CBUQ.DE vs. XDEV.DE
CBUQ.DE (iShares MSCI ACWI SRI UCITS ETF USD Dist) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - CBUQ.DE tracks the MSCI ACWI SRI Select Reduced Fossil Fuel while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 3 years, CBUQ.DE returned 15.00%/yr vs 27.99%/yr for XDEV.DE. A 0.79 correlation means they provide meaningful diversification when combined. CBUQ.DE charges 0.20%/yr vs 0.25%/yr for XDEV.DE.
Performance
CBUQ.DE vs. XDEV.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 lower than XDEV.DE's 38.59% return.
CBUQ.DE
- 1D
- 0.00%
- 1M
- 3.47%
- YTD
- 14.37%
- 6M
- 14.86%
- 1Y
- 24.92%
- 3Y*
- 15.00%
- 5Y*
- —
- 10Y*
- —
XDEV.DE
- 1D
- 2.29%
- 1M
- 4.52%
- YTD
- 38.59%
- 6M
- 39.97%
- 1Y
- 68.62%
- 3Y*
- 27.99%
- 5Y*
- 18.05%
- 10Y*
- 13.20%
CBUQ.DE vs. XDEV.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% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 38.59% | 24.74% | 11.64% | 15.69% | -2.96% |
Correlation
The correlation between CBUQ.DE and XDEV.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2022 | 0.79 |
The correlation between CBUQ.DE and XDEV.DE has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.
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Return for Risk
CBUQ.DE vs. XDEV.DE — Risk / Return Rank
CBUQ.DE
XDEV.DE
CBUQ.DE vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.73 | ||
| Sortino ratioReturn per unit of downside risk | -3.49 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.82 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 11.29 | -7.91 |
| Martin ratioReturn relative to average drawdown | 12.54 | 40.94 | -28.39 |
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Drawdowns
CBUQ.DE vs. XDEV.DE - Drawdown Comparison
The maximum CBUQ.DE drawdown since its inception was -21.14%, smaller than the maximum XDEV.DE drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for CBUQ.DE and XDEV.DE.
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Drawdown Indicators
| CBUQ.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.14% | -35.27% | +14.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -6.05% | -1.35% |
Max Drawdown (3Y)Largest decline over 3 years | -21.14% | -18.02% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.27% | — |
Current DrawdownCurrent decline from peak | -1.28% | -0.16% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -3.14% | -6.90% | +3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.67% | +0.32% |
Volatility
CBUQ.DE vs. XDEV.DE - Volatility Comparison
The current volatility for iShares MSCI ACWI SRI UCITS ETF USD Dist (CBUQ.DE) is 3.88%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.69%. This indicates that CBUQ.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 5.69% | -1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 12.24% | -2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.09% | 14.72% | -1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 14.11% | -0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.88% | 16.69% | -2.81% |
CBUQ.DE vs. XDEV.DE - Expense Ratio Comparison
CBUQ.DE has a 0.20% expense ratio, which is lower than XDEV.DE's 0.25% expense ratio. Despite the difference, 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. XDEV.DE - Dividend Comparison
CBUQ.DE's dividend yield for the trailing twelve months is around 1.24%, while XDEV.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% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CBUQ.DE and XDEV.DE have a correlation of 0.78, 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 0.25% for XDEV.DE.
CBUQ.DE tracks MSCI ACWI SRI Select Reduced Fossil Fuel, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.20% for CBUQ.DE and 0.25% for XDEV.DE.
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