AW12.DE vs. UIQ4.DE
AW12.DE (UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc) and UIQ4.DE (UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc) are both exchange-traded funds - AW12.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Climate Paris Aligned, while UIQ4.DE is a Derivative Income fund tracking the Euro Equity Defensive Put Write Index. Both are passively managed. At a 0.45 correlation, their price movements are largely independent. AW12.DE charges 0.16%/yr vs 0.21%/yr for UIQ4.DE.
Performance
AW12.DE vs. UIQ4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AW12.DE achieves a 24.98% return, which is significantly higher than UIQ4.DE's 3.01% return.
AW12.DE
- 1D
- -1.17%
- 1M
- 4.69%
- YTD
- 24.98%
- 6M
- 27.25%
- 1Y
- 46.00%
- 3Y*
- 18.73%
- 5Y*
- —
- 10Y*
- —
UIQ4.DE
- 1D
- 0.18%
- 1M
- 2.17%
- YTD
- 3.01%
- 6M
- 3.58%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AW12.DE vs. UIQ4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AW12.DE UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc | 24.98% | 14.90% |
UIQ4.DE UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc | 3.01% | 6.38% |
Correlation
The correlation between AW12.DE and UIQ4.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 11, 2025 | 0.45 |
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Return for Risk
AW12.DE vs. UIQ4.DE — Risk / Return Rank
AW12.DE
UIQ4.DE
AW12.DE vs. UIQ4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc (AW12.DE) and UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.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.
| AW12.DE | UIQ4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.46 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.61 | — | — |
| Martin ratioReturn relative to average drawdown | 16.28 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AW12.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 1.27 | -0.84 |
Drawdowns
AW12.DE vs. UIQ4.DE - Drawdown Comparison
The maximum AW12.DE drawdown since its inception was -24.09%, which is greater than UIQ4.DE's maximum drawdown of -3.90%. Use the drawdown chart below to compare losses from any high point for AW12.DE and UIQ4.DE.
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Drawdown Indicators
| AW12.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.09% | -3.90% | -20.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.94% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.93% | — | — |
Current DrawdownCurrent decline from peak | -2.26% | -0.25% | -2.01% |
Average DrawdownAverage peak-to-trough decline | -9.89% | -0.87% | -9.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | — | — |
Volatility
AW12.DE vs. UIQ4.DE - Volatility Comparison
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Volatility by Period
| AW12.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.88% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.18% | 7.67% | +10.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.92% | 7.67% | +10.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 7.67% | +10.25% |
AW12.DE vs. UIQ4.DE - Expense Ratio Comparison
AW12.DE has a 0.16% expense ratio, which is lower than UIQ4.DE's 0.21% 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
AW12.DE vs. UIQ4.DE - Dividend Comparison
Neither AW12.DE nor UIQ4.DE has paid dividends to shareholders.
Frequently Asked Questions
AW12.DE and UIQ4.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AW12.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AW12.DE is cheaper with a 0.16% expense ratio, compared with 0.21% for UIQ4.DE.
AW12.DE is categorized as Emerging Markets Equities, while UIQ4.DE is Derivative Income. AW12.DE tracks MSCI Emerging Markets Climate Paris Aligned, while UIQ4.DE tracks Euro Equity Defensive Put Write Index. Their fees differ too: 0.16% for AW12.DE and 0.21% for UIQ4.DE.
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