XDWD.DE vs. CBUI.DE
XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - XDWD.DE tracks the MSCI World while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, XDWD.DE returned 17.56%/yr vs 21.76%/yr for CBUI.DE. Their correlation of 0.89 suggests significant overlap in exposure. XDWD.DE charges 0.19%/yr vs 0.30%/yr for CBUI.DE.
Performance
XDWD.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWD.DE achieves a 10.91% return, which is significantly lower than CBUI.DE's 20.05% return.
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
XDWD.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 4.67% |
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 XDWD.DE and CBUI.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.89 |
The correlation between XDWD.DE and CBUI.DE has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.
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Return for Risk
XDWD.DE vs. CBUI.DE — Risk / Return Rank
XDWD.DE
CBUI.DE
XDWD.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1C (XDWD.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.
| XDWD.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.60 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 6.92 | -3.29 |
| Martin ratioReturn relative to average drawdown | 14.44 | 26.41 | -11.97 |
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
| XDWD.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 3.41 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 1.05 | -0.27 |
Drawdowns
XDWD.DE vs. CBUI.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, 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 XDWD.DE and CBUI.DE.
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Drawdown Indicators
| XDWD.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -19.48% | -14.07% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -6.34% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -19.48% | -2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.55% | — | — |
Current DrawdownCurrent decline from peak | -0.33% | -0.22% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -3.23% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.67% | -0.02% |
Volatility
XDWD.DE vs. CBUI.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) is 2.60%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that XDWD.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
| XDWD.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 3.73% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 9.76% | -1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 12.88% | -1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 14.21% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 14.21% | +0.95% |
XDWD.DE vs. CBUI.DE - Expense Ratio Comparison
XDWD.DE has a 0.19% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.
Dividends
XDWD.DE vs. CBUI.DE - Dividend Comparison
Neither XDWD.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWD.DE and CBUI.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for CBUI.DE.
XDWD.DE tracks MSCI World, 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: 0.19% for XDWD.DE and 0.30% for CBUI.DE.
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