EDMW.DE vs. CBUI.DE
EDMW.DE (iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds from iShares - EDMW.DE tracks the MSCI World ESG Enhanced Focus while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, EDMW.DE returned 16.27%/yr vs 21.76%/yr for CBUI.DE. Their correlation of 0.89 suggests significant overlap in exposure. EDMW.DE charges 0.20%/yr vs 0.30%/yr for CBUI.DE.
Performance
EDMW.DE vs. CBUI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EDMW.DE achieves a 10.19% return, which is significantly lower than CBUI.DE's 20.05% return.
EDMW.DE
- 1D
- 0.06%
- 1M
- 4.92%
- YTD
- 10.19%
- 6M
- 10.70%
- 1Y
- 22.10%
- 3Y*
- 16.27%
- 5Y*
- 11.55%
- 10Y*
- —
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
EDMW.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EDMW.DE iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) | 10.19% | 6.42% | 25.12% | 18.98% | -15.82% | 4.57% |
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 20.05% | 20.98% | 13.82% | 15.94% | -6.30% | 6.27% |
Correlation
The correlation between EDMW.DE and CBUI.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.89 |
The correlation between EDMW.DE and CBUI.DE has been stable across timeframes, ranging from 0.80 to 0.89 - 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
EDMW.DE vs. CBUI.DE — Risk / Return Rank
EDMW.DE
CBUI.DE
EDMW.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) and iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.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.
| EDMW.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.60 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 6.92 | -3.85 |
| Martin ratioReturn relative to average drawdown | 12.11 | 26.41 | -14.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EDMW.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 3.41 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 1.05 | -0.28 |
Drawdowns
EDMW.DE vs. CBUI.DE - Drawdown Comparison
The maximum EDMW.DE drawdown since its inception was -33.12%, which is greater than CBUI.DE's maximum drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for EDMW.DE and CBUI.DE.
Loading charts...
Drawdown Indicators
| EDMW.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.12% | -19.48% | -13.64% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -6.34% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -21.20% | -19.48% | -1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -21.20% | — | — |
Current DrawdownCurrent decline from peak | -0.32% | -0.22% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -3.23% | -1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.67% | +0.15% |
Volatility
EDMW.DE vs. CBUI.DE - Volatility Comparison
The current volatility for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) is 2.75%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that EDMW.DE experiences smaller price fluctuations and is considered to be less risky than CBUI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EDMW.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 3.73% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 9.76% | -1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.41% | 12.88% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.23% | 14.21% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.27% | 14.21% | +2.06% |
EDMW.DE vs. CBUI.DE - Expense Ratio Comparison
EDMW.DE has a 0.20% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.
Dividends
EDMW.DE vs. CBUI.DE - Dividend Comparison
Neither EDMW.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
EDMW.DE and CBUI.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDMW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDMW.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for CBUI.DE.
EDMW.DE tracks MSCI World ESG Enhanced Focus, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select. Their fees differ too: 0.20% for EDMW.DE and 0.30% for CBUI.DE.
Find the right allocation for EDMW.DE and CBUI.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