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4UBF.DE vs. UIQ1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4UBF.DE vs. UIQ1.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 (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.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 0.73% return, which is significantly lower than UIQ1.DE's 22.64% 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*

UIQ1.DE

1D
-1.00%
1M
0.39%
YTD
22.64%
6M
26.02%
1Y
39.84%
3Y*
15.74%
5Y*
10.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

4UBF.DE vs. UIQ1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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%
UIQ1.DE
UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc
22.64%17.35%4.90%-7.27%9.59%17.22%

Correlation

The correlation between 4UBF.DE and UIQ1.DE is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.21

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

-0.06

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2021

-0.01

The correlation between 4UBF.DE and UIQ1.DE shifts across timeframes, from -0.21 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

4UBF.DE vs. UIQ1.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: 1818
Overall Rank
4UBF.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
4UBF.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
4UBF.DE Omega Ratio Rank: 1717
Omega Ratio Rank
4UBF.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
4UBF.DE Martin Ratio Rank: 2020
Martin Ratio Rank

UIQ1.DE
UIQ1.DE Risk / Return Rank: 8383
Overall Rank
UIQ1.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
UIQ1.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
UIQ1.DE Omega Ratio Rank: 8080
Omega Ratio Rank
UIQ1.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
UIQ1.DE Martin Ratio Rank: 8484
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. UIQ1.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 (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.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.DEUIQ1.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.09

Sortino ratioReturn per unit of downside risk

-2.57

Omega ratioGain probability vs. loss probability

1.10

1.47

-0.37

Calmar ratioReturn relative to maximum drawdown

0.69

5.99

-5.29

Martin ratioReturn relative to average drawdown

2.30

16.75

-14.44

4UBF.DE vs. UIQ1.DE - Sharpe Ratio Comparison

The current 4UBF.DE Sharpe Ratio is 0.55, which is lower than the UIQ1.DE Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of 4UBF.DE and UIQ1.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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Sharpe Ratios by Period


4UBF.DEUIQ1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

2.64

-2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.59

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.51

-0.55

Drawdowns

4UBF.DE vs. UIQ1.DE - Drawdown Comparison

The maximum 4UBF.DE drawdown since its inception was -19.99%, smaller than the maximum UIQ1.DE drawdown of -39.99%. Use the drawdown chart below to compare losses from any high point for 4UBF.DE and UIQ1.DE.


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Drawdown Indicators


4UBF.DEUIQ1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.99%

-39.99%

+20.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-6.62%

+3.74%

Max Drawdown (3Y)

Largest decline over 3 years

-2.88%

-13.55%

+10.67%

Max Drawdown (5Y)

Largest decline over 5 years

-19.99%

-30.51%

+10.52%

Current Drawdown

Current decline from peak

-2.81%

-2.05%

-0.76%

Average Drawdown

Average peak-to-trough decline

-8.54%

-15.09%

+6.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

2.37%

-1.50%

Volatility

4UBF.DE vs. UIQ1.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 (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.DE) has a volatility of 3.79%. This indicates that 4UBF.DE experiences smaller price fluctuations and is considered to be less risky than UIQ1.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.DEUIQ1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

3.79%

-2.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.11%

12.91%

-9.80%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

15.03%

-11.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.08%

18.19%

-13.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.02%

17.45%

-12.43%

4UBF.DE vs. UIQ1.DE - Expense Ratio Comparison

4UBF.DE has a 0.13% expense ratio, which is lower than UIQ1.DE's 0.34% expense ratio.


Dividends

4UBF.DE vs. UIQ1.DE - Dividend Comparison

Neither 4UBF.DE nor UIQ1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


4UBF.DE and UIQ1.DE have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

4UBF.DE is cheaper with a 0.13% expense ratio, compared with 0.34% for UIQ1.DE.

4UBF.DE is categorized as European Corporate Bonds, while UIQ1.DE is Commodities. 4UBF.DE tracks Bloomberg MSCI Euro Area Liquid Corporates Sustainable, while UIQ1.DE tracks UBS CMCI Ex Agriculture Ex Livestock Capped (EUR Hedged). Their fees differ too: 0.13% for 4UBF.DE and 0.34% for UIQ1.DE.

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