Correlation
The correlation between 4UBQ.DE and SPHQ is 0.61, 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.
4UBQ.DE vs. SPHQ
Compare and contrast key facts about UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) and Invesco S&P 500® Quality ETF (SPHQ).
4UBQ.DE and SPHQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 4UBQ.DE is a passively managed fund by UBS that tracks the performance of the S&P 500 ESG. It was launched on Apr 18, 2019. SPHQ is a passively managed fund by Invesco that tracks the performance of the S&P 500 High Quality Rankings Index. It was launched on Dec 6, 2005. Both 4UBQ.DE and SPHQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 4UBQ.DE or SPHQ.
Performance
4UBQ.DE vs. SPHQ - Performance Comparison
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Key characteristics
4UBQ.DE:
0.24
SPHQ:
0.94
4UBQ.DE:
0.50
SPHQ:
1.29
4UBQ.DE:
1.07
SPHQ:
1.18
4UBQ.DE:
0.23
SPHQ:
0.89
4UBQ.DE:
0.72
SPHQ:
3.66
4UBQ.DE:
7.52%
SPHQ:
4.03%
4UBQ.DE:
18.75%
SPHQ:
17.62%
4UBQ.DE:
-23.35%
SPHQ:
-57.83%
4UBQ.DE:
-12.51%
SPHQ:
-0.99%
Returns By Period
In the year-to-date period, 4UBQ.DE achieves a -9.83% return, which is significantly lower than SPHQ's 5.20% return.
4UBQ.DE
-9.83%
6.31%
-11.22%
4.61%
11.27%
N/A
N/A
SPHQ
5.20%
6.27%
2.38%
16.47%
16.02%
16.47%
13.46%
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4UBQ.DE vs. SPHQ - Expense Ratio Comparison
4UBQ.DE has a 0.10% expense ratio, which is lower than SPHQ'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%.
Risk-Adjusted Performance
4UBQ.DE vs. SPHQ — Risk-Adjusted Performance Rank
4UBQ.DE
SPHQ
4UBQ.DE vs. SPHQ - 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 Invesco S&P 500® Quality ETF (SPHQ). 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.
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Dividends
4UBQ.DE vs. SPHQ - Dividend Comparison
4UBQ.DE has not paid dividends to shareholders, while SPHQ's dividend yield for the trailing twelve months is around 1.09%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
4UBQ.DE UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPHQ Invesco S&P 500® Quality ETF | 1.09% | 1.15% | 1.42% | 1.85% | 1.19% | 1.55% | 1.51% | 1.85% | 1.57% | 1.67% | 2.29% | 1.66% |
Drawdowns
4UBQ.DE vs. SPHQ - Drawdown Comparison
The maximum 4UBQ.DE drawdown since its inception was -23.35%, smaller than the maximum SPHQ drawdown of -57.83%. Use the drawdown chart below to compare losses from any high point for 4UBQ.DE and SPHQ.
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Volatility
4UBQ.DE vs. SPHQ - Volatility Comparison
UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) has a higher volatility of 6.11% compared to Invesco S&P 500® Quality ETF (SPHQ) at 4.32%. This indicates that 4UBQ.DE's price experiences larger fluctuations and is considered to be riskier than SPHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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