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

Performance

CBUY.DE vs. IUSQ.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 iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with CBUY.DE having a 12.08% return and IUSQ.DE slightly higher at 12.65%.


CBUY.DE

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

IUSQ.DE

1D
-0.23%
1M
3.68%
YTD
12.65%
6M
12.87%
1Y
26.39%
3Y*
17.93%
5Y*
12.42%
10Y*
12.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUY.DE vs. IUSQ.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%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
12.65%9.02%24.53%15.83%

Correlation

The correlation between CBUY.DE and IUSQ.DE is 0.93, 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

0.93

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 IUSQ.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

CBUY.DE vs. IUSQ.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

IUSQ.DE
IUSQ.DE Risk / Return Rank: 7676
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 7474
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8383
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. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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.DEIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.31

1.43

-0.12

Calmar ratioReturn relative to maximum drawdown

2.88

4.08

-1.20

Martin ratioReturn relative to average drawdown

10.71

16.69

-5.98

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

The current CBUY.DE Sharpe Ratio is 1.70, which is comparable to the IUSQ.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of CBUY.DE and IUSQ.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.DEIUSQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

2.31

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.76

+0.40

Drawdowns

CBUY.DE vs. IUSQ.DE - Drawdown Comparison

The maximum CBUY.DE drawdown since its inception was -21.18%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for CBUY.DE and IUSQ.DE.


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Drawdown Indicators


CBUY.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.18%

-33.60%

+12.42%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-6.48%

-1.01%

Max Drawdown (3Y)

Largest decline over 3 years

-21.18%

-21.25%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

Current Drawdown

Current decline from peak

-0.05%

-0.55%

+0.50%

Average Drawdown

Average peak-to-trough decline

-2.75%

-4.19%

+1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.59%

+0.43%

Volatility

CBUY.DE vs. IUSQ.DE - Volatility Comparison

iShares MSCI ACWI SRI UCITS ETF USD Acc (CBUY.DE) has a higher volatility of 3.83% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that CBUY.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.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.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

3.03%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

8.26%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

12.66%

11.47%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.42%

13.94%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.42%

15.02%

-1.60%

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

Both CBUY.DE and IUSQ.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CBUY.DE vs. IUSQ.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, CBUY.DE and IUSQ.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.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CBUY.DE and IUSQ.DE have the same expense ratio: 0.20% per year.

CBUY.DE tracks MSCI ACWI SRI Select Reduced Fossil Fuel, while IUSQ.DE tracks MSCI All Country World (ACWI).

Portfolio Optimizer

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