IS3S.DE vs. CBUI.DE
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds from iShares - IS3S.DE tracks the MSCI World Enhanced Value while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, IS3S.DE returned 26.82%/yr vs 21.76%/yr for CBUI.DE. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.
Performance
IS3S.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3S.DE achieves a 35.27% return, which is significantly higher than CBUI.DE's 20.05% return.
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
CBUI.DE
- 1D
- 0.22%
- 1M
- 6.94%
- YTD
- 20.05%
- 6M
- 22.25%
- 1Y
- 43.77%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
IS3S.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 5.63% |
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 20.05% | 20.98% | 13.82% | 15.94% | -6.30% | 6.27% |
Correlation
The correlation between IS3S.DE and CBUI.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.92 |
The correlation between IS3S.DE and CBUI.DE has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
IS3S.DE vs. CBUI.DE — Risk / Return Rank
IS3S.DE
CBUI.DE
IS3S.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.
| IS3S.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.60 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 10.36 | 6.92 | +3.43 |
| Martin ratioReturn relative to average drawdown | 39.01 | 26.41 | +12.59 |
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
| IS3S.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.53 | 3.41 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 1.05 | -0.37 |
Drawdowns
IS3S.DE vs. CBUI.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.18%, which is greater than CBUI.DE's maximum drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and CBUI.DE.
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Drawdown Indicators
| IS3S.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.18% | -19.48% | -15.70% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -6.34% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -19.48% | +1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.18% | — | — |
Current DrawdownCurrent decline from peak | -0.83% | -0.22% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -3.23% | -2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 1.67% | -0.05% |
Volatility
IS3S.DE vs. CBUI.DE - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.62% compared to iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) at 3.73%. This indicates that IS3S.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
| IS3S.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 3.73% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 9.76% | +1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 12.88% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 14.21% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 14.21% | +1.55% |
IS3S.DE vs. CBUI.DE - Expense Ratio Comparison
Both IS3S.DE and CBUI.DE have an expense ratio of 0.30%.
Dividends
IS3S.DE vs. CBUI.DE - Dividend Comparison
Neither IS3S.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3S.DE and CBUI.DE have a correlation of 0.87, 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.
IS3S.DE and CBUI.DE have the same expense ratio: 0.30% per year.
IS3S.DE tracks MSCI World Enhanced Value, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select.
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