PortfoliosLab logoPortfoliosLab logo
DXSE.DE vs. CBUF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXSE.DE vs. CBUF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) and iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DXSE.DE achieves a -1.95% return, which is significantly higher than CBUF.DE's -2.22% return.


DXSE.DE

1D
2.90%
1M
1.98%
YTD
-1.95%
6M
-0.40%
1Y
4.80%
3Y*
2.51%
5Y*
5.38%
10Y*
6.10%

CBUF.DE

1D
2.74%
1M
3.91%
YTD
-2.22%
6M
-1.50%
1Y
7.40%
3Y*
0.62%
5Y*
4.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSE.DE vs. CBUF.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DXSE.DE
Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C
-1.95%4.97%4.52%9.56%-5.75%25.75%-1.94%10.20%
CBUF.DE
iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist
-2.22%2.56%0.75%0.33%2.09%30.42%2.79%11.42%

Correlation

The correlation between DXSE.DE and CBUF.DE is 0.74, 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

0.74

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

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2019

0.74

The correlation between DXSE.DE and CBUF.DE has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DXSE.DE vs. CBUF.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DXSE.DE
DXSE.DE Risk / Return Rank: 1313
Overall Rank
DXSE.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DXSE.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
DXSE.DE Omega Ratio Rank: 1313
Omega Ratio Rank
DXSE.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
DXSE.DE Martin Ratio Rank: 1313
Martin Ratio Rank

CBUF.DE
CBUF.DE Risk / Return Rank: 1717
Overall Rank
CBUF.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CBUF.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
CBUF.DE Omega Ratio Rank: 1717
Omega Ratio Rank
CBUF.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
CBUF.DE Martin Ratio Rank: 1717
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.

DXSE.DE vs. CBUF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) and iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.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.


DXSE.DECBUF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.06

1.10

-0.04

Calmar ratioReturn relative to maximum drawdown

0.38

0.68

-0.30

Martin ratioReturn relative to average drawdown

0.82

1.56

-0.73

DXSE.DE vs. CBUF.DE - Sharpe Ratio Comparison

The current DXSE.DE Sharpe Ratio is 0.27, which is lower than the CBUF.DE Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of DXSE.DE and CBUF.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DXSE.DECBUF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.53

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.34

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.44

+0.01

Drawdowns

DXSE.DE vs. CBUF.DE - Drawdown Comparison

The maximum DXSE.DE drawdown since its inception was -34.30%, which is greater than CBUF.DE's maximum drawdown of -25.94%. Use the drawdown chart below to compare losses from any high point for DXSE.DE and CBUF.DE.


Loading charts...

Drawdown Indicators


DXSE.DECBUF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.30%

-25.94%

-8.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.67%

-10.87%

-1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-28.10%

-21.76%

-6.34%

Max Drawdown (5Y)

Largest decline over 5 years

-28.10%

-21.76%

-6.34%

Max Drawdown (10Y)

Largest decline over 10 years

-28.10%

Current Drawdown

Current decline from peak

-13.88%

-9.66%

-4.22%

Average Drawdown

Average peak-to-trough decline

-8.34%

-5.65%

-2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.81%

4.74%

+1.07%

Volatility

DXSE.DE vs. CBUF.DE - Volatility Comparison

Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) has a higher volatility of 5.82% compared to iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.DE) at 4.98%. This indicates that DXSE.DE's price experiences larger fluctuations and is considered to be riskier than CBUF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DXSE.DECBUF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

4.98%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

9.70%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

17.63%

13.98%

+3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

13.60%

+2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

15.36%

+0.68%

DXSE.DE vs. CBUF.DE - Expense Ratio Comparison

DXSE.DE has a 0.17% expense ratio, which is lower than CBUF.DE's 0.18% 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

DXSE.DE vs. CBUF.DE - Dividend Comparison

DXSE.DE has not paid dividends to shareholders, while CBUF.DE's dividend yield for the trailing twelve months is around 1.08%.


PositionTTM2025202420232022202120202019
CBUF.DE
iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist
1.08%1.06%1.02%1.16%1.09%1.05%1.27%0.10%
DXSE.DE
Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DXSE.DE and CBUF.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXSE.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXSE.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for CBUF.DE.

DXSE.DE tracks MSCI Europe Health Care ESG Screened 20-35, while CBUF.DE tracks MSCI World Health Care ESG Reduced Carbon Select 20 35 Capped. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.17% for DXSE.DE and 0.18% for CBUF.DE.

Portfolio Optimizer

Find the right allocation for DXSE.DE and CBUF.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer