CBUV.DE vs. WDTE.DE
CBUV.DE (iShares Metaverse UCITS ETF USD (Acc)) and WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) are both Technology Equities funds - CBUV.DE tracks the STOXX Global Metaverse while WDTE.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Both are passively managed. Over the past 3 years, CBUV.DE returned 21.34%/yr vs 25.83%/yr for WDTE.DE. Their correlation of 0.83 suggests significant overlap in exposure. CBUV.DE charges 0.50%/yr vs 0.18%/yr for WDTE.DE.
Performance
CBUV.DE vs. WDTE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CBUV.DE achieves a 4.62% return, which is significantly lower than WDTE.DE's 18.32% return.
CBUV.DE
- 1D
- 0.58%
- 1M
- 4.35%
- YTD
- 4.62%
- 6M
- 2.15%
- 1Y
- 17.36%
- 3Y*
- 21.34%
- 5Y*
- —
- 10Y*
- —
WDTE.DE
- 1D
- -2.54%
- 1M
- 10.74%
- YTD
- 18.32%
- 6M
- 17.59%
- 1Y
- 35.87%
- 3Y*
- 25.83%
- 5Y*
- —
- 10Y*
- —
CBUV.DE vs. WDTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CBUV.DE iShares Metaverse UCITS ETF USD (Acc) | 4.62% | 8.91% | 30.32% | 34.27% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 18.32% | 6.19% | 42.11% | 32.17% |
Correlation
The correlation between CBUV.DE and WDTE.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.83 |
The correlation between CBUV.DE and WDTE.DE has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.
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Return for Risk
CBUV.DE vs. WDTE.DE — Risk / Return Rank
CBUV.DE
WDTE.DE
CBUV.DE vs. WDTE.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 Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.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 | WDTE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.32 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 2.33 | -1.44 |
| Martin ratioReturn relative to average drawdown | 2.10 | 6.14 | -4.04 |
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 | WDTE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.88 | -0.92 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | 1.44 | -0.13 |
Drawdowns
CBUV.DE vs. WDTE.DE - Drawdown Comparison
The maximum CBUV.DE drawdown since its inception was -27.66%, roughly equal to the maximum WDTE.DE drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for CBUV.DE and WDTE.DE.
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Drawdown Indicators
| CBUV.DE | WDTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.66% | -28.19% | +0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -20.30% | -15.79% | -4.51% |
Max Drawdown (3Y)Largest decline over 3 years | -27.66% | -28.19% | +0.53% |
Current DrawdownCurrent decline from peak | -4.31% | -3.63% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -4.97% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.59% | 5.99% | +2.60% |
Volatility
CBUV.DE vs. WDTE.DE - Volatility Comparison
The current volatility for iShares Metaverse UCITS ETF USD (Acc) (CBUV.DE) is 4.51%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 8.26%. This indicates that CBUV.DE experiences smaller price fluctuations and is considered to be less risky than WDTE.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 | WDTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 8.26% | -3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 12.91% | 15.09% | -2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.70% | 19.51% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.26% | 21.74% | -1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 21.74% | -1.48% |
CBUV.DE vs. WDTE.DE - Expense Ratio Comparison
CBUV.DE has a 0.50% expense ratio, which is higher than WDTE.DE's 0.18% expense ratio.
Dividends
CBUV.DE vs. WDTE.DE - Dividend Comparison
Neither CBUV.DE nor WDTE.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUV.DE and WDTE.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WDTE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WDTE.DE is cheaper with a 0.18% expense ratio, compared with 0.50% for CBUV.DE.
CBUV.DE tracks STOXX Global Metaverse, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.50% for CBUV.DE and 0.18% for WDTE.DE.
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