PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
4UBF.DE vs. D5BG.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 4UBF.DE and D5BG.DE is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

4UBF.DE vs. D5BG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.DE) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
1.77%
1.70%
4UBF.DE
D5BG.DE

Key characteristics

Sharpe Ratio

4UBF.DE:

1.14

D5BG.DE:

1.35

Sortino Ratio

4UBF.DE:

1.68

D5BG.DE:

2.01

Omega Ratio

4UBF.DE:

1.19

D5BG.DE:

1.23

Calmar Ratio

4UBF.DE:

0.38

D5BG.DE:

0.45

Martin Ratio

4UBF.DE:

7.96

D5BG.DE:

8.27

Ulcer Index

4UBF.DE:

0.57%

D5BG.DE:

0.53%

Daily Std Dev

4UBF.DE:

3.94%

D5BG.DE:

3.23%

Max Drawdown

4UBF.DE:

-20.03%

D5BG.DE:

-17.22%

Current Drawdown

4UBF.DE:

-6.31%

D5BG.DE:

-4.26%

Returns By Period

In the year-to-date period, 4UBF.DE achieves a 4.81% return, which is significantly higher than D5BG.DE's 4.53% return.


4UBF.DE

YTD

4.81%

1M

0.73%

6M

4.33%

1Y

4.90%

5Y*

-0.60%

10Y*

N/A

D5BG.DE

YTD

4.53%

1M

0.82%

6M

4.26%

1Y

4.58%

5Y*

-0.29%

10Y*

0.79%

Compare stocks, funds, or ETFs

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


4UBF.DE vs. D5BG.DE - Expense Ratio Comparison

4UBF.DE has a 0.13% expense ratio, which is higher than D5BG.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


4UBF.DE
UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc
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%
Expense ratio chart for D5BG.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

4UBF.DE vs. D5BG.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.DE) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.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.


Sharpe ratio
The chart of Sharpe ratio for 4UBF.DE, currently valued at -0.19, compared to the broader market0.002.004.00-0.19-0.22
The chart of Sortino ratio for 4UBF.DE, currently valued at -0.22, compared to the broader market-2.000.002.004.006.008.0010.00-0.22-0.26
The chart of Omega ratio for 4UBF.DE, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.970.97
The chart of Calmar ratio for 4UBF.DE, currently valued at -0.06, compared to the broader market0.005.0010.0015.00-0.06-0.07
The chart of Martin ratio for 4UBF.DE, currently valued at -0.54, compared to the broader market0.0020.0040.0060.0080.00100.00-0.54-0.59
4UBF.DE
D5BG.DE

The current 4UBF.DE Sharpe Ratio is 1.14, which is comparable to the D5BG.DE Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of 4UBF.DE and D5BG.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.19
-0.22
4UBF.DE
D5BG.DE

Dividends

4UBF.DE vs. D5BG.DE - Dividend Comparison

Neither 4UBF.DE nor D5BG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

4UBF.DE vs. D5BG.DE - Drawdown Comparison

The maximum 4UBF.DE drawdown since its inception was -20.03%, which is greater than D5BG.DE's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for 4UBF.DE and D5BG.DE. For additional features, visit the drawdowns tool.


-22.00%-20.00%-18.00%-16.00%-14.00%JulyAugustSeptemberOctoberNovemberDecember
-20.21%
-18.46%
4UBF.DE
D5BG.DE

Volatility

4UBF.DE vs. D5BG.DE - Volatility Comparison

UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.DE) has a higher volatility of 2.80% compared to Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) at 2.52%. This indicates that 4UBF.DE's price experiences larger fluctuations and is considered to be riskier than D5BG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%JulyAugustSeptemberOctoberNovemberDecember
2.80%
2.52%
4UBF.DE
D5BG.DE
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab