IQQ0.DE vs. CBUI.DE
IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds from iShares - IQQ0.DE tracks the MSCI World Minimum Volatility while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, IQQ0.DE returned 6.35%/yr vs 21.76%/yr for CBUI.DE. A 0.61 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
IQQ0.DE vs. CBUI.DE - Performance Comparison
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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*
- —
IQQ0.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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.
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Return for Risk
IQQ0.DE vs. CBUI.DE — Risk / Return Rank
IQQ0.DE
CBUI.DE
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.DE | CBUI.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IQQ0.DE | CBUI.DE | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| IQQ0.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.65% | -0.22% | -6.43% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -3.23% | -1.31% |
Ulcer IndexDepth 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.
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Volatility by Period
| IQQ0.DE | CBUI.DE | Difference | |
|---|---|---|---|
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.
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.
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