CBUY.DE vs. IS3Q.DE
CBUY.DE (iShares MSCI ACWI SRI UCITS ETF USD Acc) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both Global Equities funds from iShares - CBUY.DE tracks the MSCI ACWI SRI Select Reduced Fossil Fuel while IS3Q.DE tracks the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 3 years, CBUY.DE returned 13.96%/yr vs 15.09%/yr for IS3Q.DE. Their correlation of 0.90 suggests significant overlap in exposure. CBUY.DE charges 0.20%/yr vs 0.30%/yr for IS3Q.DE.
Performance
CBUY.DE vs. IS3Q.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CBUY.DE achieves a 12.08% return, which is significantly higher than IS3Q.DE's 9.47% return.
CBUY.DE
- 1D
- 0.15%
- 1M
- 3.34%
- YTD
- 12.08%
- 6M
- 12.79%
- 1Y
- 21.71%
- 3Y*
- 13.96%
- 5Y*
- —
- 10Y*
- —
IS3Q.DE
- 1D
- 0.75%
- 1M
- 3.07%
- YTD
- 9.47%
- 6M
- 9.57%
- 1Y
- 18.81%
- 3Y*
- 15.09%
- 5Y*
- 11.35%
- 10Y*
- 12.05%
CBUY.DE vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CBUY.DE iShares MSCI ACWI SRI UCITS ETF USD Acc | 12.08% | 4.79% | 18.71% | 14.35% |
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 9.47% | 2.80% | 23.78% | 18.48% |
Correlation
The correlation between CBUY.DE and IS3Q.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2023 | 0.90 |
The correlation between CBUY.DE and IS3Q.DE has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.
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Return for Risk
CBUY.DE vs. IS3Q.DE — Risk / Return Rank
CBUY.DE
IS3Q.DE
CBUY.DE vs. IS3Q.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 iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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.DE | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.33 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 2.97 | -0.09 |
| Martin ratioReturn relative to average drawdown | 10.71 | 11.80 | -1.09 |
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
| CBUY.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.76 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.17 | 0.76 | +0.40 |
Drawdowns
CBUY.DE vs. IS3Q.DE - Drawdown Comparison
The maximum CBUY.DE drawdown since its inception was -21.18%, smaller than the maximum IS3Q.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for CBUY.DE and IS3Q.DE.
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Drawdown Indicators
| CBUY.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.18% | -32.31% | +11.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -6.33% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -21.18% | -20.63% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.31% | — |
Current DrawdownCurrent decline from peak | -0.05% | -0.12% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -4.61% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 1.60% | +0.42% |
Volatility
CBUY.DE vs. IS3Q.DE - Volatility Comparison
iShares MSCI ACWI SRI UCITS ETF USD Acc (CBUY.DE) has a higher volatility of 3.83% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.37%. This indicates that CBUY.DE's price experiences larger fluctuations and is considered to be riskier than IS3Q.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.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 2.37% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.45% | 7.31% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 10.66% | +2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 14.15% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.42% | 14.89% | -1.47% |
CBUY.DE vs. IS3Q.DE - Expense Ratio Comparison
CBUY.DE has a 0.20% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.
Dividends
CBUY.DE vs. IS3Q.DE - Dividend Comparison
Neither CBUY.DE nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUY.DE and IS3Q.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.30% for IS3Q.DE.
CBUY.DE tracks MSCI ACWI SRI Select Reduced Fossil Fuel, while IS3Q.DE tracks MSCI World Sector Neutral Quality. Their fees differ too: 0.20% for CBUY.DE and 0.30% for IS3Q.DE.
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