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AW1H.DE vs. UBU7.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AW1H.DE vs. UBU7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI EMU ESG Universal Low Carbon Select UCITS ETF (EUR) Acc (AW1H.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE). The values are adjusted to include any dividend payments, if applicable.

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AW1H.DE vs. UBU7.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AW1H.DE
UBS ETF (IE) MSCI EMU ESG Universal Low Carbon Select UCITS ETF (EUR) Acc
-1.82%23.67%10.99%18.33%-14.28%2.74%
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist
-1.43%7.95%25.92%19.97%-13.95%9.33%

Returns By Period

In the year-to-date period, AW1H.DE achieves a -1.82% return, which is significantly lower than UBU7.DE's -1.43% return.


AW1H.DE

1D
2.92%
1M
-4.54%
YTD
-1.82%
6M
2.87%
1Y
12.56%
3Y*
12.47%
5Y*
10Y*

UBU7.DE

1D
1.99%
1M
-3.21%
YTD
-1.43%
6M
2.01%
1Y
12.03%
3Y*
15.02%
5Y*
10.64%
10Y*
11.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AW1H.DE vs. UBU7.DE - Expense Ratio Comparison

AW1H.DE has a 0.12% expense ratio, which is higher than UBU7.DE's 0.10% 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%.


Return for Risk

AW1H.DE vs. UBU7.DE — Risk / Return Rank

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

AW1H.DE
AW1H.DE Risk / Return Rank: 3737
Overall Rank
AW1H.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AW1H.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
AW1H.DE Omega Ratio Rank: 3636
Omega Ratio Rank
AW1H.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
AW1H.DE Martin Ratio Rank: 3939
Martin Ratio Rank

UBU7.DE
UBU7.DE Risk / Return Rank: 4343
Overall Rank
UBU7.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
UBU7.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
UBU7.DE Omega Ratio Rank: 3939
Omega Ratio Rank
UBU7.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
UBU7.DE Martin Ratio Rank: 5656
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.

AW1H.DE vs. UBU7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI EMU ESG Universal Low Carbon Select UCITS ETF (EUR) Acc (AW1H.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.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.


AW1H.DEUBU7.DEDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.75

+0.01

Sortino ratio

Return per unit of downside risk

1.09

1.08

+0.01

Omega ratio

Gain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

1.17

1.37

-0.21

Martin ratio

Return relative to average drawdown

4.24

6.05

-1.81

AW1H.DE vs. UBU7.DE - Sharpe Ratio Comparison

The current AW1H.DE Sharpe Ratio is 0.76, which is comparable to the UBU7.DE Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of AW1H.DE and UBU7.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AW1H.DEUBU7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.75

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.77

-0.32

Correlation

The correlation between AW1H.DE and UBU7.DE is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AW1H.DE vs. UBU7.DE - Dividend Comparison

AW1H.DE has not paid dividends to shareholders, while UBU7.DE's dividend yield for the trailing twelve months is around 1.26%.


TTM20252024202320222021202020192018201720162015
AW1H.DE
UBS ETF (IE) MSCI EMU ESG Universal Low Carbon Select UCITS ETF (EUR) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist
1.26%1.43%1.22%1.31%1.52%0.90%1.28%1.54%1.43%1.58%2.00%1.62%

Drawdowns

AW1H.DE vs. UBU7.DE - Drawdown Comparison

The maximum AW1H.DE drawdown since its inception was -26.23%, smaller than the maximum UBU7.DE drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for AW1H.DE and UBU7.DE.


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Drawdown Indicators


AW1H.DEUBU7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.23%

-33.84%

+7.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-13.31%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

Max Drawdown (10Y)

Largest decline over 10 years

-33.84%

Current Drawdown

Current decline from peak

-7.02%

-4.16%

-2.86%

Average Drawdown

Average peak-to-trough decline

-5.87%

-4.28%

-1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.00%

+1.00%

Volatility

AW1H.DE vs. UBU7.DE - Volatility Comparison

UBS ETF (IE) MSCI EMU ESG Universal Low Carbon Select UCITS ETF (EUR) Acc (AW1H.DE) has a higher volatility of 6.65% compared to UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE) at 4.33%. This indicates that AW1H.DE's price experiences larger fluctuations and is considered to be riskier than UBU7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AW1H.DEUBU7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

4.33%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

8.34%

+2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

16.10%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.65%

14.14%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.65%

15.15%

+1.50%