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AW1T.DE vs. 4UBQ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AW1T.DE vs. 4UBQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc (AW1T.DE) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE). The values are adjusted to include any dividend payments, if applicable.

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AW1T.DE vs. 4UBQ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
AW1T.DE
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc
1.65%37.16%9.32%18.73%7.29%
4UBQ.DE
UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc
-2.87%5.39%31.02%24.03%-14.02%

Returns By Period

In the year-to-date period, AW1T.DE achieves a 1.65% return, which is significantly higher than 4UBQ.DE's -2.87% return.


AW1T.DE

1D
2.00%
1M
-1.99%
YTD
1.65%
6M
9.60%
1Y
20.12%
3Y*
18.72%
5Y*
10Y*

4UBQ.DE

1D
1.72%
1M
-3.53%
YTD
-2.87%
6M
1.74%
1Y
11.68%
3Y*
16.27%
5Y*
12.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AW1T.DE vs. 4UBQ.DE - Expense Ratio Comparison

AW1T.DE has a 0.25% expense ratio, which is higher than 4UBQ.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

AW1T.DE vs. 4UBQ.DE — Risk / Return Rank

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

AW1T.DE
AW1T.DE Risk / Return Rank: 6666
Overall Rank
AW1T.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
AW1T.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
AW1T.DE Omega Ratio Rank: 6666
Omega Ratio Rank
AW1T.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
AW1T.DE Martin Ratio Rank: 6363
Martin Ratio Rank

4UBQ.DE
4UBQ.DE Risk / Return Rank: 4040
Overall Rank
4UBQ.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
4UBQ.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
4UBQ.DE Omega Ratio Rank: 3535
Omega Ratio Rank
4UBQ.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
4UBQ.DE Martin Ratio Rank: 5252
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.

AW1T.DE vs. 4UBQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc (AW1T.DE) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.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.


AW1T.DE4UBQ.DEDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.68

+0.61

Sortino ratio

Return per unit of downside risk

1.68

1.01

+0.67

Omega ratio

Gain probability vs. loss probability

1.26

1.15

+0.11

Calmar ratio

Return relative to maximum drawdown

1.95

1.35

+0.60

Martin ratio

Return relative to average drawdown

7.06

5.33

+1.74

AW1T.DE vs. 4UBQ.DE - Sharpe Ratio Comparison

The current AW1T.DE Sharpe Ratio is 1.29, which is higher than the 4UBQ.DE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of AW1T.DE and 4UBQ.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


AW1T.DE4UBQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

0.68

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

0.96

+0.49

Correlation

The correlation between AW1T.DE and 4UBQ.DE is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AW1T.DE vs. 4UBQ.DE - Dividend Comparison

Neither AW1T.DE nor 4UBQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AW1T.DE vs. 4UBQ.DE - Drawdown Comparison

The maximum AW1T.DE drawdown since its inception was -14.81%, smaller than the maximum 4UBQ.DE drawdown of -23.35%. Use the drawdown chart below to compare losses from any high point for AW1T.DE and 4UBQ.DE.


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Drawdown Indicators


AW1T.DE4UBQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.81%

-23.35%

+8.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.88%

-13.74%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-23.35%

Current Drawdown

Current decline from peak

-4.34%

-4.95%

+0.61%

Average Drawdown

Average peak-to-trough decline

-2.18%

-4.12%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.21%

+0.69%

Volatility

AW1T.DE vs. 4UBQ.DE - Volatility Comparison

UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc (AW1T.DE) has a higher volatility of 5.34% compared to UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) at 3.81%. This indicates that AW1T.DE's price experiences larger fluctuations and is considered to be riskier than 4UBQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AW1T.DE4UBQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

3.81%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

8.38%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.58%

17.10%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.75%

15.30%

-1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.75%

15.51%

-1.76%