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AW16.DE vs. UETW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AW16.DE vs. UETW.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 UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AW16.DE achieves a 11.61% return, which is significantly higher than UETW.DE's 10.95% return.


AW16.DE

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

UETW.DE

1D
-0.01%
1M
3.72%
YTD
10.95%
6M
10.99%
1Y
23.94%
3Y*
17.68%
5Y*
12.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AW16.DE vs. UETW.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%
UETW.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Acc
10.95%8.06%26.50%19.68%-13.72%20.21%

Correlation

The correlation between AW16.DE and UETW.DE is 0.91, 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

0.91

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

0.92

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

0.94

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

0.94

The correlation between AW16.DE and UETW.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

AW16.DE vs. UETW.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

UETW.DE
UETW.DE Risk / Return Rank: 7171
Overall Rank
UETW.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
UETW.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
UETW.DE Omega Ratio Rank: 6969
Omega Ratio Rank
UETW.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
UETW.DE Martin Ratio Rank: 7777
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. UETW.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 UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.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.DEUETW.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.47

Omega ratioGain probability vs. loss probability

1.31

1.40

-0.10

Calmar ratioReturn relative to maximum drawdown

1.08

3.67

-2.59

Martin ratioReturn relative to average drawdown

2.02

14.61

-12.58

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

The current AW16.DE Sharpe Ratio is 0.94, which is lower than the UETW.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of AW16.DE and UETW.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.


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Sharpe Ratios by Period


AW16.DEUETW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

2.17

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.91

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.85

-0.15

Drawdowns

AW16.DE vs. UETW.DE - Drawdown Comparison

The maximum AW16.DE drawdown since its inception was -24.99%, smaller than the maximum UETW.DE drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for AW16.DE and UETW.DE.


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Drawdown Indicators


AW16.DEUETW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.99%

-33.72%

+8.73%

Max Drawdown (1Y)

Largest decline over 1 year

-21.98%

-6.47%

-15.51%

Max Drawdown (3Y)

Largest decline over 3 years

-24.99%

-21.30%

-3.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.99%

-21.30%

-3.69%

Current Drawdown

Current decline from peak

-4.05%

-0.30%

-3.75%

Average Drawdown

Average peak-to-trough decline

-7.89%

-4.63%

-3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.75%

1.63%

+10.12%

Volatility

AW16.DE vs. UETW.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 UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE) at 2.60%. This indicates that AW16.DE's price experiences larger fluctuations and is considered to be riskier than UETW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AW16.DEUETW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

2.60%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

7.63%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

25.18%

10.97%

+14.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.01%

14.03%

+4.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

16.11%

+2.71%

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

AW16.DE has a 0.09% expense ratio, which is lower than UETW.DE's 0.10% 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

AW16.DE vs. UETW.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, AW16.DE and UETW.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, AW16.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AW16.DE is cheaper with a 0.09% expense ratio, compared with 0.10% for UETW.DE.

AW16.DE is categorized as Large Cap Blend Equities, while UETW.DE is Global Equities. AW16.DE tracks MSCI USA Climate Paris Aligned, while UETW.DE tracks MSCI World. Their fees differ too: 0.09% for AW16.DE and 0.10% for UETW.DE.

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