XWEQ.DE vs. CBUI.DE
XWEQ.DE (Xtrackers MSCI World Quality ESG UCITS ETF 1C) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - XWEQ.DE tracks the MSCI World Quality Low Carbon SRI Screened Select while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past year, XWEQ.DE returned 23.74% vs 44.12% for CBUI.DE. A 0.78 correlation means they provide meaningful diversification when combined. XWEQ.DE charges 0.25%/yr vs 0.30%/yr for CBUI.DE.
Performance
XWEQ.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XWEQ.DE achieves a 9.71% return, which is significantly lower than CBUI.DE's 20.05% return.
XWEQ.DE
- 1D
- 0.77%
- 1M
- 4.22%
- YTD
- 9.71%
- 6M
- 11.49%
- 1Y
- 23.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
XWEQ.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XWEQ.DE Xtrackers MSCI World Quality ESG UCITS ETF 1C | 9.71% | 4.46% | 25.97% | 0.47% |
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 20.05% | 20.98% | 13.82% | 7.21% |
Correlation
The correlation between XWEQ.DE and CBUI.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2023 | 0.78 |
The correlation between XWEQ.DE and CBUI.DE has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.
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Return for Risk
XWEQ.DE vs. CBUI.DE — Risk / Return Rank
XWEQ.DE
CBUI.DE
XWEQ.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWEQ.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.
| XWEQ.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.60 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 6.92 | -3.65 |
| Martin ratioReturn relative to average drawdown | 12.77 | 26.41 | -13.65 |
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
| XWEQ.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 3.41 | -1.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 1.05 | -0.16 |
Drawdowns
XWEQ.DE vs. CBUI.DE - Drawdown Comparison
The maximum XWEQ.DE drawdown since its inception was -22.80%, 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 XWEQ.DE and CBUI.DE.
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Drawdown Indicators
| XWEQ.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.80% | -19.48% | -3.32% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -6.34% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.48% | — |
Current DrawdownCurrent decline from peak | -0.73% | -0.22% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -3.23% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.67% | +0.19% |
Volatility
XWEQ.DE vs. CBUI.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWEQ.DE) is 2.76%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that XWEQ.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
| XWEQ.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 3.73% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | 9.76% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 12.88% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 14.21% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.18% | 14.21% | +0.97% |
XWEQ.DE vs. CBUI.DE - Expense Ratio Comparison
XWEQ.DE has a 0.25% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.
Dividends
XWEQ.DE vs. CBUI.DE - Dividend Comparison
Neither XWEQ.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
XWEQ.DE and CBUI.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XWEQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWEQ.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for CBUI.DE.
XWEQ.DE tracks MSCI World Quality 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 XWEQ.DE and 0.30% for CBUI.DE.
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