IQQW.DE vs. CBUI.DE
IQQW.DE (iShares MSCI World UCITS ETF USD (Dist)) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds from iShares - IQQW.DE tracks the MSCI World Index while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, IQQW.DE returned 17.17%/yr vs 21.30%/yr for CBUI.DE. Their correlation of 0.88 suggests significant overlap in exposure. IQQW.DE charges 0.50%/yr vs 0.30%/yr for CBUI.DE.
Performance
IQQW.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQW.DE achieves a 12.38% return, which is significantly lower than CBUI.DE's 20.99% return.
IQQW.DE
- 1D
- 0.43%
- 1M
- 1.51%
- 6M
- 12.34%
- YTD
- 12.38%
- 1Y
- 23.86%
- 3Y*
- 17.17%
- 5Y*
- 11.94%
- 10Y*
- 12.69%
CBUI.DE
- 1D
- 0.73%
- 1M
- 1.10%
- 6M
- 20.12%
- YTD
- 20.99%
- 1Y
- 41.88%
- 3Y*
- 21.30%
- 5Y*
- —
- 10Y*
- —
IQQW.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IQQW.DE iShares MSCI World UCITS ETF USD (Dist) | 12.38% | 7.59% | 25.52% | 19.92% | -13.90% | 5.47% |
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 20.99% | 20.99% | 13.86% | 15.81% | -6.11% | 7.26% |
Correlation
The correlation between IQQW.DE and CBUI.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2021 | 0.88 |
The correlation between IQQW.DE and CBUI.DE has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.
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Return for Risk
IQQW.DE vs. CBUI.DE — Risk / Return Rank
IQQW.DE
CBUI.DE
IQQW.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS ETF USD (Dist) (IQQW.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.
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.
| IQQW.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.56 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 6.62 | -3.03 |
| Martin ratioReturn relative to average drawdown | 14.30 | 25.36 | -11.06 |
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Drawdowns
IQQW.DE vs. CBUI.DE - Drawdown Comparison
The maximum IQQW.DE drawdown since its inception was -52.35%, which is greater than CBUI.DE's maximum drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for IQQW.DE and CBUI.DE.
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Drawdown Indicators
| IQQW.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.35% | -19.51% | -32.84% |
Max Drawdown (1Y)Largest decline over 1 year | -6.61% | -6.29% | -0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -19.51% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | — | — |
Current DrawdownCurrent decline from peak | -0.10% | -0.12% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -9.01% | -3.18% | -5.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 1.65% | +0.01% |
Volatility
IQQW.DE vs. CBUI.DE - Volatility Comparison
iShares MSCI World UCITS ETF USD (Dist) (IQQW.DE) and iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) have volatilities of 3.28% and 3.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQQW.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 3.33% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 7.96% | 9.91% | -1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.26% | 13.05% | -1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 14.17% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.03% | 14.17% | +0.86% |
IQQW.DE vs. CBUI.DE - Expense Ratio Comparison
IQQW.DE has a 0.50% expense ratio, which is higher than CBUI.DE's 0.30% expense ratio.
Dividends
IQQW.DE vs. CBUI.DE - Dividend Comparison
IQQW.DE's dividend yield for the trailing twelve months is around 0.86%, while CBUI.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IQQW.DE iShares MSCI World UCITS ETF USD (Dist) | 0.86% | 0.95% | 1.05% | 1.32% | 1.49% | 1.01% | 1.21% | 1.60% | 1.84% | 1.66% | 1.70% | 1.80% |
Frequently Asked Questions
IQQW.DE and CBUI.DE have a correlation of 0.80, 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 IQQW.DE.
IQQW.DE tracks MSCI World Index, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select. Their fees differ too: 0.50% for IQQW.DE and 0.30% for CBUI.DE.
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