MWRE.DE vs. CBUI.DE
MWRE.DE (Amundi Core MSCI World UCITS ETF Accumulating) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - MWRE.DE tracks the MSCI World while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past year, MWRE.DE returned 23.79% vs 44.12% for CBUI.DE. Their correlation of 0.84 suggests significant overlap in exposure. MWRE.DE charges 0.12%/yr vs 0.30%/yr for CBUI.DE.
Performance
MWRE.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MWRE.DE achieves a 10.85% return, which is significantly lower than CBUI.DE's 20.05% return.
MWRE.DE
- 1D
- -0.02%
- 1M
- 4.85%
- YTD
- 10.85%
- 6M
- 11.38%
- 1Y
- 23.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
MWRE.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MWRE.DE Amundi Core MSCI World UCITS ETF Accumulating | 10.85% | 7.94% | 6.30% |
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 20.05% | 20.98% | 3.28% |
Correlation
The correlation between MWRE.DE and CBUI.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 Nov 5, 2024 | 0.84 |
The correlation between MWRE.DE and CBUI.DE has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.
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Return for Risk
MWRE.DE vs. CBUI.DE — Risk / Return Rank
MWRE.DE
CBUI.DE
MWRE.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Core MSCI World UCITS ETF Accumulating (MWRE.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.
| MWRE.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.60 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 6.92 | -3.30 |
| Martin ratioReturn relative to average drawdown | 14.47 | 26.41 | -11.94 |
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
| MWRE.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 3.41 | -1.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 1.05 | +0.03 |
Drawdowns
MWRE.DE vs. CBUI.DE - Drawdown Comparison
The maximum MWRE.DE drawdown since its inception was -21.68%, 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 MWRE.DE and CBUI.DE.
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Drawdown Indicators
| MWRE.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.68% | -19.48% | -2.20% |
Max Drawdown (1Y)Largest decline over 1 year | -6.53% | -6.34% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.48% | — |
Current DrawdownCurrent decline from peak | -0.33% | -0.22% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -3.23% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 1.67% | -0.03% |
Volatility
MWRE.DE vs. CBUI.DE - Volatility Comparison
The current volatility for Amundi Core MSCI World UCITS ETF Accumulating (MWRE.DE) is 2.56%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that MWRE.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
| MWRE.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 3.73% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 9.76% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.18% | 12.88% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.25% | 14.21% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.25% | 14.21% | +1.04% |
MWRE.DE vs. CBUI.DE - Expense Ratio Comparison
MWRE.DE has a 0.12% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.
Dividends
MWRE.DE vs. CBUI.DE - Dividend Comparison
Neither MWRE.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
MWRE.DE and CBUI.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, MWRE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWRE.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for CBUI.DE.
MWRE.DE tracks MSCI World, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for MWRE.DE and 0.30% for CBUI.DE.
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