MWSH.DE vs. CBUI.DE
MWSH.DE (Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc)) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - MWSH.DE tracks the MSCI World SRI Filtered PAB Index (EUR Hedged) while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, MWSH.DE returned 13.76%/yr vs 21.30%/yr for CBUI.DE. A 0.75 correlation means they provide meaningful diversification when combined. MWSH.DE charges 0.20%/yr vs 0.30%/yr for CBUI.DE.
Performance
MWSH.DE vs. CBUI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MWSH.DE achieves a 14.77% return, which is significantly lower than CBUI.DE's 20.99% return.
MWSH.DE
- 1D
- 1.04%
- 1M
- 3.30%
- 6M
- 14.95%
- YTD
- 14.77%
- 1Y
- 21.64%
- 3Y*
- 13.76%
- 5Y*
- 8.73%
- 10Y*
- —
CBUI.DE
- 1D
- 0.73%
- 1M
- 1.10%
- 6M
- 20.12%
- YTD
- 20.99%
- 1Y
- 41.88%
- 3Y*
- 21.30%
- 5Y*
- —
- 10Y*
- —
MWSH.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MWSH.DE Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc) | 14.77% | 10.75% | 10.70% | 22.47% | -22.12% | 4.78% |
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 20.99% | 20.99% | 13.86% | 15.81% | -6.11% | 7.26% |
Correlation
The correlation between MWSH.DE and CBUI.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2021 | 0.75 |
The correlation between MWSH.DE and CBUI.DE has been stable across timeframes, ranging from 0.71 to 0.75 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MWSH.DE vs. CBUI.DE — Risk / Return Rank
MWSH.DE
CBUI.DE
MWSH.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc) (MWSH.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MWSH.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.56 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 6.62 | -4.32 |
| Martin ratioReturn relative to average drawdown | 8.99 | 25.36 | -16.37 |
Loading charts...
Drawdowns
MWSH.DE vs. CBUI.DE - Drawdown Comparison
The maximum MWSH.DE drawdown since its inception was -26.96%, which is greater than CBUI.DE's maximum drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for MWSH.DE and CBUI.DE.
Loading charts...
Drawdown Indicators
| MWSH.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.96% | -19.51% | -7.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | -6.29% | -3.04% |
Max Drawdown (3Y)Largest decline over 3 years | -19.08% | -19.51% | +0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -26.96% | — | — |
Current DrawdownCurrent decline from peak | -0.75% | -0.12% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -3.18% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 1.65% | +0.75% |
Volatility
MWSH.DE vs. CBUI.DE - Volatility Comparison
Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc) (MWSH.DE) has a higher volatility of 4.84% compared to iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) at 3.33%. This indicates that MWSH.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.
Loading charts...
Volatility by Period
| MWSH.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 3.33% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 9.91% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.19% | 13.05% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 14.17% | +2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 14.17% | +2.16% |
MWSH.DE vs. CBUI.DE - Expense Ratio Comparison
MWSH.DE has a 0.20% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.
Dividends
MWSH.DE vs. CBUI.DE - Dividend Comparison
Neither MWSH.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
MWSH.DE and CBUI.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWSH.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWSH.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for CBUI.DE.
MWSH.DE tracks MSCI World SRI Filtered PAB Index (EUR Hedged), 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: 0.20% for MWSH.DE and 0.30% for CBUI.DE.
Find the right allocation for MWSH.DE and CBUI.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer