V3AA.DE vs. CBUI.DE
V3AA.DE (Vanguard ESG Global All Cap UCITS ETF (USD) Acc) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - V3AA.DE tracks the FTSE Global All Cap Choice Index while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, V3AA.DE returned 17.62%/yr vs 21.76%/yr for CBUI.DE. Their correlation of 0.86 suggests significant overlap in exposure. V3AA.DE charges 0.24%/yr vs 0.30%/yr for CBUI.DE.
Performance
V3AA.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, V3AA.DE achieves a 12.77% return, which is significantly lower than CBUI.DE's 20.05% return.
V3AA.DE
- 1D
- -0.11%
- 1M
- 4.35%
- YTD
- 12.77%
- 6M
- 13.07%
- 1Y
- 26.49%
- 3Y*
- 17.62%
- 5Y*
- 11.33%
- 10Y*
- —
CBUI.DE
- 1D
- 0.22%
- 1M
- 6.94%
- YTD
- 20.05%
- 6M
- 22.25%
- 1Y
- 43.77%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
V3AA.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
V3AA.DE Vanguard ESG Global All Cap UCITS ETF (USD) Acc | 12.77% | 7.60% | 24.41% | 20.63% | -18.04% | 3.82% |
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 V3AA.DE and CBUI.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 | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.87 |
The correlation between V3AA.DE and CBUI.DE has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.
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Return for Risk
V3AA.DE vs. CBUI.DE — Risk / Return Rank
V3AA.DE
CBUI.DE
V3AA.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.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.
| V3AA.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.60 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 6.92 | -3.62 |
| Martin ratioReturn relative to average drawdown | 13.32 | 26.41 | -13.09 |
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
| V3AA.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 3.41 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 1.05 | -0.23 |
Drawdowns
V3AA.DE vs. CBUI.DE - Drawdown Comparison
The maximum V3AA.DE drawdown since its inception was -22.30%, 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 V3AA.DE and CBUI.DE.
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Drawdown Indicators
| V3AA.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.30% | -19.48% | -2.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -6.34% | -1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -22.30% | -19.48% | -2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | — | — |
Current DrawdownCurrent decline from peak | -0.75% | -0.22% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -3.23% | -2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 1.67% | +0.36% |
Volatility
V3AA.DE vs. CBUI.DE - Volatility Comparison
The current volatility for Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE) is 3.38%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that V3AA.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
| V3AA.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 3.73% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 9.76% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 12.88% | -0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 14.21% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.33% | 14.21% | +0.12% |
V3AA.DE vs. CBUI.DE - Expense Ratio Comparison
V3AA.DE has a 0.24% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.
Dividends
V3AA.DE vs. CBUI.DE - Dividend Comparison
Neither V3AA.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
V3AA.DE and CBUI.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, V3AA.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.
V3AA.DE is cheaper with a 0.24% expense ratio, compared with 0.30% for CBUI.DE.
V3AA.DE tracks FTSE Global All Cap Choice Index, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.24% for V3AA.DE and 0.30% for CBUI.DE.
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