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GERD.DE vs. CBUI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GERD.DE vs. CBUI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) and iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.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, GERD.DE achieves a 14.41% return, which is significantly lower than CBUI.DE's 20.05% return.


GERD.DE

1D
-0.18%
1M
5.63%
YTD
14.41%
6M
15.59%
1Y
26.06%
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GERD.DE vs. CBUI.DE - Yearly Performance Comparison


2026 (YTD)202520242023
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
14.41%10.26%18.54%7.85%
CBUI.DE
iShares MSCI World Value Factor ESG UCITS ETF USD Acc
20.05%20.98%13.82%8.98%

Correlation

The correlation between GERD.DE and CBUI.DE is 0.72, 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

0.72

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2023

0.79

The correlation between GERD.DE and CBUI.DE has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.

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Return for Risk

GERD.DE vs. CBUI.DE — Risk / Return Rank

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

GERD.DE
GERD.DE Risk / Return Rank: 7171
Overall Rank
GERD.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GERD.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
GERD.DE Omega Ratio Rank: 6767
Omega Ratio Rank
GERD.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
GERD.DE Martin Ratio Rank: 8080
Martin Ratio Rank

CBUI.DE
CBUI.DE Risk / Return Rank: 9393
Overall Rank
CBUI.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CBUI.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
CBUI.DE Omega Ratio Rank: 9292
Omega Ratio Rank
CBUI.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
CBUI.DE Martin Ratio Rank: 9494
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.

GERD.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.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.


GERD.DECBUI.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.78

Omega ratioGain probability vs. loss probability

1.39

1.60

-0.21

Calmar ratioReturn relative to maximum drawdown

3.92

6.92

-3.00

Martin ratioReturn relative to average drawdown

15.42

26.41

-11.00

GERD.DE vs. CBUI.DE - Sharpe Ratio Comparison

The current GERD.DE Sharpe Ratio is 2.18, which is lower than the CBUI.DE Sharpe Ratio of 3.41. The chart below compares the historical Sharpe Ratios of GERD.DE and CBUI.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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Sharpe Ratios by Period


GERD.DECBUI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

3.41

-1.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

1.05

+0.30

Drawdowns

GERD.DE vs. CBUI.DE - Drawdown Comparison

The maximum GERD.DE drawdown since its inception was -19.22%, roughly equal to the maximum CBUI.DE drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for GERD.DE and CBUI.DE.


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Drawdown Indicators


GERD.DECBUI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.22%

-19.48%

+0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-6.61%

-6.34%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-19.48%

Current Drawdown

Current decline from peak

-0.19%

-0.22%

+0.03%

Average Drawdown

Average peak-to-trough decline

-2.24%

-3.23%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.67%

+0.02%

Volatility

GERD.DE vs. CBUI.DE - Volatility Comparison

The current volatility for L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) is 3.18%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that GERD.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.


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Volatility by Period


GERD.DECBUI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

3.73%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

8.49%

9.76%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

11.92%

12.88%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.95%

14.21%

-1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.95%

14.21%

-1.26%

GERD.DE vs. CBUI.DE - Expense Ratio Comparison

GERD.DE has a 0.50% expense ratio, which is higher than CBUI.DE's 0.30% expense ratio.


Dividends

GERD.DE vs. CBUI.DE - Dividend Comparison

Neither GERD.DE nor CBUI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GERD.DE and CBUI.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBUI.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBUI.DE is cheaper with a 0.30% expense ratio, compared with 0.50% for GERD.DE.

GERD.DE tracks Solactive Gerd Kommer Multifactor Equity, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select. They also come from different issuers: LGIM Managers (Europe) Limited and iShares. Their fees differ too: 0.50% for GERD.DE and 0.30% for CBUI.DE.

Portfolio Optimizer

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