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4UBF.DE vs. SPPS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4UBF.DE vs. SPPS.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 SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 4UBF.DE achieves a 0.68% return, which is significantly lower than SPPS.DE's 1.19% return.


4UBF.DE

1D
0.00%
1M
-0.40%
6M
-0.01%
YTD
0.68%
1Y
1.56%
3Y*
4.77%
5Y*
-0.44%
10Y*

SPPS.DE

1D
0.00%
1M
0.26%
6M
0.97%
YTD
1.19%
1Y
2.00%
3Y*
3.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

4UBF.DE vs. SPPS.DE - Yearly Performance Comparison


Correlation

The correlation between 4UBF.DE and SPPS.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (All Time)
Calculated using the full available price history since May 3, 2022

0.53

The correlation between 4UBF.DE and SPPS.DE shifts across timeframes, from 0.41 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

4UBF.DE vs. SPPS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

4UBF.DE
4UBF.DE Risk / Return Rank: 1717
Overall Rank
4UBF.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
4UBF.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
4UBF.DE Omega Ratio Rank: 1515
Omega Ratio Rank
4UBF.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
4UBF.DE Martin Ratio Rank: 2020
Martin Ratio Rank

SPPS.DE
SPPS.DE Risk / Return Rank: 3838
Overall Rank
SPPS.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SPPS.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
SPPS.DE Omega Ratio Rank: 4040
Omega Ratio Rank
SPPS.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
SPPS.DE Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

4UBF.DE vs. SPPS.DE - Risk-Adjusted Trends 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 SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


4UBF.DESPPS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.08

1.22

-0.14

Calmar ratioReturn relative to maximum drawdown

0.54

1.69

-1.15

Martin ratioReturn relative to average drawdown

1.76

6.66

-4.91

4UBF.DE vs. SPPS.DE - Sharpe Ratio Comparison

The current 4UBF.DE Sharpe Ratio is 0.42, which is lower than the SPPS.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of 4UBF.DE and SPPS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

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

The maximum 4UBF.DE drawdown since its inception was -19.99%, which is greater than SPPS.DE's maximum drawdown of -2.70%. Use the drawdown chart below to compare losses from any high point for 4UBF.DE and SPPS.DE.


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Drawdown Indicators


4UBF.DESPPS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.99%

-2.70%

-17.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-1.18%

-1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-2.88%

-1.18%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-19.99%

Current Drawdown

Current decline from peak

-2.86%

0.00%

-2.86%

Average Drawdown

Average peak-to-trough decline

-8.40%

-0.44%

-7.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.30%

+0.59%

Volatility

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

UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.DE) has a higher volatility of 0.84% compared to SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE) at 0.50%. This indicates that 4UBF.DE's price experiences larger fluctuations and is considered to be riskier than SPPS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


4UBF.DESPPS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

0.50%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

1.99%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

2.08%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.09%

2.26%

+2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

2.26%

+2.72%

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

4UBF.DE has a 0.13% expense ratio, which is higher than SPPS.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%.


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


4UBF.DE and SPPS.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPPS.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPPS.DE is cheaper with a 0.12% expense ratio, compared with 0.13% for 4UBF.DE.

4UBF.DE tracks Bloomberg MSCI Euro Area Liquid Corporates Sustainable, while SPPS.DE tracks Bloomberg SASB Euro Corporate 0-3 year ESG Ex-Controversies Select. They also come from different issuers: UBS and State Street. Their fees differ too: 0.13% for 4UBF.DE and 0.12% for SPPS.DE.

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