XMAW.DE vs. CBUI.DE
XMAW.DE (Xtrackers MSCI AC World ESG Screened UCITS ETF 1C) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - XMAW.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, XMAW.DE returned 18.18%/yr vs 21.76%/yr for CBUI.DE. Their correlation of 0.88 suggests significant overlap in exposure. XMAW.DE charges 0.25%/yr vs 0.30%/yr for CBUI.DE.
Performance
XMAW.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XMAW.DE achieves a 12.49% return, which is significantly lower than CBUI.DE's 20.05% return.
XMAW.DE
- 1D
- -0.19%
- 1M
- 3.99%
- YTD
- 12.49%
- 6M
- 12.66%
- 1Y
- 26.81%
- 3Y*
- 18.18%
- 5Y*
- 12.21%
- 10Y*
- 12.33%
CBUI.DE
- 1D
- 0.22%
- 1M
- 6.94%
- YTD
- 20.05%
- 6M
- 22.25%
- 1Y
- 43.77%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
XMAW.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XMAW.DE Xtrackers MSCI AC World ESG Screened UCITS ETF 1C | 12.49% | 8.98% | 25.39% | 19.46% | -15.01% | 3.66% |
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 XMAW.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 | 0.88 |
The correlation between XMAW.DE and CBUI.DE has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
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Return for Risk
XMAW.DE vs. CBUI.DE — Risk / Return Rank
XMAW.DE
CBUI.DE
XMAW.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.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.
| XMAW.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.60 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | 6.92 | -3.24 |
| Martin ratioReturn relative to average drawdown | 14.79 | 26.41 | -11.63 |
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
| XMAW.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 3.41 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 1.05 | -0.28 |
Drawdowns
XMAW.DE vs. CBUI.DE - Drawdown Comparison
The maximum XMAW.DE drawdown since its inception was -33.49%, 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 XMAW.DE and CBUI.DE.
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Drawdown Indicators
| XMAW.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.49% | -19.48% | -14.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -6.34% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -22.10% | -19.48% | -2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -22.10% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.49% | — | — |
Current DrawdownCurrent decline from peak | -0.67% | -0.22% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -3.23% | -1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.67% | +0.15% |
Volatility
XMAW.DE vs. CBUI.DE - Volatility Comparison
The current volatility for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) is 3.16%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that XMAW.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
| XMAW.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.73% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 9.76% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.11% | 12.88% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 14.21% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.23% | 14.21% | +1.02% |
XMAW.DE vs. CBUI.DE - Expense Ratio Comparison
XMAW.DE has a 0.25% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.
Dividends
XMAW.DE vs. CBUI.DE - Dividend Comparison
Neither XMAW.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
XMAW.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, XMAW.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XMAW.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for CBUI.DE.
XMAW.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 XMAW.DE and 0.30% for CBUI.DE.
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