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XWEB.DE vs. CBUI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWEB.DE vs. CBUI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.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.

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Returns By Period

In the year-to-date period, XWEB.DE achieves a 1.64% return, which is significantly lower than CBUI.DE's 20.05% return.


XWEB.DE

1D
0.38%
1M
1.08%
YTD
1.64%
6M
1.64%
1Y
3.62%
3Y*
5Y*
10Y*

CBUI.DE

1D
0.22%
1M
6.94%
YTD
20.05%
6M
22.25%
1Y
43.77%
3Y*
21.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
XWEB.DE
Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C
1.64%1.61%16.94%4.70%
CBUI.DE
iShares MSCI World Value Factor ESG UCITS ETF USD Acc
20.05%20.98%13.82%9.45%

Correlation

The correlation between XWEB.DE and CBUI.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2023

0.64

The correlation between XWEB.DE and CBUI.DE shifts across timeframes, from 0.48 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

XWEB.DE
XWEB.DE Risk / Return Rank: 1515
Overall Rank
XWEB.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XWEB.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
XWEB.DE Omega Ratio Rank: 1414
Omega Ratio Rank
XWEB.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XWEB.DE Martin Ratio Rank: 1616
Martin Ratio Rank

CBUI.DE
CBUI.DE Risk / Return Rank: 9393
Overall Rank
CBUI.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CBUI.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
CBUI.DE Omega Ratio Rank: 9292
Omega Ratio Rank
CBUI.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
CBUI.DE Martin Ratio Rank: 9494
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.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.


XWEB.DECBUI.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.00

Sortino ratioReturn per unit of downside risk

-4.12

Omega ratioGain probability vs. loss probability

1.07

1.60

-0.53

Calmar ratioReturn relative to maximum drawdown

0.63

6.92

-6.29

Martin ratioReturn relative to average drawdown

1.53

26.41

-24.89

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

The current XWEB.DE Sharpe Ratio is 0.41, which is lower than the CBUI.DE Sharpe Ratio of 3.41. The chart below compares the historical Sharpe Ratios of XWEB.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.


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Sharpe Ratios by Period


XWEB.DECBUI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

3.41

-3.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

1.05

-0.16

Drawdowns

XWEB.DE vs. CBUI.DE - Drawdown Comparison

The maximum XWEB.DE drawdown since its inception was -14.46%, smaller than the maximum CBUI.DE drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for XWEB.DE and CBUI.DE.


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Drawdown Indicators


XWEB.DECBUI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.46%

-19.48%

+5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-5.03%

-6.34%

+1.31%

Max Drawdown (3Y)

Largest decline over 3 years

-19.48%

Current Drawdown

Current decline from peak

-3.10%

-0.22%

-2.88%

Average Drawdown

Average peak-to-trough decline

-3.02%

-3.23%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

1.67%

+0.43%

Volatility

XWEB.DE vs. CBUI.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) is 2.21%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that XWEB.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


XWEB.DECBUI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

3.73%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

5.37%

9.76%

-4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

7.78%

12.88%

-5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.49%

14.21%

-4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.49%

14.21%

-4.72%

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

XWEB.DE has a 0.25% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.


Dividends

XWEB.DE vs. CBUI.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XWEB.DE and CBUI.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XWEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XWEB.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for CBUI.DE.

XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select, 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 XWEB.DE and 0.30% for CBUI.DE.

Portfolio Optimizer

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