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4UBQ.DE vs. SPHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4UBQ.DE vs. SPHQ - 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 Invesco S&P 500 Quality ETF (SPHQ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

4UBQ.DE is traded in EUR, while SPHQ is traded in USD. To make them comparable, the SPHQ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 4UBQ.DE achieves a 12.57% return, which is significantly lower than SPHQ's 20.36% return.


4UBQ.DE

1D
0.00%
1M
2.38%
YTD
12.57%
6M
12.99%
1Y
31.57%
3Y*
19.16%
5Y*
15.04%
10Y*

SPHQ

1D
-2.48%
1M
5.00%
YTD
20.36%
6M
19.36%
1Y
28.09%
3Y*
20.60%
5Y*
15.24%
10Y*
15.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

4UBQ.DE vs. SPHQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
4UBQ.DE
UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc
12.57%5.39%31.02%24.03%-13.92%43.62%7.99%
SPHQ
Invesco S&P 500 Quality ETF
20.36%-0.19%33.72%21.08%-10.54%37.61%8.68%

Correlation

The correlation between 4UBQ.DE and SPHQ is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.52

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

0.54

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

0.52

The correlation between 4UBQ.DE and SPHQ has been stable across timeframes, ranging from 0.46 to 0.54 - a consistent structural relationship.

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Return for Risk

4UBQ.DE vs. SPHQ — 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: 8787
Overall Rank
4UBQ.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
4UBQ.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
4UBQ.DE Omega Ratio Rank: 8787
Omega Ratio Rank
4UBQ.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
4UBQ.DE Martin Ratio Rank: 8787
Martin Ratio Rank

SPHQ
SPHQ Risk / Return Rank: 6161
Overall Rank
SPHQ Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SPHQ Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPHQ Omega Ratio Rank: 5656
Omega Ratio Rank
SPHQ Calmar Ratio Rank: 6161
Calmar Ratio Rank
SPHQ Martin Ratio Rank: 7070
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. SPHQ - 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 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.

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.DESPHQDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.50

1.39

+0.11

Calmar ratioReturn relative to maximum drawdown

4.58

4.19

+0.39

Martin ratioReturn relative to average drawdown

17.57

15.63

+1.94

4UBQ.DE vs. SPHQ - Sharpe Ratio Comparison

The current 4UBQ.DE Sharpe Ratio is 2.68, which is comparable to the SPHQ Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of 4UBQ.DE and SPHQ, 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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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 -52.17%. Use the drawdown chart below to compare losses from any high point for 4UBQ.DE and SPHQ.


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Drawdown Indicators


4UBQ.DESPHQDifference

Max Drawdown

Largest peak-to-trough decline

-23.35%

-52.17%

+28.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.93%

-6.74%

-0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-23.35%

-21.33%

-2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-23.35%

-21.33%

-2.02%

Max Drawdown (10Y)

Largest decline over 10 years

-30.93%

Current Drawdown

Current decline from peak

0.00%

-2.48%

+2.48%

Average Drawdown

Average peak-to-trough decline

-3.97%

-10.21%

+6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

1.80%

0.00%

Volatility

4UBQ.DE vs. SPHQ - Volatility Comparison

The current volatility for UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) is 3.19%, while Invesco S&P 500 Quality ETF (SPHQ) has a volatility of 5.17%. This indicates that 4UBQ.DE experiences smaller price fluctuations and is considered to be less risky than SPHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


4UBQ.DESPHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

5.17%

-1.98%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

10.54%

-2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

11.85%

13.04%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

16.28%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.49%

18.38%

-2.89%

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%.


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 1.07%.


PositionTTM20252024202320222021202020192018201720162015
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
1.07%1.09%1.15%1.42%1.85%1.19%1.55%1.51%1.85%1.57%1.67%2.29%

Frequently Asked Questions


4UBQ.DE and SPHQ have a correlation of 0.46, 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 0.15% for SPHQ.

4UBQ.DE tracks S&P 500 ESG, while SPHQ tracks S&P 500 Quality Index. They also come from different issuers: UBS and Invesco. Their fees differ too: 0.10% for 4UBQ.DE and 0.15% for SPHQ.

Portfolio Optimizer

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