CBUY.DE vs. XG12.DE
CBUY.DE (iShares MSCI ACWI SRI UCITS ETF USD Acc) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds - CBUY.DE tracks the MSCI ACWI SRI Select Reduced Fossil Fuel while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, CBUY.DE returned 13.96%/yr vs 12.73%/yr for XG12.DE. A 0.79 correlation means they provide meaningful diversification when combined. CBUY.DE charges 0.20%/yr vs 0.35%/yr for XG12.DE.
Performance
CBUY.DE vs. XG12.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 XG12.DE's 39.92% return.
CBUY.DE
- 1D
- 0.15%
- 1M
- 3.34%
- YTD
- 12.08%
- 6M
- 12.79%
- 1Y
- 21.71%
- 3Y*
- 13.96%
- 5Y*
- —
- 10Y*
- —
XG12.DE
- 1D
- -0.39%
- 1M
- 8.41%
- YTD
- 39.92%
- 6M
- 37.25%
- 1Y
- 53.56%
- 3Y*
- 12.73%
- 5Y*
- —
- 10Y*
- —
CBUY.DE vs. XG12.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% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 39.92% | 8.69% | -4.44% | 0.84% |
Correlation
The correlation between CBUY.DE and XG12.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2023 | 0.79 |
The correlation between CBUY.DE and XG12.DE has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.
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Return for Risk
CBUY.DE vs. XG12.DE — Risk / Return Rank
CBUY.DE
XG12.DE
CBUY.DE vs. XG12.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 Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.59 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 7.95 | -5.08 |
| Martin ratioReturn relative to average drawdown | 10.71 | 25.46 | -14.74 |
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 | XG12.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 3.33 | -1.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.17 | 0.39 | +0.77 |
Drawdowns
CBUY.DE vs. XG12.DE - Drawdown Comparison
The maximum CBUY.DE drawdown since its inception was -21.18%, smaller than the maximum XG12.DE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for CBUY.DE and XG12.DE.
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Drawdown Indicators
| CBUY.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.18% | -32.01% | +10.83% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -6.77% | -0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -21.18% | -24.98% | +3.80% |
Current DrawdownCurrent decline from peak | -0.05% | -1.67% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -14.28% | +11.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 2.12% | -0.10% |
Volatility
CBUY.DE vs. XG12.DE - Volatility Comparison
The current volatility for iShares MSCI ACWI SRI UCITS ETF USD Acc (CBUY.DE) is 3.83%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.86%. This indicates that CBUY.DE experiences smaller price fluctuations and is considered to be less risky than XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 6.86% | -3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.45% | 12.62% | -3.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 16.18% | -3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 17.44% | -4.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.42% | 17.44% | -4.02% |
CBUY.DE vs. XG12.DE - Expense Ratio Comparison
CBUY.DE has a 0.20% expense ratio, which is lower than XG12.DE's 0.35% expense ratio.
Dividends
CBUY.DE vs. XG12.DE - Dividend Comparison
Neither CBUY.DE nor XG12.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUY.DE and XG12.DE have a correlation of 0.84, 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 0.35% for XG12.DE.
CBUY.DE tracks MSCI ACWI SRI Select Reduced Fossil Fuel, while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for CBUY.DE and 0.35% for XG12.DE.
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