SXR0.DE vs. CBUI.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds from iShares - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, SXR0.DE returned 8.28%/yr vs 21.30%/yr for CBUI.DE. A 0.60 correlation means they provide meaningful diversification when combined. SXR0.DE charges 0.35%/yr vs 0.30%/yr for CBUI.DE.
Performance
SXR0.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR0.DE achieves a 2.15% return, which is significantly lower than CBUI.DE's 20.99% return.
SXR0.DE
- 1D
- 0.23%
- 1M
- 1.78%
- 6M
- 3.00%
- YTD
- 2.15%
- 1Y
- 2.76%
- 3Y*
- 8.28%
- 5Y*
- 4.77%
- 10Y*
- —
CBUI.DE
- 1D
- 0.73%
- 1M
- 1.10%
- 6M
- 20.12%
- YTD
- 20.99%
- 1Y
- 41.88%
- 3Y*
- 21.30%
- 5Y*
- —
- 10Y*
- —
SXR0.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.15% | 7.02% | 13.29% | 5.81% | -9.67% | 4.32% |
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 20.99% | 20.99% | 13.86% | 15.81% | -6.11% | 7.26% |
Correlation
The correlation between SXR0.DE and CBUI.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2021 | 0.60 |
Over the past year, the correlation between SXR0.DE and CBUI.DE has dropped to 0.26 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
SXR0.DE vs. CBUI.DE — Risk / Return Rank
SXR0.DE
CBUI.DE
SXR0.DE vs. CBUI.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 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.
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 | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.86 | ||
| Sortino ratioReturn per unit of downside risk | -3.98 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.56 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 6.62 | -6.10 |
| Martin ratioReturn relative to average drawdown | 1.13 | 25.36 | -24.23 |
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Drawdowns
SXR0.DE vs. CBUI.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, which is greater than CBUI.DE's maximum drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and CBUI.DE.
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Drawdown Indicators
| SXR0.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -19.51% | -8.22% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -6.29% | +1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -19.51% | +10.33% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | — | — |
Current DrawdownCurrent decline from peak | -1.95% | -0.12% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -3.18% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.65% | +0.79% |
Volatility
SXR0.DE vs. CBUI.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) is 2.35%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.33%. This indicates that SXR0.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
| SXR0.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 3.33% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 9.91% | -4.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 13.05% | -4.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 14.17% | -4.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.61% | 14.17% | -2.56% |
SXR0.DE vs. CBUI.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is higher than CBUI.DE's 0.30% expense ratio.
Dividends
SXR0.DE vs. CBUI.DE - Dividend Comparison
Neither SXR0.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR0.DE and CBUI.DE have a correlation of 0.26, 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 0.35% for SXR0.DE.
SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select. Their fees differ too: 0.35% for SXR0.DE and 0.30% for CBUI.DE.
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