AW16.DE vs. UIQ4.DE
AW16.DE (UBS ETF (IE) MSCI USA 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 - AW16.DE is a Large Cap Blend Equities fund tracking the MSCI USA 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 0.41 correlation, their price movements are largely independent. AW16.DE charges 0.09%/yr vs 0.21%/yr for UIQ4.DE.
Performance
AW16.DE vs. UIQ4.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AW16.DE achieves a 11.61% return, which is significantly higher than UIQ4.DE's 3.01% 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*
- —
UIQ4.DE
- 1D
- 0.18%
- 1M
- 1.44%
- YTD
- 3.01%
- 6M
- 3.55%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AW16.DE vs. UIQ4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AW16.DE UBS ETF (IE) MSCI USA Climate Paris Aligned UCITS ETF (USD) Acc | 11.61% | 10.47% |
UIQ4.DE UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc | 3.01% | 6.38% |
Correlation
The correlation between AW16.DE and UIQ4.DE is 0.41, 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 | 0.41 |
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. UIQ4.DE — Risk / Return Rank
AW16.DE
UIQ4.DE
AW16.DE vs. UIQ4.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 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.
| AW16.DE | UIQ4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.31 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | — | — |
| Martin ratioReturn relative to average drawdown | 2.02 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AW16.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 1.27 | -0.58 |
Drawdowns
AW16.DE vs. UIQ4.DE - Drawdown Comparison
The maximum AW16.DE drawdown since its inception was -24.99%, 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 AW16.DE and UIQ4.DE.
Loading charts...
Drawdown Indicators
| AW16.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.99% | -3.90% | -21.09% |
Max Drawdown (1Y)Largest decline over 1 year | -21.98% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -24.99% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.99% | — | — |
Current DrawdownCurrent decline from peak | -4.05% | -0.25% | -3.80% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -0.87% | -7.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.75% | — | — |
Volatility
AW16.DE vs. UIQ4.DE - Volatility Comparison
Loading charts...
Volatility by Period
| AW16.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.18% | 7.67% | +17.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.01% | 7.67% | +11.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 7.67% | +11.15% |
AW16.DE vs. UIQ4.DE - Expense Ratio Comparison
AW16.DE has a 0.09% 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
AW16.DE vs. UIQ4.DE - Dividend Comparison
Neither AW16.DE nor UIQ4.DE has paid dividends to shareholders.
Frequently Asked Questions
AW16.DE and UIQ4.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.21% for UIQ4.DE.
AW16.DE is categorized as Large Cap Blend Equities, while UIQ4.DE is Derivative Income. AW16.DE tracks MSCI USA Climate Paris Aligned, while UIQ4.DE tracks Euro Equity Defensive Put Write Index. Their fees differ too: 0.09% for AW16.DE and 0.21% for UIQ4.DE.
Find the right allocation for AW16.DE and UIQ4.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