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MVEW.DE vs. CBUI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MVEW.DE vs. CBUI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVEW.DE vs. CBUI.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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

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

MVEW.DE
MVEW.DE Risk / Return Rank: 1010
Overall Rank
MVEW.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MVEW.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
MVEW.DE Omega Ratio Rank: 99
Omega Ratio Rank
MVEW.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
MVEW.DE Martin Ratio Rank: 1010
Martin Ratio Rank

CBUI.DE
CBUI.DE Risk / Return Rank: 9393
Overall Rank
CBUI.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CBUI.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
CBUI.DE Omega Ratio Rank: 9292
Omega Ratio Rank
CBUI.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
CBUI.DE Martin Ratio Rank: 9494
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.

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.DECBUI.DEDifference
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

MVEW.DE vs. CBUI.DE - Sharpe Ratio Comparison

The current MVEW.DE Sharpe Ratio is 0.06, which is lower than the CBUI.DE Sharpe Ratio of 3.41. The chart below compares the historical Sharpe Ratios of MVEW.DE and CBUI.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


MVEW.DECBUI.DEDifference

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.DECBUI.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.75%

-0.22%

-5.53%

Average Drawdown

Average peak-to-trough decline

-3.83%

-3.23%

-0.60%

Ulcer Index

Depth 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.DECBUI.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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