XDEB.DE vs. CBUI.DE
XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - XDEB.DE tracks the MSCI ACWI NR USD while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, XDEB.DE returned 6.45%/yr vs 21.76%/yr for CBUI.DE. A 0.60 correlation means they provide meaningful diversification when combined. XDEB.DE charges 0.25%/yr vs 0.30%/yr for CBUI.DE.
Performance
XDEB.DE vs. CBUI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDEB.DE achieves a 1.74% return, which is significantly lower than CBUI.DE's 20.05% return.
XDEB.DE
- 1D
- -0.04%
- 1M
- 1.84%
- YTD
- 1.74%
- 6M
- 1.64%
- 1Y
- 0.46%
- 3Y*
- 6.45%
- 5Y*
- 6.21%
- 10Y*
- 6.88%
CBUI.DE
- 1D
- 0.22%
- 1M
- 6.94%
- YTD
- 20.05%
- 6M
- 22.25%
- 1Y
- 43.77%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
XDEB.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 1.74% | -1.27% | 17.83% | 3.66% | -4.06% | 5.72% |
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 XDEB.DE and CBUI.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.60 |
Over the past year, the correlation between XDEB.DE and CBUI.DE has dropped to 0.30 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDEB.DE vs. CBUI.DE — Risk / Return Rank
XDEB.DE
CBUI.DE
XDEB.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.
| XDEB.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.42 | ||
| Sortino ratioReturn per unit of downside risk | -4.69 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.60 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 6.92 | -6.94 |
| Martin ratioReturn relative to average drawdown | -0.03 | 26.41 | -26.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XDEB.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 3.41 | -3.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 1.05 | -0.36 |
Drawdowns
XDEB.DE vs. CBUI.DE - Drawdown Comparison
The maximum XDEB.DE drawdown since its inception was -28.57%, 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 XDEB.DE and CBUI.DE.
Loading charts...
Drawdown Indicators
| XDEB.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.57% | -19.48% | -9.09% |
Max Drawdown (1Y)Largest decline over 1 year | -5.31% | -6.34% | +1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -13.02% | -19.48% | +6.46% |
Max Drawdown (5Y)Largest decline over 5 years | -13.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.57% | — | — |
Current DrawdownCurrent decline from peak | -6.53% | -0.22% | -6.31% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -3.23% | -1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 1.67% | +0.70% |
Volatility
XDEB.DE vs. CBUI.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) is 2.63%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that XDEB.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.
Loading charts...
Volatility by Period
| XDEB.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 3.73% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 5.56% | 9.76% | -4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.86% | 12.88% | -5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.16% | 14.21% | -4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.03% | 14.21% | -2.18% |
XDEB.DE vs. CBUI.DE - Expense Ratio Comparison
XDEB.DE has a 0.25% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.
Dividends
XDEB.DE vs. CBUI.DE - Dividend Comparison
Neither XDEB.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEB.DE and CBUI.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEB.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for CBUI.DE.
XDEB.DE tracks MSCI ACWI NR USD, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select. They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEB.DE and 0.30% for CBUI.DE.
Find the right allocation for XDEB.DE and CBUI.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer