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F50A.DE vs. CBUG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

F50A.DE vs. CBUG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Global UCITS ETF Accumulating (F50A.DE) and iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, F50A.DE achieves a 11.43% return, which is significantly lower than CBUG.DE's 18.13% return.


F50A.DE

1D
0.00%
1M
1.15%
YTD
11.43%
6M
11.90%
1Y
25.52%
3Y*
5Y*
10Y*

CBUG.DE

1D
0.65%
1M
4.21%
YTD
18.13%
6M
18.13%
1Y
33.69%
3Y*
15.67%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

F50A.DE vs. CBUG.DE - Yearly Performance Comparison


Correlation

The correlation between F50A.DE and CBUG.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 (All Time)
Calculated using the full available price history since Nov 25, 2024

0.82

The correlation between F50A.DE and CBUG.DE has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

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Return for Risk

F50A.DE vs. CBUG.DE — Risk / Return Rank

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

F50A.DE
F50A.DE Risk / Return Rank: 3939
Overall Rank
F50A.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
F50A.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
F50A.DE Omega Ratio Rank: 7171
Omega Ratio Rank
F50A.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
F50A.DE Martin Ratio Rank: 2323
Martin Ratio Rank

CBUG.DE
CBUG.DE Risk / Return Rank: 8686
Overall Rank
CBUG.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CBUG.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
CBUG.DE Omega Ratio Rank: 8383
Omega Ratio Rank
CBUG.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
CBUG.DE Martin Ratio Rank: 9090
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.

F50A.DE vs. CBUG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF Accumulating (F50A.DE) and iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


F50A.DECBUG.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.35

Sortino ratioReturn per unit of downside risk

-1.70

Omega ratioGain probability vs. loss probability

1.37

1.43

-0.07

Calmar ratioReturn relative to maximum drawdown

1.56

4.63

-3.07

Martin ratioReturn relative to average drawdown

2.77

17.68

-14.92

F50A.DE vs. CBUG.DE - Sharpe Ratio Comparison

The current F50A.DE Sharpe Ratio is 1.05, which is lower than the CBUG.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of F50A.DE and CBUG.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.


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Drawdowns

F50A.DE vs. CBUG.DE - Drawdown Comparison

The maximum F50A.DE drawdown since its inception was -21.49%, smaller than the maximum CBUG.DE drawdown of -24.57%. Use the drawdown chart below to compare losses from any high point for F50A.DE and CBUG.DE.


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Drawdown Indicators


F50A.DECBUG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.49%

-24.57%

+3.08%

Max Drawdown (1Y)

Largest decline over 1 year

-16.39%

-7.24%

-9.15%

Max Drawdown (3Y)

Largest decline over 3 years

-24.57%

Current Drawdown

Current decline from peak

-2.86%

0.00%

-2.86%

Average Drawdown

Average peak-to-trough decline

-7.51%

-7.41%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.22%

1.90%

+7.32%

Volatility

F50A.DE vs. CBUG.DE - Volatility Comparison

The current volatility for Amundi Prime Global UCITS ETF Accumulating (F50A.DE) is 3.04%, while iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) has a volatility of 3.37%. This indicates that F50A.DE experiences smaller price fluctuations and is considered to be less risky than CBUG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


F50A.DECBUG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

3.37%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

8.25%

10.00%

-1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

24.38%

13.98%

+10.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.69%

16.66%

+6.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.69%

16.66%

+6.03%

F50A.DE vs. CBUG.DE - Expense Ratio Comparison

F50A.DE has a 0.05% expense ratio, which is lower than CBUG.DE's 0.10% 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

F50A.DE vs. CBUG.DE - Dividend Comparison

Neither F50A.DE nor CBUG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


F50A.DE and CBUG.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, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for CBUG.DE.

F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index, while CBUG.DE tracks MSCI ACWI SMID NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for F50A.DE and 0.10% for CBUG.DE.

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