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

Performance

CBUY.DE vs. VT - 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 Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CBUY.DE is traded in EUR, while VT is traded in USD. To make them comparable, the VT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CBUY.DE achieves a 12.08% return, which is significantly lower than VT's 13.94% return.


CBUY.DE

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

VT

1D
0.00%
1M
3.42%
YTD
13.94%
6M
13.42%
1Y
27.87%
3Y*
17.70%
5Y*
12.10%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUY.DE vs. VT - Yearly Performance Comparison


2026 (YTD)202520242023
CBUY.DE
iShares MSCI ACWI SRI UCITS ETF USD Acc
12.08%4.79%18.71%14.35%
VT
Vanguard Total World Stock ETF
11.35%7.90%24.18%14.97%

Correlation

The correlation between CBUY.DE and VT is 0.69, 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

0.69

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

0.62

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

0.62

The correlation between CBUY.DE and VT has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.

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Return for Risk

CBUY.DE vs. VT — 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

VT
VT Risk / Return Rank: 6060
Overall Rank
VT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VT Sortino Ratio Rank: 5858
Sortino Ratio Rank
VT Omega Ratio Rank: 6060
Omega Ratio Rank
VT Calmar Ratio Rank: 5555
Calmar Ratio Rank
VT Martin Ratio Rank: 6666
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. VT - 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 Vanguard Total World Stock ETF (VT). 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.DEVTDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.31

1.43

-0.12

Calmar ratioReturn relative to maximum drawdown

2.88

3.99

-1.12

Martin ratioReturn relative to average drawdown

10.71

16.79

-6.08

CBUY.DE vs. VT - Sharpe Ratio Comparison

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

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

2.31

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.56

+0.60

Drawdowns

CBUY.DE vs. VT - Drawdown Comparison

The maximum CBUY.DE drawdown since its inception was -21.18%, smaller than the maximum VT drawdown of -39.93%. Use the drawdown chart below to compare losses from any high point for CBUY.DE and VT.


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Drawdown Indicators


CBUY.DEVTDifference

Max Drawdown

Largest peak-to-trough decline

-21.18%

-39.93%

+18.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-7.01%

-0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-21.18%

-20.47%

-0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-20.47%

Max Drawdown (10Y)

Largest decline over 10 years

-33.61%

Current Drawdown

Current decline from peak

-0.05%

-0.37%

+0.32%

Average Drawdown

Average peak-to-trough decline

-2.75%

-5.54%

+2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.66%

+0.36%

Volatility

CBUY.DE vs. VT - Volatility Comparison

iShares MSCI ACWI SRI UCITS ETF USD Acc (CBUY.DE) has a higher volatility of 3.83% compared to Vanguard Total World Stock ETF (VT) at 2.64%. This indicates that CBUY.DE's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBUY.DEVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

2.64%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

9.10%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

12.66%

12.12%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.42%

15.04%

-1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.42%

17.07%

-3.65%

CBUY.DE vs. VT - Expense Ratio Comparison

CBUY.DE has a 0.20% expense ratio, which is higher than VT's 0.06% expense ratio. However, 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. VT - Dividend Comparison

CBUY.DE has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.64%.


PositionTTM20252024202320222021202020192018201720162015
CBUY.DE
iShares MSCI ACWI SRI UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.64%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Frequently Asked Questions


CBUY.DE and VT have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VT is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VT is cheaper with a 0.06% expense ratio, compared with 0.20% for CBUY.DE.

CBUY.DE tracks MSCI ACWI SRI Select Reduced Fossil Fuel, while VT tracks FTSE Global All Cap Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for CBUY.DE and 0.06% for VT.

Portfolio Optimizer

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