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OM3F.DE vs. CBUP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OM3F.DE vs. CBUP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) (OM3F.DE) and iShares € Green Bond UCITS ETF EUR (Acc) (CBUP.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, OM3F.DE achieves a 0.56% return, which is significantly higher than CBUP.DE's 0.05% return.


OM3F.DE

1D
0.00%
1M
-0.42%
6M
0.13%
YTD
0.56%
1Y
1.34%
3Y*
4.41%
5Y*
-0.12%
10Y*

CBUP.DE

1D
0.00%
1M
-0.47%
6M
-0.37%
YTD
0.05%
1Y
0.83%
3Y*
2.94%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OM3F.DE vs. CBUP.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
OM3F.DE
iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist)
0.56%3.04%4.13%7.20%-6.29%
CBUP.DE
iShares € Green Bond UCITS ETF EUR (Acc)
0.05%0.99%2.05%7.83%-11.21%

Correlation

The correlation between OM3F.DE and CBUP.DE is 0.77, 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

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2022

0.81

The correlation between OM3F.DE and CBUP.DE has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

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Return for Risk

OM3F.DE vs. CBUP.DE — Risk / Return Rank

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

OM3F.DE
OM3F.DE Risk / Return Rank: 1616
Overall Rank
OM3F.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
OM3F.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
OM3F.DE Omega Ratio Rank: 1414
Omega Ratio Rank
OM3F.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
OM3F.DE Martin Ratio Rank: 1818
Martin Ratio Rank

CBUP.DE
CBUP.DE Risk / Return Rank: 1212
Overall Rank
CBUP.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CBUP.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
CBUP.DE Omega Ratio Rank: 1111
Omega Ratio Rank
CBUP.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
CBUP.DE Martin Ratio Rank: 1313
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.

OM3F.DE vs. CBUP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) (OM3F.DE) and iShares € Green Bond UCITS ETF EUR (Acc) (CBUP.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.


OM3F.DECBUP.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.08

1.04

+0.04

Calmar ratioReturn relative to maximum drawdown

0.49

0.26

+0.24

Martin ratioReturn relative to average drawdown

1.62

0.66

+0.95

OM3F.DE vs. CBUP.DE - Sharpe Ratio Comparison

The current OM3F.DE Sharpe Ratio is 0.37, which is higher than the CBUP.DE Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of OM3F.DE and CBUP.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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Drawdowns

OM3F.DE vs. CBUP.DE - Drawdown Comparison

The maximum OM3F.DE drawdown since its inception was -16.89%, which is greater than CBUP.DE's maximum drawdown of -12.62%. Use the drawdown chart below to compare losses from any high point for OM3F.DE and CBUP.DE.


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Drawdown Indicators


OM3F.DECBUP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.89%

-12.62%

-4.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-3.19%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-2.71%

-3.58%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-16.89%

Current Drawdown

Current decline from peak

-1.13%

-1.80%

+0.67%

Average Drawdown

Average peak-to-trough decline

-4.72%

-5.07%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

1.25%

-0.42%

Volatility

OM3F.DE vs. CBUP.DE - Volatility Comparison

The current volatility for iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) (OM3F.DE) is 0.81%, while iShares € Green Bond UCITS ETF EUR (Acc) (CBUP.DE) has a volatility of 1.25%. This indicates that OM3F.DE experiences smaller price fluctuations and is considered to be less risky than CBUP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OM3F.DECBUP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

1.25%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

3.65%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.64%

4.18%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.82%

5.88%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.39%

5.88%

-0.49%

OM3F.DE vs. CBUP.DE - Expense Ratio Comparison

OM3F.DE has a 0.15% expense ratio, which is lower than CBUP.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

OM3F.DE vs. CBUP.DE - Dividend Comparison

OM3F.DE's dividend yield for the trailing twelve months is around 3.28%, while CBUP.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
CBUP.DE
iShares € Green Bond UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OM3F.DE
iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist)
3.28%3.23%3.19%2.52%0.82%0.47%0.57%0.77%0.30%

Frequently Asked Questions


OM3F.DE and CBUP.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OM3F.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OM3F.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for CBUP.DE.

OM3F.DE tracks Bloomberg MSCI Euro Corporate Sustainable SRI Index, while CBUP.DE tracks Bloomberg MSCI Euro Green Bond SRI (including Nuclear Power) Index. Their fees differ too: 0.15% for OM3F.DE and 0.20% for CBUP.DE.

Portfolio Optimizer

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