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WH2E.DE vs. CBUF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WH2E.DE vs. CBUF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.DE) and iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.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, WH2E.DE achieves a -3.24% return, which is significantly lower than CBUF.DE's -2.22% return.


WH2E.DE

1D
2.76%
1M
4.70%
YTD
-3.24%
6M
-2.41%
1Y
10.18%
3Y*
3.13%
5Y*
10Y*

CBUF.DE

1D
2.74%
1M
3.91%
YTD
-2.22%
6M
-1.50%
1Y
7.40%
3Y*
0.62%
5Y*
4.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WH2E.DE vs. CBUF.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc
-3.24%2.78%7.94%1.68%
CBUF.DE
iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist
-2.22%2.56%0.75%0.57%

Correlation

The correlation between WH2E.DE and CBUF.DE is 0.94, 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

0.94

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

0.93

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.93

The correlation between WH2E.DE and CBUF.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

WH2E.DE vs. CBUF.DE — Risk / Return Rank

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

WH2E.DE
WH2E.DE Risk / Return Rank: 2121
Overall Rank
WH2E.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
WH2E.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
WH2E.DE Omega Ratio Rank: 2020
Omega Ratio Rank
WH2E.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
WH2E.DE Martin Ratio Rank: 2020
Martin Ratio Rank

CBUF.DE
CBUF.DE Risk / Return Rank: 1717
Overall Rank
CBUF.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CBUF.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
CBUF.DE Omega Ratio Rank: 1717
Omega Ratio Rank
CBUF.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
CBUF.DE Martin Ratio Rank: 1717
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.

WH2E.DE vs. CBUF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.DE) and iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.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.


WH2E.DECBUF.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.13

1.10

+0.03

Calmar ratioReturn relative to maximum drawdown

0.83

0.68

+0.15

Martin ratioReturn relative to average drawdown

2.15

1.56

+0.59

WH2E.DE vs. CBUF.DE - Sharpe Ratio Comparison

The current WH2E.DE Sharpe Ratio is 0.68, which is comparable to the CBUF.DE Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of WH2E.DE and CBUF.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


WH2E.DECBUF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.53

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.44

-0.24

Drawdowns

WH2E.DE vs. CBUF.DE - Drawdown Comparison

The maximum WH2E.DE drawdown since its inception was -22.19%, smaller than the maximum CBUF.DE drawdown of -25.94%. Use the drawdown chart below to compare losses from any high point for WH2E.DE and CBUF.DE.


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Drawdown Indicators


WH2E.DECBUF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-25.94%

+3.75%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-10.87%

-1.36%

Max Drawdown (3Y)

Largest decline over 3 years

-22.19%

-21.76%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-21.76%

Current Drawdown

Current decline from peak

-10.45%

-9.66%

-0.79%

Average Drawdown

Average peak-to-trough decline

-6.94%

-5.65%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

4.74%

-0.01%

Volatility

WH2E.DE vs. CBUF.DE - Volatility Comparison

Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.DE) and iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.DE) have volatilities of 5.21% and 4.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WH2E.DECBUF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

4.98%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

9.70%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

13.98%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

13.60%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.91%

15.36%

-1.45%

WH2E.DE vs. CBUF.DE - Expense Ratio Comparison

Both WH2E.DE and CBUF.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

WH2E.DE vs. CBUF.DE - Dividend Comparison

WH2E.DE has not paid dividends to shareholders, while CBUF.DE's dividend yield for the trailing twelve months is around 1.08%.


PositionTTM2025202420232022202120202019
CBUF.DE
iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist
1.08%1.06%1.02%1.16%1.09%1.05%1.27%0.10%
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, WH2E.DE and CBUF.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WH2E.DE and CBUF.DE have the same expense ratio: 0.18% per year.

WH2E.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Health Care, while CBUF.DE tracks MSCI World Health Care ESG Reduced Carbon Select 20 35 Capped. They also come from different issuers: Invesco and iShares.

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