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CBUY.DE vs. AW1P.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUY.DE vs. AW1P.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI SRI UCITS ETF USD Acc (CBUY.DE) and UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBUY.DE achieves a 12.08% return, which is significantly lower than AW1P.DE's 14.91% return.


CBUY.DE

1D
0.15%
1M
3.34%
YTD
12.08%
6M
12.79%
1Y
21.71%
3Y*
13.96%
5Y*
10Y*

AW1P.DE

1D
-0.83%
1M
4.47%
YTD
14.91%
6M
14.81%
1Y
26.28%
3Y*
17.31%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUY.DE vs. AW1P.DE - Yearly Performance Comparison


2026 (YTD)202520242023
CBUY.DE
iShares MSCI ACWI SRI UCITS ETF USD Acc
12.08%4.79%18.71%14.35%
AW1P.DE
UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc
14.91%3.61%25.39%16.78%

Correlation

The correlation between CBUY.DE and AW1P.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.94

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2023

0.94

The correlation between CBUY.DE and AW1P.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

CBUY.DE vs. AW1P.DE — Risk / Return Rank

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

CBUY.DE
CBUY.DE Risk / Return Rank: 5454
Overall Rank
CBUY.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CBUY.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
CBUY.DE Omega Ratio Rank: 5151
Omega Ratio Rank
CBUY.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
CBUY.DE Martin Ratio Rank: 6161
Martin Ratio Rank

AW1P.DE
AW1P.DE Risk / Return Rank: 5959
Overall Rank
AW1P.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AW1P.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
AW1P.DE Omega Ratio Rank: 5454
Omega Ratio Rank
AW1P.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
AW1P.DE Martin Ratio Rank: 6565
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.

CBUY.DE vs. AW1P.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI SRI UCITS ETF USD Acc (CBUY.DE) and UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.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.


CBUY.DEAW1P.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.31

1.33

-0.02

Calmar ratioReturn relative to maximum drawdown

2.88

3.17

-0.29

Martin ratioReturn relative to average drawdown

10.71

11.65

-0.93

CBUY.DE vs. AW1P.DE - Sharpe Ratio Comparison

The current CBUY.DE Sharpe Ratio is 1.70, which is comparable to the AW1P.DE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of CBUY.DE and AW1P.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.


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Sharpe Ratios by Period


CBUY.DEAW1P.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.85

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.69

+0.48

Drawdowns

CBUY.DE vs. AW1P.DE - Drawdown Comparison

The maximum CBUY.DE drawdown since its inception was -21.18%, smaller than the maximum AW1P.DE drawdown of -23.64%. Use the drawdown chart below to compare losses from any high point for CBUY.DE and AW1P.DE.


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Drawdown Indicators


CBUY.DEAW1P.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.18%

-23.64%

+2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-8.07%

+0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-21.18%

-23.64%

+2.46%

Current Drawdown

Current decline from peak

-0.05%

-0.83%

+0.78%

Average Drawdown

Average peak-to-trough decline

-2.75%

-5.35%

+2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.20%

-0.18%

Volatility

CBUY.DE vs. AW1P.DE - Volatility Comparison

The current volatility for iShares MSCI ACWI SRI UCITS ETF USD Acc (CBUY.DE) is 3.83%, while UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.DE) has a volatility of 4.21%. This indicates that CBUY.DE experiences smaller price fluctuations and is considered to be less risky than AW1P.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBUY.DEAW1P.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

4.21%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

10.23%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

12.66%

13.86%

-1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.42%

15.73%

-2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.42%

15.73%

-2.31%

CBUY.DE vs. AW1P.DE - Expense Ratio Comparison

CBUY.DE has a 0.20% expense ratio, which is lower than AW1P.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

CBUY.DE vs. AW1P.DE - Dividend Comparison

Neither CBUY.DE nor AW1P.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, CBUY.DE and AW1P.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

CBUY.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for AW1P.DE.

CBUY.DE tracks MSCI ACWI SRI Select Reduced Fossil Fuel, while AW1P.DE tracks MSCI ACWI SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: iShares and UBS. Their fees differ too: 0.20% for CBUY.DE and 0.25% for AW1P.DE.

Portfolio Optimizer

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