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SPYU.DE vs. CBUX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYU.DE vs. CBUX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) and iShares Global Infrastructure UCITS ETF USD (Acc) (CBUX.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, SPYU.DE achieves a 13.06% return, which is significantly higher than CBUX.DE's 10.28% return.


SPYU.DE

1D
-0.28%
1M
-3.21%
YTD
13.06%
6M
14.80%
1Y
27.08%
3Y*
16.61%
5Y*
11.82%
10Y*
10.70%

CBUX.DE

1D
-1.34%
1M
-2.15%
YTD
10.28%
6M
8.97%
1Y
12.32%
3Y*
8.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYU.DE vs. CBUX.DE - Yearly Performance Comparison


2026 (YTD)202520242023
SPYU.DE
SPDR MSCI Europe Utilities UCITS ETF
13.06%34.39%0.99%8.83%
CBUX.DE
iShares Global Infrastructure UCITS ETF USD (Acc)
10.28%0.69%14.63%-1.37%

Correlation

The correlation between SPYU.DE and CBUX.DE is 0.53, 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

0.53

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

0.52

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2023

0.52

The correlation between SPYU.DE and CBUX.DE has been stable across timeframes, ranging from 0.52 to 0.53 - a consistent structural relationship.

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Return for Risk

SPYU.DE vs. CBUX.DE — Risk / Return Rank

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

SPYU.DE
SPYU.DE Risk / Return Rank: 5757
Overall Rank
SPYU.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SPYU.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPYU.DE Omega Ratio Rank: 5353
Omega Ratio Rank
SPYU.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
SPYU.DE Martin Ratio Rank: 5858
Martin Ratio Rank

CBUX.DE
CBUX.DE Risk / Return Rank: 4040
Overall Rank
CBUX.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CBUX.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
CBUX.DE Omega Ratio Rank: 3131
Omega Ratio Rank
CBUX.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
CBUX.DE Martin Ratio Rank: 4141
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.

SPYU.DE vs. CBUX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) and iShares Global Infrastructure UCITS ETF USD (Acc) (CBUX.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.


SPYU.DECBUX.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.33

1.20

+0.12

Calmar ratioReturn relative to maximum drawdown

3.59

2.91

+0.68

Martin ratioReturn relative to average drawdown

10.13

6.42

+3.71

SPYU.DE vs. CBUX.DE - Sharpe Ratio Comparison

The current SPYU.DE Sharpe Ratio is 1.79, which is higher than the CBUX.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of SPYU.DE and CBUX.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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Sharpe Ratios by Period


SPYU.DECBUX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.18

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.60

-0.03

Drawdowns

SPYU.DE vs. CBUX.DE - Drawdown Comparison

The maximum SPYU.DE drawdown since its inception was -32.98%, which is greater than CBUX.DE's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for SPYU.DE and CBUX.DE.


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Drawdown Indicators


SPYU.DECBUX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.98%

-14.94%

-18.04%

Max Drawdown (1Y)

Largest decline over 1 year

-7.43%

-4.22%

-3.21%

Max Drawdown (3Y)

Largest decline over 3 years

-13.44%

-14.94%

+1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-22.28%

Max Drawdown (10Y)

Largest decline over 10 years

-32.98%

Current Drawdown

Current decline from peak

-5.24%

-3.33%

-1.91%

Average Drawdown

Average peak-to-trough decline

-5.63%

-3.81%

-1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

1.91%

+0.72%

Volatility

SPYU.DE vs. CBUX.DE - Volatility Comparison

SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) has a higher volatility of 5.85% compared to iShares Global Infrastructure UCITS ETF USD (Acc) (CBUX.DE) at 3.92%. This indicates that SPYU.DE's price experiences larger fluctuations and is considered to be riskier than CBUX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYU.DECBUX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

3.92%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

12.96%

8.63%

+4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

10.36%

+4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

11.93%

+4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

11.93%

+5.12%

SPYU.DE vs. CBUX.DE - Expense Ratio Comparison

SPYU.DE has a 0.18% expense ratio, which is lower than CBUX.DE's 0.65% expense ratio.


Dividends

SPYU.DE vs. CBUX.DE - Dividend Comparison

Neither SPYU.DE nor CBUX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYU.DE and CBUX.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYU.DE is cheaper with a 0.18% expense ratio, compared with 0.65% for CBUX.DE.

SPYU.DE tracks MSCI Europe Utilities 20/35 Capped, while CBUX.DE tracks FTSE Global Core Infrastructure Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for SPYU.DE and 0.65% for CBUX.DE.

Portfolio Optimizer

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