XZW0.DE vs. CBUI.DE
XZW0.DE (Xtrackers MSCI World ESG UCITS ETF 1C) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - XZW0.DE tracks the MSCI World Low Carbon SRI Leaders while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, XZW0.DE returned 16.56%/yr vs 21.76%/yr for CBUI.DE. Their correlation of 0.84 suggests significant overlap in exposure. XZW0.DE charges 0.20%/yr vs 0.30%/yr for CBUI.DE.
Performance
XZW0.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZW0.DE achieves a 7.60% return, which is significantly lower than CBUI.DE's 20.05% return.
XZW0.DE
- 1D
- 0.53%
- 1M
- 3.19%
- YTD
- 7.60%
- 6M
- 8.16%
- 1Y
- 20.03%
- 3Y*
- 16.56%
- 5Y*
- 12.44%
- 10Y*
- —
CBUI.DE
- 1D
- 0.22%
- 1M
- 6.94%
- YTD
- 20.05%
- 6M
- 22.25%
- 1Y
- 43.77%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
XZW0.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XZW0.DE Xtrackers MSCI World ESG UCITS ETF 1C | 7.60% | 6.65% | 27.16% | 22.75% | -16.66% | 4.19% |
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 XZW0.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 (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.84 |
The correlation between XZW0.DE and CBUI.DE has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.
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Return for Risk
XZW0.DE vs. CBUI.DE — Risk / Return Rank
XZW0.DE
CBUI.DE
XZW0.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.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.
| XZW0.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.60 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 6.92 | -4.97 |
| Martin ratioReturn relative to average drawdown | 7.27 | 26.41 | -19.14 |
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
| XZW0.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 3.41 | -1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 1.05 | -0.25 |
Drawdowns
XZW0.DE vs. CBUI.DE - Drawdown Comparison
The maximum XZW0.DE drawdown since its inception was -33.22%, 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 XZW0.DE and CBUI.DE.
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Drawdown Indicators
| XZW0.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -19.48% | -13.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -6.34% | -3.96% |
Max Drawdown (3Y)Largest decline over 3 years | -22.36% | -19.48% | -2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | — | — |
Current DrawdownCurrent decline from peak | -0.58% | -0.22% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -3.23% | -1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.67% | +1.09% |
Volatility
XZW0.DE vs. CBUI.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) is 3.11%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that XZW0.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
| XZW0.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 3.73% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 9.76% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.32% | 12.88% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 14.21% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 14.21% | +2.17% |
XZW0.DE vs. CBUI.DE - Expense Ratio Comparison
XZW0.DE has a 0.20% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.
Dividends
XZW0.DE vs. CBUI.DE - Dividend Comparison
Neither XZW0.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
XZW0.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, XZW0.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZW0.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for CBUI.DE.
XZW0.DE tracks MSCI World Low Carbon SRI Leaders, 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: 0.20% for XZW0.DE and 0.30% for CBUI.DE.
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