S6DW.DE vs. CBUG.DE
S6DW.DE (iShares MSCI World ESG Screened UCITS ETF USD (Dist)) and CBUG.DE (iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist)) are both Global Equities funds from iShares - S6DW.DE tracks the MSCI World ESG Screened while CBUG.DE tracks the MSCI ACWI SMID NR USD. Both are passively managed. Over the past 3 years, S6DW.DE returned 18.05%/yr vs 13.75%/yr for CBUG.DE. Their correlation of 0.85 suggests significant overlap in exposure. S6DW.DE charges 0.20%/yr vs 0.10%/yr for CBUG.DE.
Performance
S6DW.DE vs. CBUG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, S6DW.DE achieves a 10.73% return, which is significantly lower than CBUG.DE's 14.43% return.
S6DW.DE
- 1D
- -0.04%
- 1M
- 3.95%
- YTD
- 10.73%
- 6M
- 10.58%
- 1Y
- 23.93%
- 3Y*
- 18.05%
- 5Y*
- 13.09%
- 10Y*
- —
CBUG.DE
- 1D
- 0.52%
- 1M
- 2.87%
- YTD
- 14.43%
- 6M
- 15.29%
- 1Y
- 28.47%
- 3Y*
- 13.75%
- 5Y*
- —
- 10Y*
- —
S6DW.DE vs. CBUG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
S6DW.DE iShares MSCI World ESG Screened UCITS ETF USD (Dist) | 10.73% | 7.69% | 27.33% | 22.28% | -15.33% | 3.32% |
CBUG.DE iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) | 14.43% | 6.47% | 13.17% | 11.34% | -14.17% | 2.96% |
Correlation
The correlation between S6DW.DE and CBUG.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2021 | 0.85 |
The correlation between S6DW.DE and CBUG.DE has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.
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Return for Risk
S6DW.DE vs. CBUG.DE — Risk / Return Rank
S6DW.DE
CBUG.DE
S6DW.DE vs. CBUG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) and iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.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.
| S6DW.DE | CBUG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 3.94 | -0.84 |
| Martin ratioReturn relative to average drawdown | 12.18 | 14.66 | -2.49 |
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
| S6DW.DE | CBUG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.04 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.42 | +0.44 |
Drawdowns
S6DW.DE vs. CBUG.DE - Drawdown Comparison
The maximum S6DW.DE drawdown since its inception was -33.13%, which is greater than CBUG.DE's maximum drawdown of -24.59%. Use the drawdown chart below to compare losses from any high point for S6DW.DE and CBUG.DE.
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Drawdown Indicators
| S6DW.DE | CBUG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.13% | -24.59% | -8.54% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -7.21% | -0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -22.30% | -24.59% | +2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | — | — |
Current DrawdownCurrent decline from peak | -0.44% | 0.00% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -7.48% | +2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.94% | +0.03% |
Volatility
S6DW.DE vs. CBUG.DE - Volatility Comparison
The current volatility for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) is 2.85%, while iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) has a volatility of 3.41%. This indicates that S6DW.DE experiences smaller price fluctuations and is considered to be less risky than CBUG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| S6DW.DE | CBUG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 3.41% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 9.78% | -1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 13.90% | -1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 16.71% | -2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 16.71% | -0.34% |
S6DW.DE vs. CBUG.DE - Expense Ratio Comparison
S6DW.DE has a 0.20% expense ratio, which is higher than CBUG.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
S6DW.DE vs. CBUG.DE - Dividend Comparison
S6DW.DE's dividend yield for the trailing twelve months is around 0.87%, while CBUG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CBUG.DE iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
S6DW.DE iShares MSCI World ESG Screened UCITS ETF USD (Dist) | 0.87% | 0.96% | 1.18% | 1.31% | 1.59% | 1.01% | 1.15% | 1.56% | 0.18% |
Frequently Asked Questions
S6DW.DE and CBUG.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CBUG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CBUG.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for S6DW.DE.
S6DW.DE tracks MSCI World ESG Screened, while CBUG.DE tracks MSCI ACWI SMID NR USD. Their fees differ too: 0.20% for S6DW.DE and 0.10% for CBUG.DE.
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