PortfoliosLab logoPortfoliosLab logo
AW16.DE vs. BBUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AW16.DE vs. BBUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI USA Climate Paris Aligned UCITS ETF (USD) Acc (AW16.DE) and JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBUS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with AW16.DE having a 11.61% return and BBUS.DE slightly lower at 11.12%.


AW16.DE

1D
-0.06%
1M
7.15%
YTD
11.61%
6M
10.64%
1Y
23.54%
3Y*
17.62%
5Y*
13.34%
10Y*

BBUS.DE

1D
-0.05%
1M
4.40%
YTD
11.12%
6M
10.48%
1Y
25.00%
3Y*
18.93%
5Y*
14.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AW16.DE vs. BBUS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AW16.DE
UBS ETF (IE) MSCI USA Climate Paris Aligned UCITS ETF (USD) Acc
11.61%0.95%31.99%25.24%-19.63%26.52%
BBUS.DE
JPMorgan BetaBuilders US Equity UCITS ETF (Acc)
11.12%4.72%32.23%23.40%-15.59%24.71%

Correlation

The correlation between AW16.DE and BBUS.DE is 0.94, 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

0.94

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

0.96

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

0.97

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2021

0.97

The correlation between AW16.DE and BBUS.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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

AW16.DE vs. BBUS.DE — Risk / Return Rank

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

AW16.DE
AW16.DE Risk / Return Rank: 3030
Overall Rank
AW16.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
AW16.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
AW16.DE Omega Ratio Rank: 5050
Omega Ratio Rank
AW16.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
AW16.DE Martin Ratio Rank: 1919
Martin Ratio Rank

BBUS.DE
BBUS.DE Risk / Return Rank: 6666
Overall Rank
BBUS.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BBUS.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
BBUS.DE Omega Ratio Rank: 6868
Omega Ratio Rank
BBUS.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
BBUS.DE Martin Ratio Rank: 6666
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.

AW16.DE vs. BBUS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Climate Paris Aligned UCITS ETF (USD) Acc (AW16.DE) and JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBUS.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.


AW16.DEBBUS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.36

Omega ratioGain probability vs. loss probability

1.31

1.40

-0.09

Calmar ratioReturn relative to maximum drawdown

1.08

3.38

-2.30

Martin ratioReturn relative to average drawdown

2.02

11.81

-9.78

AW16.DE vs. BBUS.DE - Sharpe Ratio Comparison

The current AW16.DE Sharpe Ratio is 0.94, which is lower than the BBUS.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of AW16.DE and BBUS.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


AW16.DEBBUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

2.14

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.92

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.88

-0.19

Drawdowns

AW16.DE vs. BBUS.DE - Drawdown Comparison

The maximum AW16.DE drawdown since its inception was -24.99%, smaller than the maximum BBUS.DE drawdown of -34.09%. Use the drawdown chart below to compare losses from any high point for AW16.DE and BBUS.DE.


Loading charts...

Drawdown Indicators


AW16.DEBBUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.99%

-34.09%

+9.10%

Max Drawdown (1Y)

Largest decline over 1 year

-21.98%

-7.38%

-14.60%

Max Drawdown (3Y)

Largest decline over 3 years

-24.99%

-23.46%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-24.99%

-23.46%

-1.53%

Current Drawdown

Current decline from peak

-4.05%

-0.37%

-3.68%

Average Drawdown

Average peak-to-trough decline

-7.89%

-4.79%

-3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.75%

2.12%

+9.63%

Volatility

AW16.DE vs. BBUS.DE - Volatility Comparison

UBS ETF (IE) MSCI USA Climate Paris Aligned UCITS ETF (USD) Acc (AW16.DE) has a higher volatility of 3.38% compared to JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBUS.DE) at 2.68%. This indicates that AW16.DE's price experiences larger fluctuations and is considered to be riskier than BBUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AW16.DEBBUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

2.68%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

7.68%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

25.18%

11.64%

+13.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.01%

15.34%

+3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

17.18%

+1.64%

AW16.DE vs. BBUS.DE - Expense Ratio Comparison

AW16.DE has a 0.09% expense ratio, which is higher than BBUS.DE's 0.05% 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%.


Dividends

AW16.DE vs. BBUS.DE - Dividend Comparison

Neither AW16.DE nor BBUS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, AW16.DE and BBUS.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.

On fees, BBUS.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBUS.DE is cheaper with a 0.05% expense ratio, compared with 0.09% for AW16.DE.

AW16.DE tracks MSCI USA Climate Paris Aligned, while BBUS.DE tracks Morningstar US Target Market Exposure. They also come from different issuers: UBS and JPMorgan. Their fees differ too: 0.09% for AW16.DE and 0.05% for BBUS.DE.

Portfolio Optimizer

Find the right allocation for AW16.DE and BBUS.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