PortfoliosLab logoPortfoliosLab logo
4UBQ.DE vs. F500.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4UBQ.DE vs. F500.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) and Amundi S&P 500 ESG UCITS ETF Acc (F500.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with 4UBQ.DE having a 12.61% return and F500.DE slightly lower at 12.56%.


4UBQ.DE

1D
0.00%
1M
0.40%
6M
11.61%
YTD
12.61%
1Y
25.40%
3Y*
18.93%
5Y*
14.28%
10Y*

F500.DE

1D
0.04%
1M
0.45%
6M
12.00%
YTD
12.56%
1Y
25.47%
3Y*
19.12%
5Y*
14.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

4UBQ.DE vs. F500.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
4UBQ.DE
UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc
12.61%5.39%31.02%24.03%-13.92%43.62%7.99%
F500.DE
Amundi S&P 500 ESG UCITS ETF Acc
12.56%5.41%31.71%24.10%-14.24%43.57%9.71%

Correlation

The correlation between 4UBQ.DE and F500.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.98

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2020

0.95

The correlation between 4UBQ.DE and F500.DE has been stable across timeframes, ranging from 0.95 to 0.99 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

4UBQ.DE vs. F500.DE — Risk / Return Rank

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

4UBQ.DE
4UBQ.DE Risk / Return Rank: 8585
Overall Rank
4UBQ.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
4UBQ.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
4UBQ.DE Omega Ratio Rank: 8484
Omega Ratio Rank
4UBQ.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
4UBQ.DE Martin Ratio Rank: 8686
Martin Ratio Rank

F500.DE
F500.DE Risk / Return Rank: 8282
Overall Rank
F500.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
F500.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
F500.DE Omega Ratio Rank: 8282
Omega Ratio Rank
F500.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
F500.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.

4UBQ.DE vs. F500.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) and Amundi S&P 500 ESG UCITS ETF Acc (F500.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.


4UBQ.DEF500.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.40

1.39

+0.01

Calmar ratioReturn relative to maximum drawdown

3.68

3.46

+0.22

Martin ratioReturn relative to average drawdown

14.09

13.28

+0.81

4UBQ.DE vs. F500.DE - Sharpe Ratio Comparison

The current 4UBQ.DE Sharpe Ratio is 2.15, which is comparable to the F500.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of 4UBQ.DE and F500.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.


Loading charts...

Drawdowns

4UBQ.DE vs. F500.DE - Drawdown Comparison

The maximum 4UBQ.DE drawdown since its inception was -23.35%, smaller than the maximum F500.DE drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for 4UBQ.DE and F500.DE.


Loading charts...

Drawdown Indicators


4UBQ.DEF500.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.35%

-33.80%

+10.45%

Max Drawdown (1Y)

Largest decline over 1 year

-6.93%

-7.33%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-23.35%

-23.49%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-23.35%

-23.49%

+0.14%

Current Drawdown

Current decline from peak

-0.53%

-0.53%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.93%

-4.58%

+0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.91%

-0.10%

Volatility

4UBQ.DE vs. F500.DE - Volatility Comparison

The current volatility for UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) is 2.42%, while Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) has a volatility of 2.56%. This indicates that 4UBQ.DE experiences smaller price fluctuations and is considered to be less risky than F500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


4UBQ.DEF500.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

2.56%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

8.06%

8.13%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

11.88%

11.99%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

15.36%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

16.92%

-1.49%

4UBQ.DE vs. F500.DE - Expense Ratio Comparison

4UBQ.DE has a 0.10% expense ratio, which is lower than F500.DE's 0.12% 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

4UBQ.DE vs. F500.DE - Dividend Comparison

Neither 4UBQ.DE nor F500.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, 4UBQ.DE and F500.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, 4UBQ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

4UBQ.DE is cheaper with a 0.10% expense ratio, compared with 0.12% for F500.DE.

4UBQ.DE tracks S&P 500 ESG, while F500.DE tracks S&P 500 ESG+. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.10% for 4UBQ.DE and 0.12% for F500.DE.

Portfolio Optimizer

Find the right allocation for 4UBQ.DE and F500.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer