4UBF.DE vs. USUE.DE
4UBF.DE (UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc) and USUE.DE (UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc) are both exchange-traded funds - 4UBF.DE is a European Corporate Bonds fund tracking the Bloomberg MSCI Euro Area Liquid Corporates Sustainable, while USUE.DE is a Large Cap Blend Equities fund tracking the MSCI USA Select Factor Mix. Both are passively managed. Over the past 5 years, 4UBF.DE returned -0.23%/yr vs 11.49%/yr for USUE.DE. At a 0.21 correlation, their price movements are largely independent. 4UBF.DE charges 0.13%/yr vs 0.25%/yr for USUE.DE.
Performance
4UBF.DE vs. USUE.DE - Performance Comparison
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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 USUE.DE's 13.01% 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*
- —
USUE.DE
- 1D
- 0.29%
- 1M
- 4.91%
- YTD
- 13.01%
- 6M
- 13.36%
- 1Y
- 21.52%
- 3Y*
- 15.86%
- 5Y*
- 11.49%
- 10Y*
- —
4UBF.DE vs. USUE.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% |
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc | 13.01% | 1.00% | 25.07% | 12.96% | -8.63% | 17.81% |
Correlation
The correlation between 4UBF.DE and USUE.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2021 | 0.21 |
The correlation between 4UBF.DE and USUE.DE shifts across timeframes, from 0.21 (5 years) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
4UBF.DE vs. USUE.DE — Risk / Return Rank
4UBF.DE
USUE.DE
4UBF.DE vs. USUE.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) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.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 | USUE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.33 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 4.41 | -3.71 |
| Martin ratioReturn relative to average drawdown | 2.30 | 14.20 | -11.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 4UBF.DE | USUE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 1.89 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.79 | -0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.65 | -0.69 |
Drawdowns
4UBF.DE vs. USUE.DE - Drawdown Comparison
The maximum 4UBF.DE drawdown since its inception was -19.99%, smaller than the maximum USUE.DE drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for 4UBF.DE and USUE.DE.
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Drawdown Indicators
| 4UBF.DE | USUE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.99% | -35.36% | +15.37% |
Max Drawdown (1Y)Largest decline over 1 year | -2.88% | -4.86% | +1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -2.88% | -20.79% | +17.91% |
Max Drawdown (5Y)Largest decline over 5 years | -19.99% | -20.79% | +0.80% |
Current DrawdownCurrent decline from peak | -2.81% | 0.00% | -2.81% |
Average DrawdownAverage peak-to-trough decline | -8.54% | -5.53% | -3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 1.51% | -0.64% |
Volatility
4UBF.DE vs. USUE.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) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) has a volatility of 2.84%. This indicates that 4UBF.DE experiences smaller price fluctuations and is considered to be less risky than USUE.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.DE | USUE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 2.84% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 3.11% | 7.98% | -4.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.67% | 11.34% | -7.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.08% | 14.42% | -9.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 17.33% | -12.31% |
4UBF.DE vs. USUE.DE - Expense Ratio Comparison
4UBF.DE has a 0.13% expense ratio, which is lower than USUE.DE's 0.25% expense ratio. Despite the difference, 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. USUE.DE - Dividend Comparison
Neither 4UBF.DE nor USUE.DE has paid dividends to shareholders.
Frequently Asked Questions
4UBF.DE and USUE.DE have a correlation of 0.32, 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 0.25% for USUE.DE.
4UBF.DE is categorized as European Corporate Bonds, while USUE.DE is Large Cap Blend Equities. 4UBF.DE tracks Bloomberg MSCI Euro Area Liquid Corporates Sustainable, while USUE.DE tracks MSCI USA Select Factor Mix. Their fees differ too: 0.13% for 4UBF.DE and 0.25% for USUE.DE.
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