CBUV.DE vs. DR7E.DE
Compare and contrast key facts about iShares Metaverse UCITS ETF USD (Acc) (CBUV.DE) and Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE).
CBUV.DE and DR7E.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CBUV.DE is a passively managed fund by iShares that tracks the performance of the STOXX Global Metaverse. It was launched on Dec 7, 2022. DR7E.DE is a passively managed fund by Global X that tracks the performance of the Solactive Autonomous & Electric Vehicles. It was launched on Nov 16, 2021. Both CBUV.DE and DR7E.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CBUV.DE vs. DR7E.DE - Performance Comparison
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CBUV.DE vs. DR7E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CBUV.DE iShares Metaverse UCITS ETF USD (Acc) | -9.18% | 8.91% | 30.32% | 51.01% |
DR7E.DE Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating | 5.36% | 15.37% | 0.76% | 14.71% |
Returns By Period
In the year-to-date period, CBUV.DE achieves a -9.18% return, which is significantly lower than DR7E.DE's 5.36% return.
CBUV.DE
- 1D
- 2.76%
- 1M
- -2.20%
- YTD
- -9.18%
- 6M
- -11.38%
- 1Y
- 9.07%
- 3Y*
- 19.78%
- 5Y*
- —
- 10Y*
- —
DR7E.DE
- 1D
- 3.78%
- 1M
- -2.99%
- YTD
- 5.36%
- 6M
- 11.19%
- 1Y
- 38.01%
- 3Y*
- 8.70%
- 5Y*
- —
- 10Y*
- —
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CBUV.DE vs. DR7E.DE - Expense Ratio Comparison
Both CBUV.DE and DR7E.DE have an expense ratio of 0.50%.
Return for Risk
CBUV.DE vs. DR7E.DE — Risk / Return Rank
CBUV.DE
DR7E.DE
CBUV.DE vs. DR7E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Metaverse UCITS ETF USD (Acc) (CBUV.DE) and Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.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.
| CBUV.DE | DR7E.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | 1.47 | -1.07 |
Sortino ratioReturn per unit of downside risk | 0.70 | 2.07 | -1.37 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.27 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 3.56 | -3.12 |
Martin ratioReturn relative to average drawdown | 1.14 | 10.61 | -9.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CBUV.DE | DR7E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 1.47 | -1.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.02 | +1.09 |
Correlation
The correlation between CBUV.DE and DR7E.DE is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CBUV.DE vs. DR7E.DE - Dividend Comparison
Neither CBUV.DE nor DR7E.DE has paid dividends to shareholders.
Drawdowns
CBUV.DE vs. DR7E.DE - Drawdown Comparison
The maximum CBUV.DE drawdown since its inception was -27.66%, smaller than the maximum DR7E.DE drawdown of -40.66%. Use the drawdown chart below to compare losses from any high point for CBUV.DE and DR7E.DE.
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Drawdown Indicators
| CBUV.DE | DR7E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.66% | -40.66% | +13.00% |
Max Drawdown (1Y)Largest decline over 1 year | -20.30% | -17.27% | -3.03% |
Current DrawdownCurrent decline from peak | -16.94% | -5.95% | -10.99% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -18.99% | +14.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.65% | 3.67% | +3.98% |
Volatility
CBUV.DE vs. DR7E.DE - Volatility Comparison
The current volatility for iShares Metaverse UCITS ETF USD (Acc) (CBUV.DE) is 6.21%, while Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) has a volatility of 7.27%. This indicates that CBUV.DE experiences smaller price fluctuations and is considered to be less risky than DR7E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBUV.DE | DR7E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 7.27% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 14.16% | 16.50% | -2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.89% | 25.85% | -2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.41% | 24.78% | -4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.41% | 24.78% | -4.37% |