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UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corpo...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1484799843
WKNA2AQ6E
IssuerUBS
Inception DateNov 30, 2017
CategoryEuropean Corporate Bonds
Leveraged1x
Index TrackedBloomberg MSCI Euro Area Liquid Corporates Sustainable
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

4UBF.DE has an expense ratio of 0.13%, which is considered low compared to other funds.


Expense ratio chart for 4UBF.DE: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: 4UBF.DE vs. D5BG.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%MayJuneJulyAugustSeptemberOctober
3.65%
7.48%
4UBF.DE (UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc)
Benchmark (^GSPC)

Returns By Period

UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc had a return of 3.94% year-to-date (YTD) and 11.11% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.94%19.70%
1 month1.60%1.08%
6 months3.65%9.56%
1 year11.11%34.99%
5 years (annualized)-0.85%14.15%
10 years (annualized)N/A11.26%

Monthly Returns

The table below presents the monthly returns of 4UBF.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.13%-0.78%1.41%-1.03%0.41%0.60%1.89%0.12%1.39%3.94%
20232.18%-1.82%1.00%0.58%0.09%-0.14%0.97%-0.06%-0.99%0.40%2.78%3.04%8.22%
2022-1.88%-2.90%-1.40%-3.41%-1.31%-4.15%5.86%-5.45%-3.40%-0.56%3.86%-1.60%-15.65%
2021-0.32%-0.74%0.10%0.22%-0.54%0.47%1.36%-0.46%-0.88%-0.86%0.28%0.01%-1.37%
20201.30%-1.03%-6.66%3.81%0.05%1.68%1.36%0.25%0.33%0.68%1.28%0.27%3.03%
20191.36%0.70%1.82%0.85%-0.37%1.79%2.05%0.84%-0.97%-0.26%-0.38%-0.05%7.58%
20180.08%-0.28%-0.23%-0.00%-0.56%-0.07%0.23%-0.17%0.00%-0.41%-0.57%0.30%-1.68%
2017-0.34%-0.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 4UBF.DE is 74, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 4UBF.DE is 7474
4UBF.DE (UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc)
The Sharpe Ratio Rank of 4UBF.DE is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of 4UBF.DE is 9090Sortino Ratio Rank
The Omega Ratio Rank of 4UBF.DE is 8282Omega Ratio Rank
The Calmar Ratio Rank of 4UBF.DE is 2626Calmar Ratio Rank
The Martin Ratio Rank of 4UBF.DE is 8686Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


4UBF.DE
Sharpe ratio
The chart of Sharpe ratio for 4UBF.DE, currently valued at 2.68, compared to the broader market0.002.004.002.68
Sortino ratio
The chart of Sortino ratio for 4UBF.DE, currently valued at 4.16, compared to the broader market0.005.0010.004.16
Omega ratio
The chart of Omega ratio for 4UBF.DE, currently valued at 1.49, compared to the broader market1.001.502.002.503.003.501.49
Calmar ratio
The chart of Calmar ratio for 4UBF.DE, currently valued at 0.66, compared to the broader market0.005.0010.0015.000.66
Martin ratio
The chart of Martin ratio for 4UBF.DE, currently valued at 17.46, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.46
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.002.64
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.005.0010.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market1.001.502.002.503.003.501.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.34, compared to the broader market0.005.0010.0015.002.34
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.17, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.17

Sharpe Ratio

The current UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc Sharpe ratio is 2.68. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.68
2.14
4UBF.DE (UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc)
Benchmark (^GSPC)

Dividends

Dividend History


UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-7.08%
-0.63%
4UBF.DE (UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc was 20.03%, occurring on Oct 21, 2022. The portfolio has not yet recovered.

The current UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc drawdown is 7.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.03%Aug 6, 2021312Oct 21, 2022
-14.69%Aug 21, 2019146Mar 19, 2020149Oct 20, 2020295
-3.63%Dec 8, 2017242Nov 21, 201871Mar 7, 2019313
-2.26%Dec 15, 2020106May 19, 202149Jul 28, 2021155
-0.94%Oct 21, 20204Oct 26, 20208Nov 5, 202012

Volatility

Volatility Chart

The current UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc volatility is 0.91%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
0.91%
3.28%
4UBF.DE (UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc)
Benchmark (^GSPC)