XDEV.DE vs. CBUI.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - XDEV.DE tracks the MSCI ACWI Value NR USD while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, XDEV.DE returned 27.19%/yr vs 21.76%/yr for CBUI.DE. Their correlation of 0.92 suggests significant overlap in exposure. XDEV.DE charges 0.25%/yr vs 0.30%/yr for CBUI.DE.
Performance
XDEV.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEV.DE achieves a 36.28% return, which is significantly higher than CBUI.DE's 19.79% return.
XDEV.DE
- 1D
- -0.18%
- 1M
- 16.24%
- YTD
- 36.28%
- 6M
- 40.37%
- 1Y
- 64.43%
- 3Y*
- 27.19%
- 5Y*
- 17.56%
- 10Y*
- 12.54%
CBUI.DE
- 1D
- -0.44%
- 1M
- 9.16%
- YTD
- 19.79%
- 6M
- 22.32%
- 1Y
- 43.83%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
XDEV.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 36.28% | 24.76% | 11.62% | 15.67% | -4.96% | 6.03% |
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 19.79% | 20.98% | 13.82% | 15.94% | -6.30% | 6.27% |
Correlation
The correlation between XDEV.DE and CBUI.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.92 |
The correlation between XDEV.DE and CBUI.DE has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
XDEV.DE vs. CBUI.DE — Risk / Return Rank
XDEV.DE
CBUI.DE
XDEV.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.
| XDEV.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.60 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 10.60 | 6.88 | +3.72 |
| Martin ratioReturn relative to average drawdown | 39.99 | 26.24 | +13.75 |
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
| XDEV.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.63 | 3.39 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 1.05 | -0.34 |
Drawdowns
XDEV.DE vs. CBUI.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, 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 XDEV.DE and CBUI.DE.
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Drawdown Indicators
| XDEV.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -19.48% | -15.80% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -6.34% | +0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -19.48% | +1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | — | — |
Current DrawdownCurrent decline from peak | -0.18% | -0.44% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -3.24% | -2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.67% | -0.06% |
Volatility
XDEV.DE vs. CBUI.DE - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a higher volatility of 5.66% compared to iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) at 3.86%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier 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
| XDEV.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 3.86% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 9.76% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 12.94% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 14.21% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 14.21% | +1.69% |
XDEV.DE vs. CBUI.DE - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.
Dividends
XDEV.DE vs. CBUI.DE - Dividend Comparison
Neither XDEV.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEV.DE and CBUI.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for CBUI.DE.
XDEV.DE tracks MSCI ACWI Value 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 XDEV.DE and 0.30% for CBUI.DE.
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