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4UBQ.DE vs. IUIT.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 4UBQ.DE and IUIT.L is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

4UBQ.DE vs. IUIT.L - 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 iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

4UBQ.DE:

0.24

IUIT.L:

0.49

Sortino Ratio

4UBQ.DE:

0.50

IUIT.L:

0.97

Omega Ratio

4UBQ.DE:

1.07

IUIT.L:

1.13

Calmar Ratio

4UBQ.DE:

0.23

IUIT.L:

0.60

Martin Ratio

4UBQ.DE:

0.72

IUIT.L:

1.95

Ulcer Index

4UBQ.DE:

7.52%

IUIT.L:

8.15%

Daily Std Dev

4UBQ.DE:

18.75%

IUIT.L:

26.60%

Max Drawdown

4UBQ.DE:

-23.35%

IUIT.L:

-33.46%

Current Drawdown

4UBQ.DE:

-12.51%

IUIT.L:

-5.32%

Returns By Period

In the year-to-date period, 4UBQ.DE achieves a -9.83% return, which is significantly lower than IUIT.L's -3.44% return.


4UBQ.DE

YTD

-9.83%

1M

6.31%

6M

-11.22%

1Y

4.61%

3Y*

11.27%

5Y*

N/A

10Y*

N/A

IUIT.L

YTD

-3.44%

1M

11.86%

6M

-0.75%

1Y

12.97%

3Y*

23.62%

5Y*

22.26%

10Y*

N/A

*Annualized

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4UBQ.DE vs. IUIT.L - Expense Ratio Comparison

4UBQ.DE has a 0.10% expense ratio, which is lower than IUIT.L's 0.15% 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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

4UBQ.DE vs. IUIT.L — Risk-Adjusted Performance Rank

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

4UBQ.DE
The Risk-Adjusted Performance Rank of 4UBQ.DE is 2828
Overall Rank
The Sharpe Ratio Rank of 4UBQ.DE is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of 4UBQ.DE is 2828
Sortino Ratio Rank
The Omega Ratio Rank of 4UBQ.DE is 3030
Omega Ratio Rank
The Calmar Ratio Rank of 4UBQ.DE is 2929
Calmar Ratio Rank
The Martin Ratio Rank of 4UBQ.DE is 2727
Martin Ratio Rank

IUIT.L
The Risk-Adjusted Performance Rank of IUIT.L is 5353
Overall Rank
The Sharpe Ratio Rank of IUIT.L is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of IUIT.L is 5656
Sortino Ratio Rank
The Omega Ratio Rank of IUIT.L is 5353
Omega Ratio Rank
The Calmar Ratio Rank of IUIT.L is 6161
Calmar Ratio Rank
The Martin Ratio Rank of IUIT.L is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

4UBQ.DE vs. IUIT.L - Risk-Adjusted Performance 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 S&P 500 Information Technology Sector UCITS ETF (IUIT.L). 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.


The current 4UBQ.DE Sharpe Ratio is 0.24, which is lower than the IUIT.L Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of 4UBQ.DE and IUIT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

4UBQ.DE vs. IUIT.L - Dividend Comparison

Neither 4UBQ.DE nor IUIT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

4UBQ.DE vs. IUIT.L - Drawdown Comparison

The maximum 4UBQ.DE drawdown since its inception was -23.35%, smaller than the maximum IUIT.L drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for 4UBQ.DE and IUIT.L.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

4UBQ.DE vs. IUIT.L - Volatility Comparison

The current volatility for UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) is 6.11%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.85%. This indicates that 4UBQ.DE experiences smaller price fluctuations and is considered to be less risky than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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