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4UBP.DE vs. UET5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4UBP.DE vs. UET5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc (4UBP.DE) and UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.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, 4UBP.DE achieves a 1.25% return, which is significantly lower than UET5.DE's 8.56% return.


4UBP.DE

1D
0.13%
1M
1.06%
YTD
1.25%
6M
0.67%
1Y
2.86%
3Y*
2.97%
5Y*
0.76%
10Y*

UET5.DE

1D
0.78%
1M
5.24%
YTD
8.56%
6M
10.23%
1Y
19.15%
3Y*
18.86%
5Y*
13.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

4UBP.DE vs. UET5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
4UBP.DE
UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc
1.25%-2.18%6.73%5.80%-13.17%3.83%-2.06%
UET5.DE
UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist
8.56%25.92%12.78%25.36%-9.35%26.94%11.47%

Correlation

The correlation between 4UBP.DE and UET5.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.11

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

0.05

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2020

0.06

The correlation between 4UBP.DE and UET5.DE shifts across timeframes, from 0.05 (5 years) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

4UBP.DE vs. UET5.DE — Risk / Return Rank

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

4UBP.DE
4UBP.DE Risk / Return Rank: 2222
Overall Rank
4UBP.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
4UBP.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
4UBP.DE Omega Ratio Rank: 1919
Omega Ratio Rank
4UBP.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
4UBP.DE Martin Ratio Rank: 2323
Martin Ratio Rank

UET5.DE
UET5.DE Risk / Return Rank: 3333
Overall Rank
UET5.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
UET5.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
UET5.DE Omega Ratio Rank: 3232
Omega Ratio Rank
UET5.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
UET5.DE Martin Ratio Rank: 3737
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.

4UBP.DE vs. UET5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc (4UBP.DE) and UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.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.


4UBP.DEUET5.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.12

1.21

-0.09

Calmar ratioReturn relative to maximum drawdown

1.29

1.61

-0.33

Martin ratioReturn relative to average drawdown

2.97

5.64

-2.67

4UBP.DE vs. UET5.DE - Sharpe Ratio Comparison

The current 4UBP.DE Sharpe Ratio is 0.66, which is lower than the UET5.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of 4UBP.DE and UET5.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


4UBP.DEUET5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.12

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.79

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.74

-0.78

Drawdowns

4UBP.DE vs. UET5.DE - Drawdown Comparison

The maximum 4UBP.DE drawdown since its inception was -15.13%, smaller than the maximum UET5.DE drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for 4UBP.DE and UET5.DE.


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Drawdown Indicators


4UBP.DEUET5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.13%

-37.03%

+21.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

-11.81%

+9.60%

Max Drawdown (3Y)

Largest decline over 3 years

-8.60%

-15.56%

+6.96%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

-23.13%

+8.00%

Current Drawdown

Current decline from peak

-4.00%

-0.35%

-3.65%

Average Drawdown

Average peak-to-trough decline

-6.74%

-4.98%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

3.39%

-2.43%

Volatility

4UBP.DE vs. UET5.DE - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc (4UBP.DE) is 1.09%, while UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) has a volatility of 5.06%. This indicates that 4UBP.DE experiences smaller price fluctuations and is considered to be less risky than UET5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


4UBP.DEUET5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

5.06%

-3.97%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

13.82%

-10.82%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

16.97%

-12.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.54%

17.27%

-10.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

19.69%

-13.25%

4UBP.DE vs. UET5.DE - Expense Ratio Comparison

4UBP.DE has a 0.13% expense ratio, which is higher than UET5.DE's 0.10% 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

4UBP.DE vs. UET5.DE - Dividend Comparison

4UBP.DE has not paid dividends to shareholders, while UET5.DE's dividend yield for the trailing twelve months is around 2.92%.


PositionTTM202520242023202220212020
4UBP.DE
UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UET5.DE
UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist
2.92%2.15%3.28%2.96%3.06%1.90%1.93%

Frequently Asked Questions


4UBP.DE and UET5.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UET5.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UET5.DE is cheaper with a 0.10% expense ratio, compared with 0.13% for 4UBP.DE.

4UBP.DE is categorized as Global Corporate Bonds, while UET5.DE is Europe Equities. 4UBP.DE tracks Bloomberg MSCI Global Liquid Corporates Sustainable Bond, while UET5.DE tracks EURO STOXX® 50 ESG. Their fees differ too: 0.13% for 4UBP.DE and 0.10% for UET5.DE.

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