PortfoliosLab logoPortfoliosLab logo
IBCZ.DE vs. CBUX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCZ.DE vs. CBUX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) and iShares Global Infrastructure UCITS ETF USD (Acc) (CBUX.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IBCZ.DE achieves a 13.04% return, which is significantly higher than CBUX.DE's 10.28% return.


IBCZ.DE

1D
-0.16%
1M
5.84%
YTD
13.04%
6M
13.70%
1Y
27.80%
3Y*
18.64%
5Y*
12.00%
10Y*
11.45%

CBUX.DE

1D
-1.34%
1M
-2.15%
YTD
10.28%
6M
8.97%
1Y
12.32%
3Y*
8.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCZ.DE vs. CBUX.DE - Yearly Performance Comparison


2026 (YTD)202520242023
IBCZ.DE
iShares Edge MSCI World Multifactor UCITS ETF USD (Acc)
13.04%12.05%24.09%5.77%
CBUX.DE
iShares Global Infrastructure UCITS ETF USD (Acc)
10.28%0.69%14.63%-1.37%

Correlation

The correlation between IBCZ.DE and CBUX.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2023

0.38

The correlation between IBCZ.DE and CBUX.DE shifts across timeframes, from 0.20 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

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

IBCZ.DE vs. CBUX.DE — Risk / Return Rank

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

IBCZ.DE
IBCZ.DE Risk / Return Rank: 8282
Overall Rank
IBCZ.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IBCZ.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
IBCZ.DE Omega Ratio Rank: 7777
Omega Ratio Rank
IBCZ.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
IBCZ.DE Martin Ratio Rank: 9090
Martin Ratio Rank

CBUX.DE
CBUX.DE Risk / Return Rank: 4040
Overall Rank
CBUX.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CBUX.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
CBUX.DE Omega Ratio Rank: 3131
Omega Ratio Rank
CBUX.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
CBUX.DE Martin Ratio Rank: 4141
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.

IBCZ.DE vs. CBUX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) and iShares Global Infrastructure UCITS ETF USD (Acc) (CBUX.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.


IBCZ.DECBUX.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.66

Omega ratioGain probability vs. loss probability

1.45

1.20

+0.24

Calmar ratioReturn relative to maximum drawdown

5.23

2.91

+2.33

Martin ratioReturn relative to average drawdown

20.97

6.42

+14.54

IBCZ.DE vs. CBUX.DE - Sharpe Ratio Comparison

The current IBCZ.DE Sharpe Ratio is 2.42, which is higher than the CBUX.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of IBCZ.DE and CBUX.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...

Sharpe Ratios by Period


IBCZ.DECBUX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

1.18

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.60

+0.08

Drawdowns

IBCZ.DE vs. CBUX.DE - Drawdown Comparison

The maximum IBCZ.DE drawdown since its inception was -33.99%, which is greater than CBUX.DE's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for IBCZ.DE and CBUX.DE.


Loading charts...

Drawdown Indicators


IBCZ.DECBUX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-14.94%

-19.05%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

-4.22%

-1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-19.98%

-14.94%

-5.04%

Max Drawdown (5Y)

Largest decline over 5 years

-19.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-0.60%

-3.33%

+2.73%

Average Drawdown

Average peak-to-trough decline

-4.52%

-3.81%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

1.91%

-0.59%

Volatility

IBCZ.DE vs. CBUX.DE - Volatility Comparison

The current volatility for iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) is 3.05%, while iShares Global Infrastructure UCITS ETF USD (Acc) (CBUX.DE) has a volatility of 3.92%. This indicates that IBCZ.DE experiences smaller price fluctuations and is considered to be less risky than CBUX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IBCZ.DECBUX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

3.92%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

8.63%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

11.42%

10.36%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

11.93%

+2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

11.93%

+3.20%

IBCZ.DE vs. CBUX.DE - Expense Ratio Comparison

IBCZ.DE has a 0.50% expense ratio, which is lower than CBUX.DE's 0.65% expense ratio.


Dividends

IBCZ.DE vs. CBUX.DE - Dividend Comparison

Neither IBCZ.DE nor CBUX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IBCZ.DE and CBUX.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBCZ.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBCZ.DE is cheaper with a 0.50% expense ratio, compared with 0.65% for CBUX.DE.

IBCZ.DE is categorized as Global Equities, while CBUX.DE is Utilities Equities. IBCZ.DE tracks MSCI World Diversified Multiple-Factor, while CBUX.DE tracks FTSE Global Core Infrastructure Index. Their fees differ too: 0.50% for IBCZ.DE and 0.65% for CBUX.DE.

Portfolio Optimizer

Find the right allocation for IBCZ.DE and CBUX.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