PortfoliosLab logoPortfoliosLab logo
CBUX.DE vs. EDMW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUX.DE vs. EDMW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Infrastructure UCITS ETF USD (Acc) (CBUX.DE) and iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with CBUX.DE having a 10.28% return and EDMW.DE slightly lower at 10.19%.


CBUX.DE

1D
-1.34%
1M
-2.15%
YTD
10.28%
6M
8.97%
1Y
12.32%
3Y*
8.47%
5Y*
10Y*

EDMW.DE

1D
0.06%
1M
4.92%
YTD
10.19%
6M
10.70%
1Y
22.10%
3Y*
16.27%
5Y*
11.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUX.DE vs. EDMW.DE - Yearly Performance Comparison


2026 (YTD)202520242023
CBUX.DE
iShares Global Infrastructure UCITS ETF USD (Acc)
10.28%0.69%14.63%-1.37%
EDMW.DE
iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)
10.19%6.42%25.12%12.43%

Correlation

The correlation between CBUX.DE and EDMW.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2023

0.39

The correlation between CBUX.DE and EDMW.DE shifts across timeframes, from 0.22 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CBUX.DE vs. EDMW.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CBUX.DE
CBUX.DE Risk / Return Rank: 4040
Overall Rank
CBUX.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CBUX.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
CBUX.DE Omega Ratio Rank: 3131
Omega Ratio Rank
CBUX.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
CBUX.DE Martin Ratio Rank: 4141
Martin Ratio Rank

EDMW.DE
EDMW.DE Risk / Return Rank: 6161
Overall Rank
EDMW.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EDMW.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
EDMW.DE Omega Ratio Rank: 6060
Omega Ratio Rank
EDMW.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
EDMW.DE Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CBUX.DE vs. EDMW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure UCITS ETF USD (Acc) (CBUX.DE) and iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.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.


CBUX.DEEDMW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.20

1.36

-0.15

Calmar ratioReturn relative to maximum drawdown

2.91

3.07

-0.16

Martin ratioReturn relative to average drawdown

6.42

12.11

-5.68

CBUX.DE vs. EDMW.DE - Sharpe Ratio Comparison

The current CBUX.DE Sharpe Ratio is 1.18, which is lower than the EDMW.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of CBUX.DE and EDMW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CBUX.DEEDMW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.93

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.78

-0.18

Drawdowns

CBUX.DE vs. EDMW.DE - Drawdown Comparison

The maximum CBUX.DE drawdown since its inception was -14.94%, smaller than the maximum EDMW.DE drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for CBUX.DE and EDMW.DE.


Loading charts...

Drawdown Indicators


CBUX.DEEDMW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.94%

-33.12%

+18.18%

Max Drawdown (1Y)

Largest decline over 1 year

-4.22%

-7.18%

+2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-14.94%

-21.20%

+6.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.20%

Current Drawdown

Current decline from peak

-3.33%

-0.32%

-3.01%

Average Drawdown

Average peak-to-trough decline

-3.81%

-5.12%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

1.82%

+0.09%

Volatility

CBUX.DE vs. EDMW.DE - Volatility Comparison

iShares Global Infrastructure UCITS ETF USD (Acc) (CBUX.DE) has a higher volatility of 3.92% compared to iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) at 2.75%. This indicates that CBUX.DE's price experiences larger fluctuations and is considered to be riskier than EDMW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CBUX.DEEDMW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

2.75%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

7.83%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

10.36%

11.41%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.93%

14.23%

-2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.93%

16.27%

-4.34%

CBUX.DE vs. EDMW.DE - Expense Ratio Comparison

CBUX.DE has a 0.65% expense ratio, which is higher than EDMW.DE's 0.20% expense ratio.


Dividends

CBUX.DE vs. EDMW.DE - Dividend Comparison

Neither CBUX.DE nor EDMW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CBUX.DE and EDMW.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EDMW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EDMW.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for CBUX.DE.

CBUX.DE is categorized as Utilities Equities, while EDMW.DE is Global Equities. CBUX.DE tracks FTSE Global Core Infrastructure Index, while EDMW.DE tracks MSCI World ESG Enhanced Focus. Their fees differ too: 0.65% for CBUX.DE and 0.20% for EDMW.DE.

Portfolio Optimizer

Find the right allocation for CBUX.DE and EDMW.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer