PortfoliosLab logoPortfoliosLab logo
FWEA.DE vs. CBUH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FWEA.DE vs. CBUH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco FTSE All-World UCITS ETF EUR PfHdg Acc (FWEA.DE) and iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FWEA.DE achieves a 8.45% return, which is significantly lower than CBUH.DE's 22.82% return.


FWEA.DE

1D
0.00%
1M
-0.44%
6M
6.99%
YTD
8.45%
1Y
17.87%
3Y*
16.41%
5Y*
10Y*
ALL TIME*
17.68%

CBUH.DE

1D
-0.14%
1M
-1.67%
6M
18.49%
YTD
22.82%
1Y
31.04%
3Y*
21.71%
5Y*
10Y*
ALL TIME*
10.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€571.78K€483.86K€928.54K
€57.66K€54.90K€103.47K

FWEA.DE vs. CBUH.DE - Yearly Performance Comparison


2026 (YTD)202520242023
FWEA.DE
Invesco FTSE All-World UCITS ETF EUR PfHdg Acc
8.45%17.53%19.21%8.62%
CBUH.DE
iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc
22.82%7.89%28.81%8.12%

Correlation

The correlation between FWEA.DE and CBUH.DE is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.76

Correlation (3Y)
Balances recent behavior with more history.

0.77

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2023

0.77

The correlation between FWEA.DE and CBUH.DE has been stable across timeframes, ranging from 0.76 to 0.77 - 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

FWEA.DE vs. CBUH.DE — Risk / Return Rank

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

FWEA.DE
FWEA.DE Risk / Return Rank: 6666
Overall Rank
FWEA.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FWEA.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
FWEA.DE Omega Ratio Rank: 6565
Omega Ratio Rank
FWEA.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
FWEA.DE Martin Ratio Rank: 7070
Martin Ratio Rank

CBUH.DE
CBUH.DE Risk / Return Rank: 8383
Overall Rank
CBUH.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CBUH.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
CBUH.DE Omega Ratio Rank: 7979
Omega Ratio Rank
CBUH.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
CBUH.DE Martin Ratio Rank: 8787
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.

FWEA.DE vs. CBUH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF EUR PfHdg Acc (FWEA.DE) and iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.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.


FWEA.DECBUH.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.27

1.34

-0.06

Calmar ratioReturn relative to maximum drawdown

2.15

3.30

-1.15

Martin ratioReturn relative to average drawdown

8.63

12.66

-4.03

FWEA.DE vs. CBUH.DE - Sharpe Ratio Comparison

The current FWEA.DE Sharpe Ratio is 1.47, which is comparable to the CBUH.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of FWEA.DE and CBUH.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...

Drawdowns

FWEA.DE vs. CBUH.DE - Drawdown Comparison

The maximum FWEA.DE drawdown since its inception was -17.48%, smaller than the maximum CBUH.DE drawdown of -22.65%. Use the drawdown chart below to compare losses from any high point for FWEA.DE and CBUH.DE.


Loading charts...

Drawdown Indicators


FWEA.DECBUH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.48%

-22.65%

+5.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.28%

-9.51%

+1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-17.48%

-22.65%

+5.17%

Current Drawdown

Current decline from peak

-2.77%

-3.82%

+1.05%

Average Drawdown

Average peak-to-trough decline

-1.85%

-8.41%

+6.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.48%

-0.42%

Volatility

FWEA.DE vs. CBUH.DE - Volatility Comparison

The current volatility for Invesco FTSE All-World UCITS ETF EUR PfHdg Acc (FWEA.DE) is 3.25%, while iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.DE) has a volatility of 4.63%. This indicates that FWEA.DE experiences smaller price fluctuations and is considered to be less risky than CBUH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FWEA.DECBUH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

4.63%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

13.96%

-4.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.10%

16.82%

-4.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.74%

17.01%

-4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.74%

17.01%

-4.27%

FWEA.DE vs. CBUH.DE - Expense Ratio Comparison

FWEA.DE has a 0.20% expense ratio, which is lower than CBUH.DE's 0.30% expense ratio.


Dividends

FWEA.DE vs. CBUH.DE - Dividend Comparison

Neither FWEA.DE nor CBUH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FWEA.DE and CBUH.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FWEA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FWEA.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for CBUH.DE.

FWEA.DE is categorized as Global Equities, while CBUH.DE is Momentum. FWEA.DE tracks FTSE All-World Index, while CBUH.DE tracks MSCI World Momentum ESG Reduced Carbon Target Select. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for FWEA.DE and 0.30% for CBUH.DE.

Portfolio Optimizer

Find the right allocation for FWEA.DE and CBUH.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