TSWE.DE vs. CBUI.DE
TSWE.DE (VanEck Sustainable World Equal Weight UCITS ETF A) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - TSWE.DE tracks the Solactive Sustainable World Equity while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, TSWE.DE returned 17.12%/yr vs 21.76%/yr for CBUI.DE. Their correlation of 0.88 suggests significant overlap in exposure. TSWE.DE charges 0.20%/yr vs 0.30%/yr for CBUI.DE.
Performance
TSWE.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, TSWE.DE achieves a 13.30% return, which is significantly lower than CBUI.DE's 20.05% return.
TSWE.DE
- 1D
- -0.01%
- 1M
- 6.60%
- YTD
- 13.30%
- 6M
- 15.30%
- 1Y
- 25.79%
- 3Y*
- 17.12%
- 5Y*
- 11.66%
- 10Y*
- —
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
TSWE.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TSWE.DE VanEck Sustainable World Equal Weight UCITS ETF A | 13.30% | 13.87% | 16.42% | 16.27% | -13.06% | 4.08% |
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 TSWE.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 | 0.85 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.88 |
The correlation between TSWE.DE and CBUI.DE has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.
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Return for Risk
TSWE.DE vs. CBUI.DE — Risk / Return Rank
TSWE.DE
CBUI.DE
TSWE.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.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.
| TSWE.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.60 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 6.92 | -3.72 |
| Martin ratioReturn relative to average drawdown | 12.60 | 26.41 | -13.81 |
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
| TSWE.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 3.41 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 1.05 | -0.23 |
Drawdowns
TSWE.DE vs. CBUI.DE - Drawdown Comparison
The maximum TSWE.DE drawdown since its inception was -33.61%, 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 TSWE.DE and CBUI.DE.
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Drawdown Indicators
| TSWE.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.61% | -19.48% | -14.13% |
Max Drawdown (1Y)Largest decline over 1 year | -8.03% | -6.34% | -1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -19.69% | -19.48% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | — | — |
Current DrawdownCurrent decline from peak | -0.11% | -0.22% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -3.23% | -1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.67% | +0.37% |
Volatility
TSWE.DE vs. CBUI.DE - Volatility Comparison
The current volatility for VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) is 3.04%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that TSWE.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
| TSWE.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 3.73% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | 9.76% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 12.88% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.69% | 14.21% | -0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.89% | 14.21% | +1.68% |
TSWE.DE vs. CBUI.DE - Expense Ratio Comparison
TSWE.DE has a 0.20% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.
Dividends
TSWE.DE vs. CBUI.DE - Dividend Comparison
TSWE.DE's dividend yield for the trailing twelve months is around 1.83%, while CBUI.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
TSWE.DE VanEck Sustainable World Equal Weight UCITS ETF A | 1.83% | 1.94% | 2.19% | 2.22% | 2.37% | 1.63% | 1.87% | 2.32% |
Frequently Asked Questions
TSWE.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, TSWE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TSWE.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for CBUI.DE.
TSWE.DE tracks Solactive Sustainable World Equity, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.20% for TSWE.DE and 0.30% for CBUI.DE.
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