CBUY.DE vs. SXRV.DE
CBUY.DE (iShares MSCI ACWI SRI UCITS ETF USD Acc) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - CBUY.DE is a Global Equities fund tracking the MSCI ACWI SRI Select Reduced Fossil Fuel, while SXRV.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 24.53%/yr for SXRV.DE. Their correlation of 0.81 suggests significant overlap in exposure. CBUY.DE charges 0.20%/yr vs 0.36%/yr for SXRV.DE.
Performance
CBUY.DE vs. SXRV.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 SXRV.DE's 20.57% return.
CBUY.DE
- 1D
- 0.15%
- 1M
- 3.34%
- YTD
- 12.08%
- 6M
- 12.79%
- 1Y
- 21.71%
- 3Y*
- 13.96%
- 5Y*
- —
- 10Y*
- —
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
CBUY.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 30.30% |
Correlation
The correlation between CBUY.DE and SXRV.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2023 | 0.81 |
The correlation between CBUY.DE and SXRV.DE has been stable across timeframes, ranging from 0.81 to 0.82 - a consistent structural relationship.
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Return for Risk
CBUY.DE vs. SXRV.DE — Risk / Return Rank
CBUY.DE
SXRV.DE
CBUY.DE vs. SXRV.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 USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 3.75 | -0.87 |
| Martin ratioReturn relative to average drawdown | 10.71 | 11.16 | -0.45 |
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 | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.40 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.17 | 0.91 | +0.26 |
Drawdowns
CBUY.DE vs. SXRV.DE - Drawdown Comparison
The maximum CBUY.DE drawdown since its inception was -21.18%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for CBUY.DE and SXRV.DE.
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Drawdown Indicators
| CBUY.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.18% | -32.80% | +11.62% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -10.03% | +2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -21.18% | -26.69% | +5.51% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -0.05% | -0.83% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -6.56% | +3.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 3.38% | -1.36% |
Volatility
CBUY.DE vs. SXRV.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 USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that CBUY.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 4.26% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.45% | 10.98% | -1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 15.67% | -3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 19.84% | -6.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.42% | 19.65% | -6.23% |
CBUY.DE vs. SXRV.DE - Expense Ratio Comparison
CBUY.DE has a 0.20% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
CBUY.DE vs. SXRV.DE - Dividend Comparison
Neither CBUY.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUY.DE and SXRV.DE have a correlation of 0.82, 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 0.36% for SXRV.DE.
CBUY.DE is categorized as Global Equities, while SXRV.DE is Nasdaq-100. CBUY.DE tracks MSCI ACWI SRI Select Reduced Fossil Fuel, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for CBUY.DE and 0.36% for SXRV.DE.
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