4UBQ.DE vs. UBU7.DE

Last updated Jun 5, 2026

4UBQ.DE (UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc) and UBU7.DE (UBS ETF (IE) MSCI World UCITS ETF (USD) Dist) are both exchange-traded funds - 4UBQ.DE is a S&P 500 fund tracking the S&P 500 ESG, while UBU7.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 5 years, 4UBQ.DE returned 15.51%/yr vs 12.72%/yr for UBU7.DE. With a 0.96 correlation, they move nearly in lockstep. Both charge a 0.10% expense ratio.

Performance

4UBQ.DE vs. UBU7.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 UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with 4UBQ.DE having a 11.15% return and UBU7.DE slightly lower at 10.81%.

4UBQ.DE

• 1D: 0.58%
• 1M: 4.20%
• YTD: 11.15%
• 6M: 11.13%
• 1Y: 28.46%
• 3Y*: 18.50%
• 5Y*: 15.51%
• 10Y*: —

UBU7.DE

• 1D: -0.02%
• 1M: 4.86%
• YTD: 10.81%
• 6M: 11.28%
• 1Y: 23.73%
• 3Y*: 17.49%
• 5Y*: 12.72%
• 10Y*: 12.53%

*Multi-year figures are annualized to reflect compound growth (CAGR)

4UBQ.DE vs. UBU7.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%
UBU7.DE UBS ETF (IE) MSCI World UCITS ETF (USD) Dist	10.81%	7.95%	25.92%	19.97%	-13.95%	32.24%	10.63%

Correlation

The correlation between 4UBQ.DE and UBU7.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jul 13, 2020	0.96

The correlation between 4UBQ.DE and UBU7.DE has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

Return for Risk

4UBQ.DE vs. UBU7.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: 79
4UBQ.DE Sharpe Ratio Rank: 78
4UBQ.DE Sortino Ratio Rank: 76
4UBQ.DE Omega Ratio Rank: 78
4UBQ.DE Calmar Ratio Rank: 80
4UBQ.DE Martin Ratio Rank: 81

UBU7.DE

UBU7.DE Risk / Return Rank: 69
UBU7.DE Sharpe Ratio Rank: 66
UBU7.DE Sortino Ratio Rank: 65
UBU7.DE Omega Ratio Rank: 68
UBU7.DE Calmar Ratio Rank: 72
UBU7.DE Martin Ratio Rank: 76

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. UBU7.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 UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.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	UBU7.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.47	2.14	+0.33
Sortino ratio: Return per unit of downside risk	3.36	2.98	+0.39
Omega ratio: Gain probability vs. loss probability	1.46	1.40	+0.06
Calmar ratio: Return relative to maximum drawdown	4.10	3.58	+0.53
Martin ratio: Return relative to average drawdown	15.73	14.23	+1.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

4UBQ.DE vs. UBU7.DE - Sharpe Ratio Comparison

The current 4UBQ.DE Sharpe Ratio is 2.47, which is comparable to the UBU7.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of 4UBQ.DE and UBU7.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.

Sharpe Ratios by Period

	4UBQ.DE	UBU7.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.47	2.14	+0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.00	0.89	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.11	0.82	+0.28

Drawdowns

4UBQ.DE vs. UBU7.DE - Drawdown Comparison

The maximum 4UBQ.DE drawdown since its inception was -23.35%, smaller than the maximum UBU7.DE drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for 4UBQ.DE and UBU7.DE.

Drawdown Indicators

	4UBQ.DE	UBU7.DE	Difference
Max Drawdown Largest peak-to-trough decline	-23.35%	-33.84%	+10.49%
Max Drawdown (1Y) Largest decline over 1 year	-6.93%	-6.61%	-0.32%
Max Drawdown (3Y) Largest decline over 3 years	-23.35%	-21.69%	-1.66%
Max Drawdown (5Y) Largest decline over 5 years	-23.35%	-21.69%	-1.66%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.84%	—
Current Drawdown Current decline from peak	0.00%	-0.31%	+0.31%
Average Drawdown Average peak-to-trough decline	-4.02%	-4.24%	+0.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	1.66%	+0.15%

Volatility

4UBQ.DE vs. UBU7.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 UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE) at 2.57%. This indicates that 4UBQ.DE's price experiences larger fluctuations and is considered to be riskier than UBU7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	4UBQ.DE	UBU7.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.81%	2.57%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	7.61%	7.61%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	11.53%	11.04%	+0.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.27%	14.11%	+1.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.39%	15.11%	+0.28%

4UBQ.DE vs. UBU7.DE - Expense Ratio Comparison

Both 4UBQ.DE and UBU7.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

4UBQ.DE vs. UBU7.DE - Dividend Comparison

4UBQ.DE has not paid dividends to shareholders, while UBU7.DE's dividend yield for the trailing twelve months is around 1.13%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
UBU7.DE UBS ETF (IE) MSCI World UCITS ETF (USD) Dist	1.13%	1.43%	1.22%	1.31%	1.52%	0.90%	1.28%	1.54%	1.43%	1.58%	2.00%	1.62%

Frequently Asked Questions

Can I hold both 4UBQ.DE and UBU7.DE in my portfolio?

With a correlation of 0.93, 4UBQ.DE and UBU7.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.

Which ETF is better, 4UBQ.DE or UBU7.DE?

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, 4UBQ.DE or UBU7.DE?

4UBQ.DE and UBU7.DE have the same expense ratio: 0.10% per year.

What is the main difference between 4UBQ.DE and UBU7.DE?

4UBQ.DE is categorized as S&P 500, while UBU7.DE is Global Equities. 4UBQ.DE tracks S&P 500 ESG, while UBU7.DE tracks MSCI World.