to iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) at 3.37%. This indicates that CBUQ.DE's price experiences larger fluctuations and is considered to be riskier than CBUG.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.DECBUG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

3.37%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

10.00%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

13.09%

13.98%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

16.66%

-2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.88%

16.66%

-2.78%

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

CBUQ.DE has a 0.20% expense ratio, which is higher than CBUG.DE's 0.10% 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

CBUQ.DE vs. CBUG.DE - Dividend Comparison

CBUQ.DE's dividend yield for the trailing twelve months is around 1.24%, while CBUG.DE has not paid dividends to shareholders.


PositionTTM202520242023
CBUG.DE
iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist)
0.00%0.00%0.00%0.00%
CBUQ.DE
iShares MSCI ACWI SRI UCITS ETF USD Dist
1.24%1.28%1.44%1.58%

Frequently Asked Questions


CBUQ.DE and CBUG.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBUG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBUG.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for CBUQ.DE.

CBUQ.DE tracks MSCI ACWI SRI Select Reduced Fossil Fuel, while CBUG.DE tracks MSCI ACWI SMID NR USD. Their fees differ too: 0.20% for CBUQ.DE and 0.10% for CBUG.DE.

Portfolio Optimizer

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