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

Performance

IXUA.DE vs. CBUG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.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, IXUA.DE achieves a 9.84% return, which is significantly lower than CBUG.DE's 14.43% return.


IXUA.DE

1D
0.20%
1M
1.58%
YTD
9.84%
6M
11.80%
1Y
20.67%
3Y*
5Y*
10Y*

CBUG.DE

1D
0.52%
1M
2.87%
YTD
14.43%
6M
15.29%
1Y
28.47%
3Y*
13.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between IXUA.DE and CBUG.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 (All Time)
Calculated using the full available price history since Jan 31, 2025

0.81

The correlation between IXUA.DE and CBUG.DE has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.

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Return for Risk

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

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

IXUA.DE
IXUA.DE Risk / Return Rank: 5252
Overall Rank
IXUA.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IXUA.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IXUA.DE Omega Ratio Rank: 5252
Omega Ratio Rank
IXUA.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
IXUA.DE Martin Ratio Rank: 5555
Martin Ratio Rank

CBUG.DE
CBUG.DE Risk / Return Rank: 6868
Overall Rank
CBUG.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CBUG.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
CBUG.DE Omega Ratio Rank: 6161
Omega Ratio Rank
CBUG.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
CBUG.DE Martin Ratio Rank: 7777
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.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.


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

-0.33

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

2.44

3.94

-1.50

Martin ratioReturn relative to average drawdown

9.50

14.66

-5.16

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

The current IXUA.DE Sharpe Ratio is 1.71, which is comparable to the CBUG.DE Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of IXUA.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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Sharpe Ratios by Period


IXUA.DECBUG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

2.04

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.42

+0.68

Drawdowns

IXUA.DE vs. CBUG.DE - Drawdown Comparison

The maximum IXUA.DE drawdown since its inception was -16.58%, smaller than the maximum CBUG.DE drawdown of -24.59%. Use the drawdown chart below to compare losses from any high point for IXUA.DE and CBUG.DE.


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Drawdown Indicators


IXUA.DECBUG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.58%

-24.59%

+8.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.53%

-7.21%

-1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-24.59%

Current Drawdown

Current decline from peak

-0.74%

0.00%

-0.74%

Average Drawdown

Average peak-to-trough decline

-2.09%

-7.48%

+5.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

1.94%

+0.26%

Volatility

IXUA.DE vs. CBUG.DE - Volatility Comparison

iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) and iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) have volatilities of 3.28% and 3.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXUA.DECBUG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

3.41%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

9.78%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.21%

13.90%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

16.71%

-1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.74%

16.71%

-1.97%

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

IXUA.DE has a 0.15% expense ratio, which is higher than CBUG.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

IXUA.DE vs. CBUG.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IXUA.DE and CBUG.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, 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 0.15% for IXUA.DE.

IXUA.DE tracks MSCI World ex USA, while CBUG.DE tracks MSCI ACWI SMID NR USD. Their fees differ too: 0.15% for IXUA.DE and 0.10% for CBUG.DE.

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