XDEM.DE vs. CBUH.DE
XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and CBUH.DE (iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc) are both Momentum funds - XDEM.DE tracks the MSCI World Momentum Index while CBUH.DE tracks the MSCI World Momentum ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, XDEM.DE returned 26.15%/yr vs 22.30%/yr for CBUH.DE. Their correlation of 0.95 suggests significant overlap in exposure. XDEM.DE charges 0.25%/yr vs 0.30%/yr for CBUH.DE.
Performance
XDEM.DE vs. CBUH.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XDEM.DE having a 22.76% return and CBUH.DE slightly lower at 22.41%.
XDEM.DE
- 1D
- -0.95%
- 1M
- 8.67%
- YTD
- 22.76%
- 6M
- 23.73%
- 1Y
- 31.52%
- 3Y*
- 26.15%
- 5Y*
- 14.74%
- 10Y*
- 15.65%
CBUH.DE
- 1D
- -0.51%
- 1M
- 4.74%
- YTD
- 22.41%
- 6M
- 23.42%
- 1Y
- 31.87%
- 3Y*
- 22.30%
- 5Y*
- —
- 10Y*
- —
XDEM.DE vs. CBUH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 22.76% | 8.09% | 38.24% | 8.17% | -13.85% | 1.42% |
CBUH.DE iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc | 22.41% | 7.97% | 28.91% | 13.46% | -17.00% | 0.41% |
Correlation
The correlation between XDEM.DE and CBUH.DE is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.95 |
The correlation between XDEM.DE and CBUH.DE has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.
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Return for Risk
XDEM.DE vs. CBUH.DE — Risk / Return Rank
XDEM.DE
CBUH.DE
XDEM.DE vs. CBUH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) and iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.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.
| XDEM.DE | CBUH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.36 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 3.38 | +0.09 |
| Martin ratioReturn relative to average drawdown | 13.27 | 13.99 | -0.72 |
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
| XDEM.DE | CBUH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.99 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.64 | +0.26 |
Drawdowns
XDEM.DE vs. CBUH.DE - Drawdown Comparison
The maximum XDEM.DE drawdown since its inception was -30.93%, which is greater than CBUH.DE's maximum drawdown of -22.61%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and CBUH.DE.
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Drawdown Indicators
| XDEM.DE | CBUH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.93% | -22.61% | -8.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -9.39% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -23.51% | -22.61% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -23.51% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.93% | — | — |
Current DrawdownCurrent decline from peak | -0.95% | -0.51% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -8.55% | +2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.27% | +0.09% |
Volatility
XDEM.DE vs. CBUH.DE - Volatility Comparison
Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a higher volatility of 5.80% compared to iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.DE) at 4.80%. This indicates that XDEM.DE's price experiences larger fluctuations and is considered to be riskier than CBUH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEM.DE | CBUH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 4.80% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 14.20% | 13.32% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 15.96% | +0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 16.91% | +0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 16.91% | +0.94% |
XDEM.DE vs. CBUH.DE - Expense Ratio Comparison
XDEM.DE has a 0.25% expense ratio, which is lower than CBUH.DE's 0.30% expense ratio.
Dividends
XDEM.DE vs. CBUH.DE - Dividend Comparison
Neither XDEM.DE nor CBUH.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, XDEM.DE and CBUH.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.
On fees, XDEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEM.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for CBUH.DE.
XDEM.DE tracks MSCI World Momentum Index, while CBUH.DE tracks MSCI World Momentum ESG Reduced Carbon Target Select. They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEM.DE and 0.30% for CBUH.DE.
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