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

Performance

CBUQ.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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 IUSQ.DE's 12.95% return.


CBUQ.DE

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

IUSQ.DE

1D
-0.36%
1M
1.02%
YTD
12.95%
6M
13.38%
1Y
27.30%
3Y*
18.41%
5Y*
11.86%
10Y*
12.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUQ.DE vs. IUSQ.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%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
12.95%9.02%24.53%18.57%-5.09%

Correlation

The correlation between CBUQ.DE and IUSQ.DE is 0.91, 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

0.91

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

0.93

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

0.93

The correlation between CBUQ.DE and IUSQ.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

CBUQ.DE vs. IUSQ.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

IUSQ.DE
IUSQ.DE Risk / Return Rank: 8585
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 8383
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
IUSQ.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. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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.DEIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.35

1.43

-0.08

Calmar ratioReturn relative to maximum drawdown

3.38

4.19

-0.81

Martin ratioReturn relative to average drawdown

12.54

17.20

-4.66

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

The current CBUQ.DE Sharpe Ratio is 1.91, which is comparable to the IUSQ.DE Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of CBUQ.DE and IUSQ.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. IUSQ.DE - Drawdown Comparison

The maximum CBUQ.DE drawdown since its inception was -21.14%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for CBUQ.DE and IUSQ.DE.


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Drawdown Indicators


CBUQ.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.14%

-33.60%

+12.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.40%

-6.48%

-0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-21.14%

-21.25%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

Current Drawdown

Current decline from peak

-1.28%

-1.09%

-0.19%

Average Drawdown

Average peak-to-trough decline

-3.14%

-4.17%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.58%

+0.41%

Volatility

CBUQ.DE vs. IUSQ.DE - Volatility Comparison

iShares MSCI ACWI SRI UCITS ETF USD Dist (CBUQ.DE) has a higher volatility of 3.88% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.44%. This indicates that CBUQ.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.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.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

3.44%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

8.52%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

13.09%

11.71%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

13.98%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.88%

15.01%

-1.13%

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

Both CBUQ.DE and IUSQ.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CBUQ.DE vs. IUSQ.DE - Dividend Comparison

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


PositionTTM202520242023
CBUQ.DE
iShares MSCI ACWI SRI UCITS ETF USD Dist
1.24%1.28%1.44%1.58%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, CBUQ.DE and IUSQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CBUQ.DE and IUSQ.DE have the same expense ratio: 0.20% per year.

CBUQ.DE tracks MSCI ACWI SRI Select Reduced Fossil Fuel, while IUSQ.DE tracks MSCI ACWI Index.

Portfolio Optimizer

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