4UBQ.DE vs. IBCK.DE
4UBQ.DE (UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc) and IBCK.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)) are both S&P 500 funds - 4UBQ.DE tracks the S&P 500 ESG while IBCK.DE tracks the S&P 500 Minimum Volatility. Both are passively managed. Over the past 5 years, 4UBQ.DE returned 15.51%/yr vs 9.91%/yr for IBCK.DE. Their correlation of 0.84 suggests significant overlap in exposure. 4UBQ.DE charges 0.10%/yr vs 0.20%/yr for IBCK.DE.
Performance
4UBQ.DE vs. IBCK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 4UBQ.DE achieves a 11.15% return, which is significantly higher than IBCK.DE's 5.14% return.
4UBQ.DE
- 1D
- 0.58%
- 1M
- 4.20%
- YTD
- 11.15%
- 6M
- 11.13%
- 1Y
- 28.46%
- 3Y*
- 18.50%
- 5Y*
- 15.51%
- 10Y*
- —
IBCK.DE
- 1D
- 0.27%
- 1M
- 4.61%
- YTD
- 5.14%
- 6M
- 5.32%
- 1Y
- 9.77%
- 3Y*
- 10.94%
- 5Y*
- 9.91%
- 10Y*
- 10.32%
4UBQ.DE vs. IBCK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
4UBQ.DE UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc | 11.15% | 5.39% | 31.02% | 24.03% | -13.92% | 43.62% | 8.66% |
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 5.14% | -0.69% | 25.61% | 6.20% | -6.04% | 35.73% | 4.73% |
Correlation
The correlation between 4UBQ.DE and IBCK.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2020 | 0.84 |
The correlation between 4UBQ.DE and IBCK.DE has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.
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Return for Risk
4UBQ.DE vs. IBCK.DE — Risk / Return Rank
4UBQ.DE
IBCK.DE
4UBQ.DE vs. IBCK.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 iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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.
| 4UBQ.DE | IBCK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.40 | ||
| Sortino ratioReturn per unit of downside risk | +1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.19 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 1.83 | +2.28 |
| Martin ratioReturn relative to average drawdown | 15.73 | 5.31 | +10.42 |
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
| 4UBQ.DE | IBCK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.07 | +1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.79 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.88 | +0.23 |
Drawdowns
4UBQ.DE vs. IBCK.DE - Drawdown Comparison
The maximum 4UBQ.DE drawdown since its inception was -23.35%, smaller than the maximum IBCK.DE drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for 4UBQ.DE and IBCK.DE.
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Drawdown Indicators
| 4UBQ.DE | IBCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.35% | -33.11% | +9.76% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -5.08% | -1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -23.35% | -17.55% | -5.80% |
Max Drawdown (5Y)Largest decline over 5 years | -23.35% | -17.55% | -5.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.11% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.47% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -4.50% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.75% | +0.06% |
Volatility
4UBQ.DE vs. IBCK.DE - Volatility Comparison
UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) has a higher volatility of 2.81% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) at 2.26%. This indicates that 4UBQ.DE's price experiences larger fluctuations and is considered to be riskier than IBCK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 4UBQ.DE | IBCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 2.26% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 5.71% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 8.73% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.27% | 12.37% | +2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 14.02% | +1.37% |
4UBQ.DE vs. IBCK.DE - Expense Ratio Comparison
4UBQ.DE has a 0.10% expense ratio, which is lower than IBCK.DE's 0.20% 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. IBCK.DE - Dividend Comparison
Neither 4UBQ.DE nor IBCK.DE has paid dividends to shareholders.
Frequently Asked Questions
4UBQ.DE and IBCK.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.20% for IBCK.DE.
4UBQ.DE tracks S&P 500 ESG, while IBCK.DE tracks S&P 500 Minimum Volatility. They also come from different issuers: UBS and iShares. Their fees differ too: 0.10% for 4UBQ.DE and 0.20% for IBCK.DE.
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