CBUY.DE vs. NQSE.DE
CBUY.DE (iShares MSCI ACWI SRI UCITS ETF USD Acc) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - CBUY.DE is a Global Equities fund tracking the MSCI ACWI SRI Select Reduced Fossil Fuel, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 3 years, CBUY.DE returned 13.96%/yr vs 25.27%/yr for NQSE.DE. A 0.75 correlation means they provide meaningful diversification when combined. CBUY.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
CBUY.DE vs. NQSE.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 lower than NQSE.DE's 17.82% return.
CBUY.DE
- 1D
- 0.15%
- 1M
- 3.34%
- YTD
- 12.08%
- 6M
- 12.79%
- 1Y
- 21.71%
- 3Y*
- 13.96%
- 5Y*
- —
- 10Y*
- —
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
CBUY.DE vs. NQSE.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% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 31.45% |
Correlation
The correlation between CBUY.DE and NQSE.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2023 | 0.75 |
The correlation between CBUY.DE and NQSE.DE has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.
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Return for Risk
CBUY.DE vs. NQSE.DE — Risk / Return Rank
CBUY.DE
NQSE.DE
CBUY.DE vs. NQSE.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 NASDAQ 100 UCITS ETF (NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.39 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 3.08 | -0.20 |
| Martin ratioReturn relative to average drawdown | 10.71 | 10.77 | -0.05 |
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 | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.28 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.17 | 0.82 | +0.35 |
Drawdowns
CBUY.DE vs. NQSE.DE - Drawdown Comparison
The maximum CBUY.DE drawdown since its inception was -21.18%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for CBUY.DE and NQSE.DE.
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Drawdown Indicators
| CBUY.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.18% | -37.67% | +16.49% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -11.87% | +4.38% |
Max Drawdown (3Y)Largest decline over 3 years | -21.18% | -22.40% | +1.22% |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.67% | — |
Current DrawdownCurrent decline from peak | -0.05% | -0.84% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -8.56% | +5.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 3.40% | -1.38% |
Volatility
CBUY.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI ACWI SRI UCITS ETF USD Acc (CBUY.DE) is 3.83%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that CBUY.DE experiences smaller price fluctuations and is considered to be less risky than NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 4.75% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.45% | 11.99% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 16.05% | -3.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 20.91% | -7.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.42% | 21.54% | -8.12% |
CBUY.DE vs. NQSE.DE - Expense Ratio Comparison
CBUY.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
CBUY.DE vs. NQSE.DE - Dividend Comparison
Neither CBUY.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUY.DE and NQSE.DE have a correlation of 0.78, 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 0.33% for NQSE.DE.
CBUY.DE is categorized as Global Equities, while NQSE.DE is Nasdaq-100. CBUY.DE tracks MSCI ACWI SRI Select Reduced Fossil Fuel, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for CBUY.DE and 0.33% for NQSE.DE.
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