MVEW.DE vs. CBUI.DE
MVEW.DE (iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds from iShares - MVEW.DE tracks the MSCI ACWI NR USD while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, MVEW.DE returned 6.53%/yr vs 21.76%/yr for CBUI.DE. A 0.68 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
MVEW.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MVEW.DE achieves a 1.17% return, which is significantly lower than CBUI.DE's 20.05% return.
MVEW.DE
- 1D
- 0.07%
- 1M
- 2.04%
- YTD
- 1.17%
- 6M
- 1.03%
- 1Y
- 0.94%
- 3Y*
- 6.53%
- 5Y*
- 6.47%
- 10Y*
- —
CBUI.DE
- 1D
- 0.22%
- 1M
- 6.94%
- YTD
- 20.05%
- 6M
- 22.25%
- 1Y
- 43.77%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
MVEW.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MVEW.DE iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) | 1.17% | -0.99% | 17.25% | 6.27% | -5.98% | 6.06% |
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 MVEW.DE and CBUI.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.68 |
Over the past year, the correlation between MVEW.DE and CBUI.DE has dropped to 0.39 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
MVEW.DE vs. CBUI.DE — Risk / Return Rank
MVEW.DE
CBUI.DE
MVEW.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.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.
| MVEW.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.35 | ||
| Sortino ratioReturn per unit of downside risk | -4.60 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.60 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | 6.92 | -6.82 |
| Martin ratioReturn relative to average drawdown | 0.20 | 26.41 | -26.21 |
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
| MVEW.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 3.41 | -3.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 1.05 | -0.42 |
Drawdowns
MVEW.DE vs. CBUI.DE - Drawdown Comparison
The maximum MVEW.DE drawdown since its inception was -13.19%, smaller than the maximum CBUI.DE drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for MVEW.DE and CBUI.DE.
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Drawdown Indicators
| MVEW.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.19% | -19.48% | +6.29% |
Max Drawdown (1Y)Largest decline over 1 year | -4.68% | -6.34% | +1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -13.19% | -19.48% | +6.29% |
Max Drawdown (5Y)Largest decline over 5 years | -13.19% | — | — |
Current DrawdownCurrent decline from peak | -5.75% | -0.22% | -5.53% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -3.23% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 1.67% | +0.60% |
Volatility
MVEW.DE vs. CBUI.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) is 2.58%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that MVEW.DE experiences smaller price fluctuations and is considered to be less risky 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
| MVEW.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.58% | 3.73% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 5.42% | 9.76% | -4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.97% | 12.88% | -4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.25% | 14.21% | -3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.82% | 14.21% | -3.39% |
MVEW.DE vs. CBUI.DE - Expense Ratio Comparison
Both MVEW.DE and CBUI.DE have an expense ratio of 0.30%.
Dividends
MVEW.DE vs. CBUI.DE - Dividend Comparison
Neither MVEW.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
MVEW.DE and CBUI.DE have a correlation of 0.39, 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.
MVEW.DE and CBUI.DE have the same expense ratio: 0.30% per year.
MVEW.DE tracks MSCI ACWI NR USD, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select.
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