XAMB.DE vs. CBUI.DE
XAMB.DE (Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - XAMB.DE tracks the MSCI World SRI Filtered PAB while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, XAMB.DE returned 12.56%/yr vs 21.76%/yr for CBUI.DE. Their correlation of 0.88 suggests significant overlap in exposure. XAMB.DE charges 0.18%/yr vs 0.30%/yr for CBUI.DE.
Performance
XAMB.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XAMB.DE achieves a 13.11% return, which is significantly lower than CBUI.DE's 20.05% return.
XAMB.DE
- 1D
- 0.27%
- 1M
- 6.31%
- YTD
- 13.11%
- 6M
- 13.74%
- 1Y
- 20.74%
- 3Y*
- 12.56%
- 5Y*
- 10.09%
- 10Y*
- —
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
XAMB.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XAMB.DE Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc | 13.11% | 2.25% | 15.42% | 20.65% | -17.81% | 5.13% |
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 XAMB.DE and CBUI.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.88 |
The correlation between XAMB.DE and CBUI.DE has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.
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Return for Risk
XAMB.DE vs. CBUI.DE — Risk / Return Rank
XAMB.DE
CBUI.DE
XAMB.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.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.
| XAMB.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.60 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 6.92 | -4.43 |
| Martin ratioReturn relative to average drawdown | 9.16 | 26.41 | -17.25 |
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
| XAMB.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 3.41 | -1.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 1.05 | -0.31 |
Drawdowns
XAMB.DE vs. CBUI.DE - Drawdown Comparison
The maximum XAMB.DE drawdown since its inception was -31.83%, 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 XAMB.DE and CBUI.DE.
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Drawdown Indicators
| XAMB.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -19.48% | -12.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -6.34% | -1.94% |
Max Drawdown (3Y)Largest decline over 3 years | -22.09% | -19.48% | -2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -22.09% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.22% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -3.23% | -2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 1.67% | +0.59% |
Volatility
XAMB.DE vs. CBUI.DE - Volatility Comparison
Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) and iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) have volatilities of 3.89% and 3.73%, 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
| XAMB.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 3.73% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 9.76% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 12.88% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 14.21% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 14.21% | +2.19% |
XAMB.DE vs. CBUI.DE - Expense Ratio Comparison
XAMB.DE has a 0.18% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.
Dividends
XAMB.DE vs. CBUI.DE - Dividend Comparison
Neither XAMB.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
XAMB.DE and CBUI.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XAMB.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XAMB.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for CBUI.DE.
XAMB.DE tracks MSCI World SRI Filtered PAB, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for XAMB.DE and 0.30% for CBUI.DE.
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