CBUQ.DE vs. SXR0.DE
CBUQ.DE (iShares MSCI ACWI SRI UCITS ETF USD Dist) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds from iShares - CBUQ.DE tracks the MSCI ACWI SRI Select Reduced Fossil Fuel while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past 3 years, CBUQ.DE returned 14.39%/yr vs 8.36%/yr for SXR0.DE. At a 0.46 correlation, their price movements are largely independent. CBUQ.DE charges 0.20%/yr vs 0.35%/yr for SXR0.DE.
Performance
CBUQ.DE vs. SXR0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CBUQ.DE achieves a 14.32% return, which is significantly higher than SXR0.DE's 1.91% return.
CBUQ.DE
- 1D
- 0.00%
- 1M
- 0.50%
- 6M
- 9.41%
- YTD
- 14.32%
- 1Y
- 24.63%
- 3Y*
- 14.39%
- 5Y*
- —
- 10Y*
- —
SXR0.DE
- 1D
- 0.47%
- 1M
- 1.18%
- 6M
- 1.66%
- YTD
- 1.91%
- 1Y
- 4.40%
- 3Y*
- 8.36%
- 5Y*
- 4.47%
- 10Y*
- —
CBUQ.DE vs. SXR0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CBUQ.DE iShares MSCI ACWI SRI UCITS ETF USD Dist | 14.32% | 4.50% | 18.80% | 18.75% | -10.33% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 1.91% | 7.02% | 13.29% | 5.81% | -2.24% |
Correlation
The correlation between CBUQ.DE and SXR0.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2022 | 0.46 |
Over the past year, the correlation between CBUQ.DE and SXR0.DE has dropped to 0.20 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
CBUQ.DE vs. SXR0.DE — Risk / Return Rank
CBUQ.DE
SXR0.DE
CBUQ.DE vs. SXR0.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 Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.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.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.33 | ||
| Sortino ratioReturn per unit of downside risk | +1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.10 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 0.83 | +2.51 |
| Martin ratioReturn relative to average drawdown | 12.25 | 1.78 | +10.47 |
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Drawdowns
CBUQ.DE vs. SXR0.DE - Drawdown Comparison
The maximum CBUQ.DE drawdown since its inception was -21.14%, smaller than the maximum SXR0.DE drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for CBUQ.DE and SXR0.DE.
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Drawdown Indicators
| CBUQ.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.14% | -27.73% | +6.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -5.26% | -2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -21.14% | -9.18% | -11.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.61% | — |
Current DrawdownCurrent decline from peak | -1.66% | -2.17% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -3.10% | -3.95% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 2.46% | -0.44% |
Volatility
CBUQ.DE vs. SXR0.DE - Volatility Comparison
iShares MSCI ACWI SRI UCITS ETF USD Dist (CBUQ.DE) has a higher volatility of 4.04% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) at 2.70%. This indicates that CBUQ.DE's price experiences larger fluctuations and is considered to be riskier than SXR0.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.DE | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 2.70% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.18% | 5.92% | +4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.34% | 8.19% | +5.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 10.15% | +3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.87% | 11.60% | +2.27% |
CBUQ.DE vs. SXR0.DE - Expense Ratio Comparison
CBUQ.DE has a 0.20% expense ratio, which is lower than SXR0.DE's 0.35% expense ratio.
Dividends
CBUQ.DE vs. SXR0.DE - Dividend Comparison
CBUQ.DE's dividend yield for the trailing twelve months is around 1.24%, while SXR0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CBUQ.DE iShares MSCI ACWI SRI UCITS ETF USD Dist | 1.24% | 1.28% | 1.44% | 1.58% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CBUQ.DE and SXR0.DE have a correlation of 0.20, 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 0.35% for SXR0.DE.
CBUQ.DE tracks MSCI ACWI SRI Select Reduced Fossil Fuel, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). Their fees differ too: 0.20% for CBUQ.DE and 0.35% for SXR0.DE.
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