4UBF.DE vs. UIC2.DE

Last updated Jun 5, 2026

4UBF.DE (UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc) and UIC2.DE (UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc) are both exchange-traded funds - 4UBF.DE is a European Corporate Bonds fund tracking the Bloomberg MSCI Euro Area Liquid Corporates Sustainable, while UIC2.DE is a Technology Equities fund tracking the Solactive China Technology. Both are passively managed. Over the past 5 years, 4UBF.DE returned -0.23%/yr vs -8.06%/yr for UIC2.DE. At a 0.07 correlation, their price movements are largely independent. 4UBF.DE charges 0.13%/yr vs 0.47%/yr for UIC2.DE.

Performance

4UBF.DE vs. UIC2.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 UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (UIC2.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, 4UBF.DE achieves a 0.73% return, which is significantly higher than UIC2.DE's -6.51% return.

4UBF.DE

• 1D: 0.12%
• 1M: 0.81%
• YTD: 0.73%
• 6M: 0.31%
• 1Y: 2.01%
• 3Y*: 4.95%
• 5Y*: -0.23%
• 10Y*: —

UIC2.DE

• 1D: -0.65%
• 1M: -1.09%
• YTD: -6.51%
• 6M: -8.96%
• 1Y: 0.73%
• 3Y*: 8.94%
• 5Y*: -8.06%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

4UBF.DE vs. UIC2.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
4UBF.DE UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc	0.73%	3.23%	4.51%	8.22%	-15.67%	-0.28%
UIC2.DE UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc	-6.51%	25.73%	19.00%	-13.83%	-24.39%	-27.46%

Correlation

The correlation between 4UBF.DE and UIC2.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (All Time) Calculated using the full available price history since Apr 20, 2021	0.07

Return for Risk

4UBF.DE vs. UIC2.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: 18
4UBF.DE Sharpe Ratio Rank: 18
4UBF.DE Sortino Ratio Rank: 17
4UBF.DE Omega Ratio Rank: 17
4UBF.DE Calmar Ratio Rank: 18
4UBF.DE Martin Ratio Rank: 20

UIC2.DE

UIC2.DE Risk / Return Rank: 10
UIC2.DE Sharpe Ratio Rank: 9
UIC2.DE Sortino Ratio Rank: 10
UIC2.DE Omega Ratio Rank: 11
UIC2.DE Calmar Ratio Rank: 9
UIC2.DE Martin Ratio Rank: 9

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. UIC2.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 UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (UIC2.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.

	4UBF.DE	UIC2.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.55	0.02	+0.52
Sortino ratio: Return per unit of downside risk	0.83	0.28	+0.55
Omega ratio: Gain probability vs. loss probability	1.10	1.04	+0.06
Calmar ratio: Return relative to maximum drawdown	0.69	0.02	+0.67
Martin ratio: Return relative to average drawdown	2.30	0.04	+2.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

4UBF.DE vs. UIC2.DE - Sharpe Ratio Comparison

The current 4UBF.DE Sharpe Ratio is 0.55, which is higher than the UIC2.DE Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of 4UBF.DE and UIC2.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.

Sharpe Ratios by Period

	4UBF.DE	UIC2.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.55	0.02	+0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	-0.21	+0.17
Sharpe Ratio (All Time) Calculated using the full available price history	-0.04	-0.24	+0.20

Drawdowns

4UBF.DE vs. UIC2.DE - Drawdown Comparison

The maximum 4UBF.DE drawdown since its inception was -19.99%, smaller than the maximum UIC2.DE drawdown of -63.35%. Use the drawdown chart below to compare losses from any high point for 4UBF.DE and UIC2.DE.

Drawdown Indicators

	4UBF.DE	UIC2.DE	Difference
Max Drawdown Largest peak-to-trough decline	-19.99%	-63.35%	+43.36%
Max Drawdown (1Y) Largest decline over 1 year	-2.88%	-30.64%	+27.76%
Max Drawdown (3Y) Largest decline over 3 years	-2.88%	-30.66%	+27.78%
Max Drawdown (5Y) Largest decline over 5 years	-19.99%	-63.26%	+43.27%
Current Drawdown Current decline from peak	-2.81%	-39.60%	+36.79%
Average Drawdown Average peak-to-trough decline	-8.54%	-42.07%	+33.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.87%	18.47%	-17.60%

Volatility

4UBF.DE vs. UIC2.DE - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.DE) is 1.25%, while UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (UIC2.DE) has a volatility of 10.04%. This indicates that 4UBF.DE experiences smaller price fluctuations and is considered to be less risky than UIC2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	4UBF.DE	UIC2.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.25%	10.04%	-8.79%
Volatility (6M) Calculated over the trailing 6-month period	3.11%	17.36%	-14.25%
Volatility (1Y) Calculated over the trailing 1-year period	3.67%	33.06%	-29.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.08%	37.72%	-32.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.02%	37.40%	-32.38%

4UBF.DE vs. UIC2.DE - Expense Ratio Comparison

4UBF.DE has a 0.13% expense ratio, which is lower than UIC2.DE's 0.47% expense ratio.

Dividends

4UBF.DE vs. UIC2.DE - Dividend Comparison

Neither 4UBF.DE nor UIC2.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both 4UBF.DE and UIC2.DE in my portfolio?

4UBF.DE and UIC2.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, 4UBF.DE or UIC2.DE?

On fees, 4UBF.DE is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, 4UBF.DE or UIC2.DE?

4UBF.DE is cheaper with a 0.13% expense ratio, compared with 0.47% for UIC2.DE.

What is the main difference between 4UBF.DE and UIC2.DE?

4UBF.DE is categorized as European Corporate Bonds, while UIC2.DE is Technology Equities. 4UBF.DE tracks Bloomberg MSCI Euro Area Liquid Corporates Sustainable, while UIC2.DE tracks Solactive China Technology. Their fees differ too: 0.13% for 4UBF.DE and 0.47% for UIC2.DE.