SXR0.DE vs. CBUG.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and CBUG.DE (iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist)) are both Global Equities funds from iShares - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while CBUG.DE tracks the MSCI ACWI SMID NR USD. Both are passively managed. Over the past 3 years, SXR0.DE returned 8.50%/yr vs 13.21%/yr for CBUG.DE. A 0.57 correlation means they provide meaningful diversification when combined. SXR0.DE charges 0.35%/yr vs 0.10%/yr for CBUG.DE.
Performance
SXR0.DE vs. CBUG.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXR0.DE achieves a 2.62% return, which is significantly lower than CBUG.DE's 15.46% return.
SXR0.DE
- 1D
- 0.70%
- 1M
- 2.14%
- 6M
- 2.74%
- YTD
- 2.62%
- 1Y
- 4.36%
- 3Y*
- 8.50%
- 5Y*
- 4.62%
- 10Y*
- —
CBUG.DE
- 1D
- -1.14%
- 1M
- -0.82%
- 6M
- 9.01%
- YTD
- 15.46%
- 1Y
- 25.78%
- 3Y*
- 13.21%
- 5Y*
- —
- 10Y*
- —
SXR0.DE vs. CBUG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.62% | 7.02% | 13.29% | 5.81% | -9.67% | 2.70% |
CBUG.DE iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) | 15.46% | 6.50% | 13.10% | 11.25% | -14.07% | 2.02% |
Correlation
The correlation between SXR0.DE and CBUG.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2021 | 0.57 |
Over the past year, the correlation between SXR0.DE and CBUG.DE has dropped to 0.27 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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
SXR0.DE vs. CBUG.DE — Risk / Return Rank
SXR0.DE
CBUG.DE
SXR0.DE vs. CBUG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.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.
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.
| SXR0.DE | CBUG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.33 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 3.54 | -2.72 |
| Martin ratioReturn relative to average drawdown | 1.77 | 13.20 | -11.43 |
Loading charts...
Drawdowns
SXR0.DE vs. CBUG.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, which is greater than CBUG.DE's maximum drawdown of -24.57%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and CBUG.DE.
Loading charts...
Drawdown Indicators
| SXR0.DE | CBUG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -24.57% | -3.16% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -7.24% | +1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -24.57% | +15.39% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | — | — |
Current DrawdownCurrent decline from peak | -1.49% | -3.20% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -7.33% | +3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.95% | +0.51% |
Volatility
SXR0.DE vs. CBUG.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) is 2.16%, while iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) has a volatility of 3.96%. This indicates that SXR0.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.
Loading charts...
Volatility by Period
| SXR0.DE | CBUG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.16% | 3.96% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 5.96% | 10.22% | -4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.21% | 14.13% | -5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 16.64% | -6.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.60% | 16.64% | -5.04% |
SXR0.DE vs. CBUG.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is higher than CBUG.DE's 0.10% expense ratio.
Dividends
SXR0.DE vs. CBUG.DE - Dividend Comparison
Neither SXR0.DE nor CBUG.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR0.DE and CBUG.DE have a correlation of 0.27, 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 0.35% for SXR0.DE.
SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while CBUG.DE tracks MSCI ACWI SMID NR USD. Their fees differ too: 0.35% for SXR0.DE and 0.10% for CBUG.DE.
Find the right allocation for SXR0.DE and CBUG.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