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AW1C.DE vs. UIQ1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AW1C.DE vs. UIQ1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE) and UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.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, AW1C.DE achieves a 21.11% return, which is significantly lower than UIQ1.DE's 22.64% return.


AW1C.DE

1D
-0.12%
1M
10.22%
YTD
21.11%
6M
22.20%
1Y
39.06%
3Y*
21.18%
5Y*
15.78%
10Y*

UIQ1.DE

1D
-1.00%
1M
1.33%
YTD
22.64%
6M
25.07%
1Y
38.99%
3Y*
15.74%
5Y*
10.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AW1C.DE vs. UIQ1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AW1C.DE
UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc
21.11%6.94%24.89%24.93%-14.50%30.17%
UIQ1.DE
UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc
22.64%17.35%4.90%-7.27%9.59%18.10%

Correlation

The correlation between AW1C.DE and UIQ1.DE is -0.05, 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

-0.05

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

0.05

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

0.12

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2021

0.12

The correlation between AW1C.DE and UIQ1.DE shifts across timeframes, from -0.05 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

AW1C.DE vs. UIQ1.DE — Risk / Return Rank

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

AW1C.DE
AW1C.DE Risk / Return Rank: 5151
Overall Rank
AW1C.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
AW1C.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
AW1C.DE Omega Ratio Rank: 8282
Omega Ratio Rank
AW1C.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
AW1C.DE Martin Ratio Rank: 3131
Martin Ratio Rank

UIQ1.DE
UIQ1.DE Risk / Return Rank: 8383
Overall Rank
UIQ1.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
UIQ1.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
UIQ1.DE Omega Ratio Rank: 8080
Omega Ratio Rank
UIQ1.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
UIQ1.DE Martin Ratio Rank: 8484
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.

AW1C.DE vs. UIQ1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE) and UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.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.


AW1C.DEUIQ1.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.48

1.47

+0.01

Calmar ratioReturn relative to maximum drawdown

2.33

5.99

-3.66

Martin ratioReturn relative to average drawdown

4.43

16.75

-12.32

AW1C.DE vs. UIQ1.DE - Sharpe Ratio Comparison

The current AW1C.DE Sharpe Ratio is 1.56, which is lower than the UIQ1.DE Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of AW1C.DE and UIQ1.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


AW1C.DEUIQ1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

2.64

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.59

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.51

+0.41

Drawdowns

AW1C.DE vs. UIQ1.DE - Drawdown Comparison

The maximum AW1C.DE drawdown since its inception was -22.40%, smaller than the maximum UIQ1.DE drawdown of -39.99%. Use the drawdown chart below to compare losses from any high point for AW1C.DE and UIQ1.DE.


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Drawdown Indicators


AW1C.DEUIQ1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.40%

-39.99%

+17.59%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

-6.62%

-10.24%

Max Drawdown (3Y)

Largest decline over 3 years

-22.40%

-13.55%

-8.85%

Max Drawdown (5Y)

Largest decline over 5 years

-22.40%

-30.51%

+8.11%

Current Drawdown

Current decline from peak

-0.12%

-2.05%

+1.93%

Average Drawdown

Average peak-to-trough decline

-5.82%

-15.09%

+9.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.90%

2.37%

+6.53%

Volatility

AW1C.DE vs. UIQ1.DE - Volatility Comparison

UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE) and UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.DE) have volatilities of 3.81% and 3.79%, 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.


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Volatility by Period


AW1C.DEUIQ1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

3.79%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

12.91%

-3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

25.24%

15.03%

+10.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.35%

18.19%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

17.45%

+0.66%

AW1C.DE vs. UIQ1.DE - Expense Ratio Comparison

AW1C.DE has a 0.15% expense ratio, which is lower than UIQ1.DE's 0.34% expense ratio.


Dividends

AW1C.DE vs. UIQ1.DE - Dividend Comparison

Neither AW1C.DE nor UIQ1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AW1C.DE and UIQ1.DE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AW1C.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AW1C.DE is cheaper with a 0.15% expense ratio, compared with 0.34% for UIQ1.DE.

AW1C.DE is categorized as S&P 500, while UIQ1.DE is Commodities. AW1C.DE tracks S&P 500® ESG Elite, while UIQ1.DE tracks UBS CMCI Ex Agriculture Ex Livestock Capped (EUR Hedged). Their fees differ too: 0.15% for AW1C.DE and 0.34% for UIQ1.DE.

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