XDWL.DE vs. CBUH.DE
XDWL.DE (Xtrackers MSCI World UCITS ETF 1D) and CBUH.DE (iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc) are both exchange-traded funds - XDWL.DE is a Global Equities fund tracking the MSCI World, while CBUH.DE is a Momentum fund tracking the MSCI World Momentum ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, XDWL.DE returned 17.62%/yr vs 22.30%/yr for CBUH.DE. Their correlation of 0.90 suggests significant overlap in exposure. XDWL.DE charges 0.12%/yr vs 0.30%/yr for CBUH.DE.
Performance
XDWL.DE vs. CBUH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWL.DE achieves a 10.94% return, which is significantly lower than CBUH.DE's 22.41% return.
XDWL.DE
- 1D
- 0.00%
- 1M
- 3.65%
- YTD
- 10.94%
- 6M
- 10.98%
- 1Y
- 23.78%
- 3Y*
- 17.62%
- 5Y*
- 12.94%
- 10Y*
- 12.83%
CBUH.DE
- 1D
- -0.51%
- 1M
- 3.26%
- YTD
- 22.41%
- 6M
- 23.42%
- 1Y
- 31.50%
- 3Y*
- 22.30%
- 5Y*
- —
- 10Y*
- —
XDWL.DE vs. CBUH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDWL.DE Xtrackers MSCI World UCITS ETF 1D | 10.94% | 7.90% | 26.08% | 20.26% | -13.81% | 4.86% |
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 XDWL.DE and CBUH.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.90 |
The correlation between XDWL.DE and CBUH.DE has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.
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Return for Risk
XDWL.DE vs. CBUH.DE — Risk / Return Rank
XDWL.DE
CBUH.DE
XDWL.DE vs. CBUH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1D (XDWL.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.
| XDWL.DE | CBUH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.36 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 3.38 | +0.28 |
| Martin ratioReturn relative to average drawdown | 14.44 | 13.99 | +0.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDWL.DE | CBUH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.99 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.64 | +0.04 |
Drawdowns
XDWL.DE vs. CBUH.DE - Drawdown Comparison
The maximum XDWL.DE drawdown since its inception was -33.65%, 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 XDWL.DE and CBUH.DE.
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Drawdown Indicators
| XDWL.DE | CBUH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -22.61% | -11.04% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -9.39% | +2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -21.63% | -22.61% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -21.63% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | — | — |
Current DrawdownCurrent decline from peak | -0.29% | -0.51% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -4.56% | -8.55% | +3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.27% | -0.62% |
Volatility
XDWL.DE vs. CBUH.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) is 2.62%, while iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.DE) has a volatility of 4.80%. This indicates that XDWL.DE experiences smaller price fluctuations and is considered to be less risky 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
| XDWL.DE | CBUH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 4.80% | -2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 13.32% | -5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 15.96% | -4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 16.91% | -2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 16.91% | -1.79% |
XDWL.DE vs. CBUH.DE - Expense Ratio Comparison
XDWL.DE has a 0.12% expense ratio, which is lower than CBUH.DE's 0.30% expense ratio.
Dividends
XDWL.DE vs. CBUH.DE - Dividend Comparison
XDWL.DE's dividend yield for the trailing twelve months is around 1.17%, while CBUH.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CBUH.DE iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDWL.DE Xtrackers MSCI World UCITS ETF 1D | 1.17% | 1.28% | 1.65% | 1.58% | 1.77% | 2.08% | 1.95% | 1.98% | 1.40% | 1.94% | 1.83% |
Frequently Asked Questions
XDWL.DE and CBUH.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWL.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWL.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for CBUH.DE.
XDWL.DE is categorized as Global Equities, while CBUH.DE is Momentum. XDWL.DE tracks MSCI World, while CBUH.DE tracks MSCI World Momentum ESG Reduced Carbon Target Select. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XDWL.DE and 0.30% for CBUH.DE.
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