PSWD.DE vs. CBUI.DE
PSWD.DE (Invesco FTSE RAFI All World 3000 UCITS ETF) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - PSWD.DE tracks the FTSE RAFI All-World 3000 while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, PSWD.DE returned 18.93%/yr vs 21.76%/yr for CBUI.DE. Their correlation of 0.89 suggests significant overlap in exposure. PSWD.DE charges 0.39%/yr vs 0.30%/yr for CBUI.DE.
Performance
PSWD.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PSWD.DE achieves a 16.46% return, which is significantly lower than CBUI.DE's 20.05% return.
PSWD.DE
- 1D
- -0.19%
- 1M
- 4.72%
- YTD
- 16.46%
- 6M
- 17.75%
- 1Y
- 32.88%
- 3Y*
- 18.93%
- 5Y*
- 13.34%
- 10Y*
- 11.86%
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
PSWD.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PSWD.DE Invesco FTSE RAFI All World 3000 UCITS ETF | 16.46% | 14.64% | 17.68% | 12.73% | -3.63% | 3.77% |
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 PSWD.DE and CBUI.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.89 |
The correlation between PSWD.DE and CBUI.DE has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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Return for Risk
PSWD.DE vs. CBUI.DE — Risk / Return Rank
PSWD.DE
CBUI.DE
PSWD.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.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.
| PSWD.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.60 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 5.56 | 6.92 | -1.36 |
| Martin ratioReturn relative to average drawdown | 22.39 | 26.41 | -4.02 |
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
| PSWD.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.10 | 3.41 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 1.05 | -0.37 |
Drawdowns
PSWD.DE vs. CBUI.DE - Drawdown Comparison
The maximum PSWD.DE drawdown since its inception was -36.39%, 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 PSWD.DE and CBUI.DE.
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Drawdown Indicators
| PSWD.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.39% | -19.48% | -16.91% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -6.34% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -18.19% | -19.48% | +1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -18.19% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.39% | — | — |
Current DrawdownCurrent decline from peak | -0.31% | -0.22% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -3.23% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 1.67% | -0.21% |
Volatility
PSWD.DE vs. CBUI.DE - Volatility Comparison
The current volatility for Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) is 3.08%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that PSWD.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
| PSWD.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 3.73% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 9.76% | -1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.54% | 12.88% | -2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.16% | 14.21% | -1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.19% | 14.21% | +0.98% |
PSWD.DE vs. CBUI.DE - Expense Ratio Comparison
PSWD.DE has a 0.39% expense ratio, which is higher than CBUI.DE's 0.30% expense ratio.
Dividends
PSWD.DE vs. CBUI.DE - Dividend Comparison
PSWD.DE's dividend yield for the trailing twelve months is around 1.75%, while CBUI.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PSWD.DE Invesco FTSE RAFI All World 3000 UCITS ETF | 1.75% | 2.03% | 2.27% | 2.48% | 2.66% | 1.92% | 1.98% | 2.37% | 2.56% | 2.06% | 1.97% | 2.02% |
Frequently Asked Questions
PSWD.DE and CBUI.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CBUI.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CBUI.DE is cheaper with a 0.30% expense ratio, compared with 0.39% for PSWD.DE.
PSWD.DE tracks FTSE RAFI All-World 3000, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for PSWD.DE and 0.30% for CBUI.DE.
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