PortfoliosLab logoPortfoliosLab logo
IQQ0.DE vs. CBUI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQ0.DE vs. CBUI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.

Loading charts...

Returns By Period

In the year-to-date period, IQQ0.DE achieves a 1.59% return, which is significantly lower than CBUI.DE's 20.05% return.


IQQ0.DE

1D
-0.02%
1M
1.81%
YTD
1.59%
6M
1.63%
1Y
0.25%
3Y*
6.35%
5Y*
6.14%
10Y*
6.81%

CBUI.DE

1D
0.22%
1M
6.94%
YTD
20.05%
6M
22.25%
1Y
43.77%
3Y*
21.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQ0.DE vs. CBUI.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IQQ0.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)
1.59%-1.26%17.64%3.73%-4.34%6.02%
CBUI.DE
iShares MSCI World Value Factor ESG UCITS ETF USD Acc
20.05%20.98%13.82%15.94%-6.30%6.27%

Correlation

The correlation between IQQ0.DE and CBUI.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.53

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2021

0.61

Over the past year, the correlation between IQQ0.DE and CBUI.DE has dropped to 0.33 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

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

IQQ0.DE vs. CBUI.DE — Risk / Return Rank

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

IQQ0.DE
IQQ0.DE Risk / Return Rank: 88
Overall Rank
IQQ0.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IQQ0.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
IQQ0.DE Omega Ratio Rank: 88
Omega Ratio Rank
IQQ0.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
IQQ0.DE Martin Ratio Rank: 99
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.

IQQ0.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.


IQQ0.DECBUI.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.45

Sortino ratioReturn per unit of downside risk

-4.73

Omega ratioGain probability vs. loss probability

1.00

1.60

-0.60

Calmar ratioReturn relative to maximum drawdown

-0.05

6.92

-6.98

Martin ratioReturn relative to average drawdown

-0.12

26.41

-26.53

IQQ0.DE vs. CBUI.DE - Sharpe Ratio Comparison

The current IQQ0.DE Sharpe Ratio is -0.04, which is lower than the CBUI.DE Sharpe Ratio of 3.41. The chart below compares the historical Sharpe Ratios of IQQ0.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.


Loading charts...

Sharpe Ratios by Period


IQQ0.DECBUI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

3.41

-3.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.05

-0.29

Drawdowns

IQQ0.DE vs. CBUI.DE - Drawdown Comparison

The maximum IQQ0.DE drawdown since its inception was -28.65%, which is greater than CBUI.DE's maximum drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and CBUI.DE.


Loading charts...

Drawdown Indicators


IQQ0.DECBUI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.65%

-19.48%

-9.17%

Max Drawdown (1Y)

Largest decline over 1 year

-5.22%

-6.34%

+1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-12.82%

-19.48%

+6.66%

Max Drawdown (5Y)

Largest decline over 5 years

-12.82%

Max Drawdown (10Y)

Largest decline over 10 years

-28.65%

Current Drawdown

Current decline from peak

-6.65%

-0.22%

-6.43%

Average Drawdown

Average peak-to-trough decline

-4.54%

-3.23%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

1.67%

+0.77%

Volatility

IQQ0.DE vs. CBUI.DE - Volatility Comparison

The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) is 2.53%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that IQQ0.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


IQQ0.DECBUI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

3.73%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

5.36%

9.76%

-4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

7.78%

12.88%

-5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.08%

14.21%

-4.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.62%

14.21%

-2.59%

IQQ0.DE vs. CBUI.DE - Expense Ratio Comparison

Both IQQ0.DE and CBUI.DE have an expense ratio of 0.30%.


Dividends

IQQ0.DE vs. CBUI.DE - Dividend Comparison

Neither IQQ0.DE nor CBUI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IQQ0.DE and CBUI.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IQQ0.DE and CBUI.DE have the same expense ratio: 0.30% per year.

IQQ0.DE tracks MSCI World Minimum Volatility, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select.

Portfolio Optimizer

Find the right allocation for IQQ0.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