CBUY.DE vs. XDEV.DE
CBUY.DE (iShares MSCI ACWI SRI UCITS ETF USD Acc) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - CBUY.DE tracks the MSCI ACWI SRI Select Reduced Fossil Fuel while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 3 years, CBUY.DE returned 13.96%/yr vs 26.76%/yr for XDEV.DE. A 0.79 correlation means they provide meaningful diversification when combined. CBUY.DE charges 0.20%/yr vs 0.25%/yr for XDEV.DE.
Performance
CBUY.DE vs. XDEV.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 XDEV.DE's 35.07% return.
CBUY.DE
- 1D
- 0.15%
- 1M
- 3.34%
- YTD
- 12.08%
- 6M
- 12.79%
- 1Y
- 21.71%
- 3Y*
- 13.96%
- 5Y*
- —
- 10Y*
- —
XDEV.DE
- 1D
- -0.89%
- 1M
- 11.02%
- YTD
- 35.07%
- 6M
- 38.05%
- 1Y
- 63.16%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
CBUY.DE vs. XDEV.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% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.37% |
Correlation
The correlation between CBUY.DE and XDEV.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2023 | 0.79 |
The correlation between CBUY.DE and XDEV.DE has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.
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Return for Risk
CBUY.DE vs. XDEV.DE — Risk / Return Rank
CBUY.DE
XDEV.DE
CBUY.DE vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.82 | ||
| Sortino ratioReturn per unit of downside risk | -3.68 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.81 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 10.38 | -7.50 |
| Martin ratioReturn relative to average drawdown | 10.71 | 39.12 | -28.41 |
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 | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 4.52 | -2.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.23 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.17 | 0.71 | +0.46 |
Drawdowns
CBUY.DE vs. XDEV.DE - Drawdown Comparison
The maximum CBUY.DE drawdown since its inception was -21.18%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for CBUY.DE and XDEV.DE.
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Drawdown Indicators
| CBUY.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.18% | -35.28% | +14.10% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -6.05% | -1.44% |
Max Drawdown (3Y)Largest decline over 3 years | -21.18% | -18.02% | -3.16% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -0.05% | -1.07% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -5.56% | +2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 1.61% | +0.41% |
Volatility
CBUY.DE vs. XDEV.DE - Volatility Comparison
The current volatility for iShares MSCI ACWI SRI UCITS ETF USD Acc (CBUY.DE) is 3.83%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that CBUY.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 5.77% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 9.45% | 11.20% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 13.89% | -1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 13.96% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.42% | 15.90% | -2.48% |
CBUY.DE vs. XDEV.DE - Expense Ratio Comparison
CBUY.DE has a 0.20% expense ratio, which is lower than XDEV.DE's 0.25% expense ratio. Despite the difference, 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. XDEV.DE - Dividend Comparison
Neither CBUY.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUY.DE and XDEV.DE have a correlation of 0.79, 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 0.25% for XDEV.DE.
CBUY.DE tracks MSCI ACWI SRI Select Reduced Fossil Fuel, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.20% for CBUY.DE and 0.25% for XDEV.DE.
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