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UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) Sharpe Ratio: 1.46

ETF · Currency in EUR · Last updated Jun 5, 2026

UBUS.DE is a passive ETF by UBS tracking the investment results of the MSCI USA Prime Value. UBUS.DE launched on Aug 26, 2015 and has a 0.25% expense ratio.

UBUS.DE's Sharpe Ratio of 1.46 indicates that for each unit of volatility, it generates 1.46 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

UBUS.DE Sharpe Ratio Rank

UBUS.DE Sharpe Ratio Rank: 42.042
Average

UBUS.DE ranks above 42.0% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

UBUS.DE Sharpe Ratio Market Positioning

The chart shows UBUS.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.66+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis's Sharpe Ratio with other ETFs in the Large Cap Value Equities category across multiple time periods, showing how UBUS.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
QDVI.DEiShares Edge MSCI USA Value Factor UCITS ETF5.50
ZPRU.DESPDR MSCI USA Value Weighted UCITS ETF4.27
6PSA.DEInvesco FTSE RAFI US 1000 UCITS ETF2.99
FUSA.DEFidelity US Quality Income UCITS ETF Acc2.10
UBU5.DEUBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis2.07
JPVA.DEJPMorgan US Value Active UCITS ETF USD (Acc)2.06
EHDV.DEInvesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist2.01
QVMP.DEInvesco S&P 500 QVM UCITS ETF1.91
EXX5.DEiShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR1.63
UBUS.DEUBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis1.46

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows UBUS.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when UBUS.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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