IS31.DE vs. CBUM.DE
IS31.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc)) and CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) are both S&P 500 funds from iShares - IS31.DE tracks the S&P 500 Minimum Volatility Index (EUR Hedged) while CBUM.DE tracks the S&P 500 Scored & Screened Index (EUR Hedged). Both are passively managed. Over the past 3 years, IS31.DE returned 10.50%/yr vs 16.58%/yr for CBUM.DE. Their correlation of 0.81 suggests significant overlap in exposure. IS31.DE charges 0.25%/yr vs 0.10%/yr for CBUM.DE.
Performance
IS31.DE vs. CBUM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS31.DE achieves a 2.76% return, which is significantly lower than CBUM.DE's 6.79% return.
IS31.DE
- 1D
- -0.37%
- 1M
- 0.00%
- 6M
- 3.26%
- YTD
- 2.76%
- 1Y
- 8.02%
- 3Y*
- 10.50%
- 5Y*
- 5.70%
- 10Y*
- —
CBUM.DE
- 1D
- -1.48%
- 1M
- -1.70%
- 6M
- 6.13%
- YTD
- 6.79%
- 1Y
- 18.98%
- 3Y*
- 16.58%
- 5Y*
- —
- 10Y*
- —
IS31.DE vs. CBUM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IS31.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.76% | 9.27% | 16.79% | 6.75% | -4.94% |
CBUM.DE iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) | 6.79% | 15.88% | 21.99% | 25.11% | -8.40% |
Correlation
The correlation between IS31.DE and CBUM.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2022 | 0.81 |
The correlation between IS31.DE and CBUM.DE has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.
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Return for Risk
IS31.DE vs. CBUM.DE — Risk / Return Rank
IS31.DE
CBUM.DE
IS31.DE vs. CBUM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.DE) and iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.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.
| IS31.DE | CBUM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.29 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 2.10 | -0.90 |
| Martin ratioReturn relative to average drawdown | 4.57 | 8.78 | -4.21 |
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Drawdowns
IS31.DE vs. CBUM.DE - Drawdown Comparison
The maximum IS31.DE drawdown since its inception was -33.66%, which is greater than CBUM.DE's maximum drawdown of -19.25%. Use the drawdown chart below to compare losses from any high point for IS31.DE and CBUM.DE.
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Drawdown Indicators
| IS31.DE | CBUM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -19.25% | -14.41% |
Max Drawdown (1Y)Largest decline over 1 year | -6.64% | -8.99% | +2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -12.56% | -19.25% | +6.69% |
Max Drawdown (5Y)Largest decline over 5 years | -20.75% | — | — |
Current DrawdownCurrent decline from peak | -0.83% | -2.37% | +1.54% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -3.56% | -1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.16% | -0.41% |
Volatility
IS31.DE vs. CBUM.DE - Volatility Comparison
The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.DE) is 1.94%, while iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.DE) has a volatility of 2.99%. This indicates that IS31.DE experiences smaller price fluctuations and is considered to be less risky than CBUM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS31.DE | CBUM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.94% | 2.99% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 6.52% | 9.37% | -2.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.69% | 12.09% | -3.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.78% | 14.98% | -2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.36% | 14.98% | -0.62% |
IS31.DE vs. CBUM.DE - Expense Ratio Comparison
IS31.DE has a 0.25% expense ratio, which is higher than CBUM.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IS31.DE vs. CBUM.DE - Dividend Comparison
Neither IS31.DE nor CBUM.DE has paid dividends to shareholders.
Frequently Asked Questions
IS31.DE and CBUM.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CBUM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CBUM.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for IS31.DE.
IS31.DE tracks S&P 500 Minimum Volatility Index (EUR Hedged), while CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged). Their fees differ too: 0.25% for IS31.DE and 0.10% for CBUM.DE.
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