IQSE.DE vs. CBUI.DE
IQSE.DE (Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds. IQSE.DE is actively managed, while CBUI.DE is passively managed. Over the past 3 years, IQSE.DE returned 22.25%/yr vs 21.30%/yr for CBUI.DE. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.
Performance
IQSE.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQSE.DE achieves a 15.26% return, which is significantly lower than CBUI.DE's 20.99% return.
IQSE.DE
- 1D
- 0.51%
- 1M
- 1.73%
- 6M
- 15.25%
- YTD
- 15.26%
- 1Y
- 28.52%
- 3Y*
- 22.25%
- 5Y*
- 13.68%
- 10Y*
- —
CBUI.DE
- 1D
- 0.73%
- 1M
- 1.10%
- 6M
- 20.12%
- YTD
- 20.99%
- 1Y
- 41.88%
- 3Y*
- 21.30%
- 5Y*
- —
- 10Y*
- —
IQSE.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IQSE.DE Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc | 15.26% | 19.02% | 24.13% | 22.41% | -14.80% | 4.96% |
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 IQSE.DE and CBUI.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2021 | 0.82 |
The correlation between IQSE.DE and CBUI.DE has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.
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Return for Risk
IQSE.DE vs. CBUI.DE — Risk / Return Rank
IQSE.DE
CBUI.DE
IQSE.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.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.
| IQSE.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.56 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | 6.62 | -3.12 |
| Martin ratioReturn relative to average drawdown | 14.74 | 25.36 | -10.62 |
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Drawdowns
IQSE.DE vs. CBUI.DE - Drawdown Comparison
The maximum IQSE.DE drawdown since its inception was -33.78%, 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 IQSE.DE and CBUI.DE.
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Drawdown Indicators
| IQSE.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -19.51% | -14.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.11% | -6.29% | -1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -19.51% | +1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | — | — |
Current DrawdownCurrent decline from peak | -0.20% | -0.12% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -3.18% | -1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.65% | +0.28% |
Volatility
IQSE.DE vs. CBUI.DE - Volatility Comparison
Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE) has a higher volatility of 3.87% compared to iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) at 3.33%. This indicates that IQSE.DE's price experiences larger fluctuations and is considered to be riskier 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
| IQSE.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 3.33% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 9.91% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 13.05% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.67% | 14.17% | +1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 14.17% | +3.41% |
IQSE.DE vs. CBUI.DE - Expense Ratio Comparison
Both IQSE.DE and CBUI.DE have an expense ratio of 0.30%.
Dividends
IQSE.DE vs. CBUI.DE - Dividend Comparison
Neither IQSE.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
IQSE.DE and CBUI.DE have a correlation of 0.74, 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.
IQSE.DE and CBUI.DE have the same expense ratio: 0.30% per year.
They also come from different issuers: Invesco and iShares.
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