XWD1.DE vs. CBUI.DE

Last updated Jun 5, 2026

XWD1.DE (Xtrackers MSCI World Swap UCITS ETF 1D) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - XWD1.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, XWD1.DE returned 15.87%/yr vs 21.76%/yr for CBUI.DE. Their correlation of 0.88 suggests significant overlap in exposure. XWD1.DE charges 0.19%/yr vs 0.30%/yr for CBUI.DE.

Performance

XWD1.DE vs. CBUI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.DE) and iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XWD1.DE achieves a 10.27% return, which is significantly lower than CBUI.DE's 20.05% return.

XWD1.DE

• 1D: -0.01%
• 1M: 4.84%
• YTD: 10.27%
• 6M: 10.70%
• 1Y: 22.28%
• 3Y*: 15.87%
• 5Y*: 11.92%
• 10Y*: —

CBUI.DE

• 1D: 0.22%
• 1M: 8.37%
• YTD: 20.05%
• 6M: 22.81%
• 1Y: 44.12%
• 3Y*: 21.76%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XWD1.DE vs. CBUI.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
XWD1.DE Xtrackers MSCI World Swap UCITS ETF 1D	10.27%	6.48%	23.90%	19.19%	-13.65%	4.72%
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 XWD1.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 XWD1.DE and CBUI.DE has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

Return for Risk

XWD1.DE vs. CBUI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XWD1.DE

XWD1.DE Risk / Return Rank: 63
XWD1.DE Sharpe Ratio Rank: 60
XWD1.DE Sortino Ratio Rank: 60
XWD1.DE Omega Ratio Rank: 62
XWD1.DE Calmar Ratio Rank: 63
XWD1.DE Martin Ratio Rank: 68

CBUI.DE

CBUI.DE Risk / Return Rank: 93
CBUI.DE Sharpe Ratio Rank: 93
CBUI.DE Sortino Ratio Rank: 94
CBUI.DE Omega Ratio Rank: 92
CBUI.DE Calmar Ratio Rank: 94
CBUI.DE Martin Ratio Rank: 94

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XWD1.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.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.

	XWD1.DE	CBUI.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.99	3.41	-1.42
Sortino ratio: Return per unit of downside risk	2.78	4.73	-1.95
Omega ratio: Gain probability vs. loss probability	1.37	1.60	-0.23
Calmar ratio: Return relative to maximum drawdown	3.10	6.92	-3.82
Martin ratio: Return relative to average drawdown	12.26	26.41	-14.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XWD1.DE vs. CBUI.DE - Sharpe Ratio Comparison

The current XWD1.DE Sharpe Ratio is 1.99, which is lower than the CBUI.DE Sharpe Ratio of 3.41. The chart below compares the historical Sharpe Ratios of XWD1.DE and CBUI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XWD1.DE	CBUI.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.99	3.41	-1.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.01	1.05	-0.04

Drawdowns

XWD1.DE vs. CBUI.DE - Drawdown Comparison

The maximum XWD1.DE drawdown since its inception was -22.05%, 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 XWD1.DE and CBUI.DE.

Drawdown Indicators

	XWD1.DE	CBUI.DE	Difference
Max Drawdown Largest peak-to-trough decline	-22.05%	-19.48%	-2.57%
Max Drawdown (1Y) Largest decline over 1 year	-7.15%	-6.34%	-0.81%
Max Drawdown (3Y) Largest decline over 3 years	-22.05%	-19.48%	-2.57%
Max Drawdown (5Y) Largest decline over 5 years	-22.05%	—	—
Current Drawdown Current decline from peak	-0.32%	-0.22%	-0.10%
Average Drawdown Average peak-to-trough decline	-4.19%	-3.23%	-0.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	1.67%	+0.14%

Volatility

XWD1.DE vs. CBUI.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.DE) is 2.61%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that XWD1.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.

Volatility by Period

	XWD1.DE	CBUI.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.61%	3.73%	-1.12%
Volatility (6M) Calculated over the trailing 6-month period	7.68%	9.76%	-2.08%
Volatility (1Y) Calculated over the trailing 1-year period	11.16%	12.88%	-1.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.20%	14.21%	-0.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.44%	14.21%	+2.23%

XWD1.DE vs. CBUI.DE - Expense Ratio Comparison

XWD1.DE has a 0.19% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.

Dividends

XWD1.DE vs. CBUI.DE - Dividend Comparison

Neither XWD1.DE nor CBUI.DE has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc	0.00%	0.00%	0.00%	0.00%	0.00%
XWD1.DE Xtrackers MSCI World Swap UCITS ETF 1D	0.00%	0.00%	0.00%	0.78%	0.88%

Frequently Asked Questions

Can I hold both XWD1.DE and CBUI.DE in my portfolio?

XWD1.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.

Which ETF is better, XWD1.DE or CBUI.DE?

On fees, XWD1.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XWD1.DE or CBUI.DE?

XWD1.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for CBUI.DE.

What is the main difference between XWD1.DE and CBUI.DE?

XWD1.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: 0.19% for XWD1.DE and 0.30% for CBUI.DE.