PortfoliosLab logoPortfoliosLab logo
ACU2.DE vs. UBUR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACU2.DE vs. UBUR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ACU2.DE achieves a 13.23% return, which is significantly higher than UBUR.DE's 0.53% return.


ACU2.DE

1D
0.31%
1M
6.00%
YTD
13.23%
6M
13.20%
1Y
25.76%
3Y*
16.67%
5Y*
12.95%
10Y*
14.18%

UBUR.DE

1D
-0.14%
1M
-0.81%
YTD
0.53%
6M
0.76%
1Y
-1.69%
3Y*
5.82%
5Y*
6.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACU2.DE vs. UBUR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACU2.DE
Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR
13.23%1.61%26.66%22.75%-15.77%38.66%9.40%34.49%-1.28%6.21%
UBUR.DE
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
0.53%-5.64%20.63%2.15%-0.28%33.09%-5.58%30.74%1.50%3.98%

Correlation

The correlation between ACU2.DE and UBUR.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.22

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

0.35

Correlation (All Time)
Calculated using the full available price history since May 24, 2017

0.39

The correlation between ACU2.DE and UBUR.DE shifts across timeframes, from -0.02 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

ACU2.DE vs. UBUR.DE — Risk / Return Rank

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

ACU2.DE
ACU2.DE Risk / Return Rank: 5757
Overall Rank
ACU2.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ACU2.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
ACU2.DE Omega Ratio Rank: 5959
Omega Ratio Rank
ACU2.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
ACU2.DE Martin Ratio Rank: 5252
Martin Ratio Rank

UBUR.DE
UBUR.DE Risk / Return Rank: 77
Overall Rank
UBUR.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UBUR.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
UBUR.DE Omega Ratio Rank: 77
Omega Ratio Rank
UBUR.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
UBUR.DE Martin Ratio Rank: 66
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.

ACU2.DE vs. UBUR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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.


ACU2.DEUBUR.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.20

Sortino ratioReturn per unit of downside risk

+2.96

Omega ratioGain probability vs. loss probability

1.36

0.98

+0.38

Calmar ratioReturn relative to maximum drawdown

2.56

-0.28

+2.85

Martin ratioReturn relative to average drawdown

8.85

-0.64

+9.49

ACU2.DE vs. UBUR.DE - Sharpe Ratio Comparison

The current ACU2.DE Sharpe Ratio is 2.00, which is higher than the UBUR.DE Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of ACU2.DE and UBUR.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.


Loading charts...

Sharpe Ratios by Period


ACU2.DEUBUR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

-0.20

+2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.70

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.81

+0.09

Drawdowns

ACU2.DE vs. UBUR.DE - Drawdown Comparison

The maximum ACU2.DE drawdown since its inception was -34.31%, roughly equal to the maximum UBUR.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for ACU2.DE and UBUR.DE.


Loading charts...

Drawdown Indicators


ACU2.DEUBUR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.31%

-35.34%

+1.03%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-7.81%

-2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-23.98%

-14.40%

-9.58%

Max Drawdown (5Y)

Largest decline over 5 years

-23.98%

-14.40%

-9.58%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

Current Drawdown

Current decline from peak

0.00%

-11.30%

+11.30%

Average Drawdown

Average peak-to-trough decline

-4.32%

-7.34%

+3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

9.86%

-6.98%

Volatility

ACU2.DE vs. UBUR.DE - Volatility Comparison

Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) have volatilities of 3.21% and 3.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ACU2.DEUBUR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

3.22%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.92%

7.37%

+1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

10.99%

+1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

15.76%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.24%

19.45%

-3.21%

ACU2.DE vs. UBUR.DE - Expense Ratio Comparison

ACU2.DE has a 0.35% expense ratio, which is higher than UBUR.DE's 0.18% expense ratio.


Dividends

ACU2.DE vs. UBUR.DE - Dividend Comparison

ACU2.DE has not paid dividends to shareholders, while UBUR.DE's dividend yield for the trailing twelve months is around 1.60%.


PositionTTM202520242023202220212020201920182017
ACU2.DE
Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBUR.DE
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
1.60%1.87%1.44%1.39%1.28%0.93%1.62%1.40%1.37%0.68%

Frequently Asked Questions


ACU2.DE and UBUR.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBUR.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBUR.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for ACU2.DE.

ACU2.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.35% for ACU2.DE and 0.18% for UBUR.DE.

Portfolio Optimizer

Find the right allocation for ACU2.DE and UBUR.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer