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

Key characteristics


4UBQ.DEVUAA.L
YTD Return31.03%26.72%
1Y Return38.07%38.97%
3Y Return (Ann)8.37%10.11%
5Y Return (Ann)15.18%15.76%
Sharpe Ratio3.053.23
Sortino Ratio4.074.48
Omega Ratio1.631.62
Calmar Ratio3.764.89
Martin Ratio17.5621.12
Ulcer Index2.08%1.79%
Daily Std Dev11.92%11.69%
Max Drawdown-32.93%-34.05%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.8

The correlation between 4UBQ.DE and VUAA.L is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

4UBQ.DE vs. VUAA.L - Performance Comparison

In the year-to-date period, 4UBQ.DE achieves a 31.03% return, which is significantly higher than VUAA.L's 26.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.63%
15.73%
4UBQ.DE
VUAA.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

4UBQ.DE has a 0.10% expense ratio, which is higher than VUAA.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


4UBQ.DE
UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc
Expense ratio chart for 4UBQ.DE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VUAA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

4UBQ.DE vs. VUAA.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 Vanguard S&P 500 UCITS ETF (VUAA.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.


4UBQ.DE
Sharpe ratio
The chart of Sharpe ratio for 4UBQ.DE, currently valued at 3.05, compared to the broader market-2.000.002.004.006.003.05
Sortino ratio
The chart of Sortino ratio for 4UBQ.DE, currently valued at 4.13, compared to the broader market0.005.0010.004.13
Omega ratio
The chart of Omega ratio for 4UBQ.DE, currently valued at 1.59, compared to the broader market1.001.502.002.503.001.59
Calmar ratio
The chart of Calmar ratio for 4UBQ.DE, currently valued at 2.62, compared to the broader market0.005.0010.0015.002.62
Martin ratio
The chart of Martin ratio for 4UBQ.DE, currently valued at 18.10, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.10
VUAA.L
Sharpe ratio
The chart of Sharpe ratio for VUAA.L, currently valued at 3.06, compared to the broader market-2.000.002.004.006.003.06
Sortino ratio
The chart of Sortino ratio for VUAA.L, currently valued at 4.23, compared to the broader market0.005.0010.004.23
Omega ratio
The chart of Omega ratio for VUAA.L, currently valued at 1.59, compared to the broader market1.001.502.002.503.001.59
Calmar ratio
The chart of Calmar ratio for VUAA.L, currently valued at 4.57, compared to the broader market0.005.0010.0015.004.57
Martin ratio
The chart of Martin ratio for VUAA.L, currently valued at 19.65, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.65

4UBQ.DE vs. VUAA.L - Sharpe Ratio Comparison

The current 4UBQ.DE Sharpe Ratio is 3.05, which is comparable to the VUAA.L Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of 4UBQ.DE and VUAA.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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.05
3.06
4UBQ.DE
VUAA.L

Dividends

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

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


Tickers have no history of dividend payments

Drawdowns

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

The maximum 4UBQ.DE drawdown since its inception was -32.93%, roughly equal to the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for 4UBQ.DE and VUAA.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
4UBQ.DE
VUAA.L

Volatility

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

The current volatility for UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) is 3.58%, while Vanguard S&P 500 UCITS ETF (VUAA.L) has a volatility of 3.79%. This indicates that 4UBQ.DE experiences smaller price fluctuations and is considered to be less risky than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.58%
3.79%
4UBQ.DE
VUAA.L