IS3R.DE vs. CBUH.DE
IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) and CBUH.DE (iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc) are both Momentum funds from iShares - IS3R.DE tracks the MSCI World Momentum Index while CBUH.DE tracks the MSCI World Momentum ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, IS3R.DE returned 26.05%/yr vs 22.30%/yr for CBUH.DE. Their correlation of 0.95 suggests significant overlap in exposure. IS3R.DE charges 0.25%/yr vs 0.30%/yr for CBUH.DE.
Performance
IS3R.DE vs. CBUH.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with IS3R.DE having a 22.51% return and CBUH.DE slightly lower at 22.41%.
IS3R.DE
- 1D
- -1.01%
- 1M
- 6.72%
- YTD
- 22.51%
- 6M
- 23.47%
- 1Y
- 31.36%
- 3Y*
- 26.05%
- 5Y*
- 14.66%
- 10Y*
- 15.31%
CBUH.DE
- 1D
- -0.51%
- 1M
- 3.26%
- YTD
- 22.41%
- 6M
- 23.42%
- 1Y
- 31.50%
- 3Y*
- 22.30%
- 5Y*
- —
- 10Y*
- —
IS3R.DE vs. CBUH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 22.51% | 8.37% | 37.95% | 8.09% | -13.60% | 1.05% |
CBUH.DE iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc | 22.41% | 7.97% | 28.91% | 13.46% | -17.00% | 0.41% |
Correlation
The correlation between IS3R.DE and CBUH.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.95 |
The correlation between IS3R.DE and CBUH.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
IS3R.DE vs. CBUH.DE — Risk / Return Rank
IS3R.DE
CBUH.DE
IS3R.DE vs. CBUH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) and iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.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.
| IS3R.DE | CBUH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.36 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 3.38 | +0.10 |
| Martin ratioReturn relative to average drawdown | 13.30 | 13.99 | -0.69 |
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
| IS3R.DE | CBUH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.99 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.64 | +0.21 |
Drawdowns
IS3R.DE vs. CBUH.DE - Drawdown Comparison
The maximum IS3R.DE drawdown since its inception was -30.77%, which is greater than CBUH.DE's maximum drawdown of -22.61%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and CBUH.DE.
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Drawdown Indicators
| IS3R.DE | CBUH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.77% | -22.61% | -8.16% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -9.39% | +0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -23.57% | -22.61% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -23.57% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.77% | — | — |
Current DrawdownCurrent decline from peak | -1.01% | -0.51% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -8.55% | +2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.27% | +0.09% |
Volatility
IS3R.DE vs. CBUH.DE - Volatility Comparison
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a higher volatility of 5.96% compared to iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.DE) at 4.80%. This indicates that IS3R.DE's price experiences larger fluctuations and is considered to be riskier than CBUH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3R.DE | CBUH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 4.80% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 13.32% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 15.96% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 16.91% | +0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 16.91% | +0.32% |
IS3R.DE vs. CBUH.DE - Expense Ratio Comparison
IS3R.DE has a 0.25% expense ratio, which is lower than CBUH.DE's 0.30% expense ratio.
Dividends
IS3R.DE vs. CBUH.DE - Dividend Comparison
Neither IS3R.DE nor CBUH.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, IS3R.DE and CBUH.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, IS3R.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3R.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for CBUH.DE.
IS3R.DE tracks MSCI World Momentum Index, while CBUH.DE tracks MSCI World Momentum ESG Reduced Carbon Target Select. Their fees differ too: 0.25% for IS3R.DE and 0.30% for CBUH.DE.
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