XDEQ.DE vs. CBUI.DE
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - XDEQ.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, XDEQ.DE returned 15.18%/yr vs 21.76%/yr for CBUI.DE. Their correlation of 0.84 suggests significant overlap in exposure. XDEQ.DE charges 0.25%/yr vs 0.30%/yr for CBUI.DE.
Performance
XDEQ.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEQ.DE achieves a 9.48% return, which is significantly lower than CBUI.DE's 20.05% return.
XDEQ.DE
- 1D
- 0.79%
- 1M
- 3.10%
- YTD
- 9.48%
- 6M
- 9.63%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
CBUI.DE
- 1D
- 0.22%
- 1M
- 6.94%
- YTD
- 20.05%
- 6M
- 22.25%
- 1Y
- 43.77%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
XDEQ.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 4.89% |
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 XDEQ.DE and CBUI.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.84 |
The correlation between XDEQ.DE and CBUI.DE has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.
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Return for Risk
XDEQ.DE vs. CBUI.DE — Risk / Return Rank
XDEQ.DE
CBUI.DE
XDEQ.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
| XDEQ.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.60 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 6.92 | -3.88 |
| Martin ratioReturn relative to average drawdown | 12.17 | 26.41 | -14.24 |
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
| XDEQ.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 3.41 | -1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 1.05 | -0.25 |
Drawdowns
XDEQ.DE vs. CBUI.DE - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.16%, 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 XDEQ.DE and CBUI.DE.
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Drawdown Indicators
| XDEQ.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.16% | -19.48% | -12.68% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -6.34% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -19.48% | -1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.16% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.22% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -3.23% | -1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.67% | -0.11% |
Volatility
XDEQ.DE vs. CBUI.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.36%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that XDEQ.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
| XDEQ.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 3.73% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 9.76% | -2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 12.88% | -2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 14.21% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 14.21% | +1.14% |
XDEQ.DE vs. CBUI.DE - Expense Ratio Comparison
XDEQ.DE has a 0.25% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.
Dividends
XDEQ.DE vs. CBUI.DE - Dividend Comparison
Neither XDEQ.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEQ.DE and CBUI.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEQ.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for CBUI.DE.
XDEQ.DE tracks MSCI ACWI NR USD, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDEQ.DE and 0.30% for CBUI.DE.
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