EXUS.DE vs. CBUI.DE
EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - EXUS.DE tracks the MSCI World ex USA index while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past year, EXUS.DE returned 20.10% vs 44.12% for CBUI.DE. A 0.76 correlation means they provide meaningful diversification when combined. EXUS.DE charges 0.15%/yr vs 0.30%/yr for CBUI.DE.
Performance
EXUS.DE vs. CBUI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXUS.DE achieves a 9.64% return, which is significantly lower than CBUI.DE's 20.05% return.
EXUS.DE
- 1D
- 0.19%
- 1M
- 3.48%
- YTD
- 9.64%
- 6M
- 11.67%
- 1Y
- 20.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
EXUS.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 20.05% | 20.98% | 9.08% |
Correlation
The correlation between EXUS.DE and CBUI.DE is 0.71, 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 | 0.71 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.76 |
The correlation between EXUS.DE and CBUI.DE has been stable across timeframes, ranging from 0.71 to 0.76 - 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
EXUS.DE vs. CBUI.DE — Risk / Return Rank
EXUS.DE
CBUI.DE
EXUS.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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.
| EXUS.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.60 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 6.92 | -4.62 |
| Martin ratioReturn relative to average drawdown | 9.01 | 26.41 | -17.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EXUS.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 3.41 | -1.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 1.05 | +0.05 |
Drawdowns
EXUS.DE vs. CBUI.DE - Drawdown Comparison
The maximum EXUS.DE drawdown since its inception was -16.21%, smaller than the maximum CBUI.DE drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for EXUS.DE and CBUI.DE.
Loading charts...
Drawdown Indicators
| EXUS.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -19.48% | +3.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -6.34% | -2.34% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.48% | — |
Current DrawdownCurrent decline from peak | -0.76% | -0.22% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -1.78% | -3.23% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 1.67% | +0.56% |
Volatility
EXUS.DE vs. CBUI.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) is 3.28%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that EXUS.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
| EXUS.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 3.73% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 9.76% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 12.88% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 14.21% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.39% | 14.21% | -0.82% |
EXUS.DE vs. CBUI.DE - Expense Ratio Comparison
EXUS.DE has a 0.15% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.
Dividends
EXUS.DE vs. CBUI.DE - Dividend Comparison
Neither EXUS.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
EXUS.DE and CBUI.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXUS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXUS.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for CBUI.DE.
EXUS.DE tracks MSCI World ex USA index, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for EXUS.DE and 0.30% for CBUI.DE.
Find the right allocation for EXUS.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