CBUQ.DE vs. SXR8.DE
CBUQ.DE (iShares MSCI ACWI SRI UCITS ETF USD Dist) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - CBUQ.DE is a Global Equities fund tracking the MSCI ACWI SRI Select Reduced Fossil Fuel, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, CBUQ.DE returned 15.00%/yr vs 18.93%/yr for SXR8.DE. Their correlation of 0.88 suggests significant overlap in exposure. CBUQ.DE charges 0.20%/yr vs 0.07%/yr for SXR8.DE.
Performance
CBUQ.DE vs. SXR8.DE - Performance Comparison
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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 SXR8.DE's 10.86% return.
CBUQ.DE
- 1D
- 0.00%
- 1M
- 3.47%
- YTD
- 14.37%
- 6M
- 14.86%
- 1Y
- 24.92%
- 3Y*
- 15.00%
- 5Y*
- —
- 10Y*
- —
SXR8.DE
- 1D
- -0.91%
- 1M
- 0.26%
- YTD
- 10.86%
- 6M
- 11.09%
- 1Y
- 24.86%
- 3Y*
- 18.93%
- 5Y*
- 13.91%
- 10Y*
- 15.15%
CBUQ.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CBUQ.DE iShares MSCI ACWI SRI UCITS ETF USD Dist | 14.37% | 4.50% | 18.80% | 18.75% | -10.33% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 10.86% | 4.73% | 32.32% | 22.47% | -6.27% |
Correlation
The correlation between CBUQ.DE and SXR8.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2022 | 0.88 |
The correlation between CBUQ.DE and SXR8.DE has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.
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Return for Risk
CBUQ.DE vs. SXR8.DE — Risk / Return Rank
CBUQ.DE
SXR8.DE
CBUQ.DE vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.38 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 3.57 | -0.18 |
| Martin ratioReturn relative to average drawdown | 12.54 | 12.66 | -0.12 |
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Drawdowns
CBUQ.DE vs. SXR8.DE - Drawdown Comparison
The maximum CBUQ.DE drawdown since its inception was -21.14%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for CBUQ.DE and SXR8.DE.
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Drawdown Indicators
| CBUQ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.14% | -33.78% | +12.64% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -6.94% | -0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -21.14% | -23.32% | +2.18% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -1.28% | -0.91% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -3.14% | -5.21% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.96% | +0.03% |
Volatility
CBUQ.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI ACWI SRI UCITS ETF USD Dist (CBUQ.DE) has a higher volatility of 3.88% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.36%. This indicates that CBUQ.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.36% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 7.88% | +2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.09% | 11.83% | +1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 15.20% | -1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.88% | 16.09% | -2.21% |
CBUQ.DE vs. SXR8.DE - Expense Ratio Comparison
CBUQ.DE has a 0.20% expense ratio, which is higher than SXR8.DE's 0.07% 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. SXR8.DE - Dividend Comparison
CBUQ.DE's dividend yield for the trailing twelve months is around 1.24%, while SXR8.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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CBUQ.DE and SXR8.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for CBUQ.DE.
CBUQ.DE is categorized as Global Equities, while SXR8.DE is S&P 500. CBUQ.DE tracks MSCI ACWI SRI Select Reduced Fossil Fuel, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.20% for CBUQ.DE and 0.07% for SXR8.DE.
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