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IS3Q.DE vs. CBUG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3Q.DE vs. CBUG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) and iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS3Q.DE achieves a 10.76% return, which is significantly lower than CBUG.DE's 18.13% return.


IS3Q.DE

1D
-0.26%
1M
1.53%
YTD
10.76%
6M
11.12%
1Y
22.27%
3Y*
15.90%
5Y*
10.90%
10Y*
12.58%

CBUG.DE

1D
0.65%
1M
4.21%
YTD
18.13%
6M
18.13%
1Y
33.69%
3Y*
15.67%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3Q.DE vs. CBUG.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
10.76%2.80%23.78%21.69%-14.83%1.91%
CBUG.DE
iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist)
18.13%6.50%13.10%11.25%-14.07%2.02%

Correlation

The correlation between IS3Q.DE and CBUG.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.75

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2021

0.80

The correlation between IS3Q.DE and CBUG.DE has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.

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Return for Risk

IS3Q.DE vs. CBUG.DE — Risk / Return Rank

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

IS3Q.DE
IS3Q.DE Risk / Return Rank: 7878
Overall Rank
IS3Q.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IS3Q.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
IS3Q.DE Omega Ratio Rank: 7777
Omega Ratio Rank
IS3Q.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
IS3Q.DE Martin Ratio Rank: 8383
Martin Ratio Rank

CBUG.DE
CBUG.DE Risk / Return Rank: 8686
Overall Rank
CBUG.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CBUG.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
CBUG.DE Omega Ratio Rank: 8383
Omega Ratio Rank
CBUG.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
CBUG.DE Martin Ratio Rank: 9090
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.

IS3Q.DE vs. CBUG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) and iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.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.


IS3Q.DECBUG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.39

1.43

-0.04

Calmar ratioReturn relative to maximum drawdown

3.50

4.63

-1.13

Martin ratioReturn relative to average drawdown

14.50

17.68

-3.18

IS3Q.DE vs. CBUG.DE - Sharpe Ratio Comparison

The current IS3Q.DE Sharpe Ratio is 2.08, which is comparable to the CBUG.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of IS3Q.DE and CBUG.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.


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Drawdowns

IS3Q.DE vs. CBUG.DE - Drawdown Comparison

The maximum IS3Q.DE drawdown since its inception was -32.30%, which is greater than CBUG.DE's maximum drawdown of -24.57%. Use the drawdown chart below to compare losses from any high point for IS3Q.DE and CBUG.DE.


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Drawdown Indicators


IS3Q.DECBUG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.30%

-24.57%

-7.73%

Max Drawdown (1Y)

Largest decline over 1 year

-6.33%

-7.24%

+0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-20.63%

-24.57%

+3.94%

Max Drawdown (5Y)

Largest decline over 5 years

-20.63%

Max Drawdown (10Y)

Largest decline over 10 years

-32.30%

Current Drawdown

Current decline from peak

-0.41%

0.00%

-0.41%

Average Drawdown

Average peak-to-trough decline

-6.25%

-7.41%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.90%

-0.37%

Volatility

IS3Q.DE vs. CBUG.DE - Volatility Comparison

The current volatility for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) is 2.34%, while iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) has a volatility of 3.37%. This indicates that IS3Q.DE experiences smaller price fluctuations and is considered to be less risky than CBUG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3Q.DECBUG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

3.37%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.43%

10.00%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

10.68%

13.98%

-3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.16%

16.66%

-2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.82%

16.66%

-0.84%

IS3Q.DE vs. CBUG.DE - Expense Ratio Comparison

IS3Q.DE has a 0.30% expense ratio, which is higher than CBUG.DE's 0.10% expense ratio.


Dividends

IS3Q.DE vs. CBUG.DE - Dividend Comparison

Neither IS3Q.DE nor CBUG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS3Q.DE and CBUG.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBUG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBUG.DE is cheaper with a 0.10% expense ratio, compared with 0.30% for IS3Q.DE.

IS3Q.DE tracks MSCI World Sector Neutral Quality, while CBUG.DE tracks MSCI ACWI SMID NR USD. Their fees differ too: 0.30% for IS3Q.DE and 0.10% for CBUG.DE.

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