DELG.DE vs. UBUR.DE
DELG.DE (L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating) and UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - DELG.DE tracks the Foxberry Sustainability Consensus US while UBUR.DE tracks the MSCI USA Select Dynamic 50% Risk Weighted. Both are passively managed. Over the past 5 years, DELG.DE returned 14.64%/yr vs 6.64%/yr for UBUR.DE. At a 0.38 correlation, their price movements are largely independent. DELG.DE charges 0.12%/yr vs 0.18%/yr for UBUR.DE.
Performance
DELG.DE vs. UBUR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DELG.DE achieves a 10.45% return, which is significantly higher than UBUR.DE's 0.53% return.
DELG.DE
- 1D
- -0.17%
- 1M
- 4.64%
- YTD
- 10.45%
- 6M
- 9.86%
- 1Y
- 25.64%
- 3Y*
- 19.55%
- 5Y*
- 14.64%
- 10Y*
- —
UBUR.DE
- 1D
- -0.14%
- 1M
- -0.65%
- YTD
- 0.53%
- 6M
- 0.77%
- 1Y
- -1.23%
- 3Y*
- 5.82%
- 5Y*
- 6.64%
- 10Y*
- —
DELG.DE vs. UBUR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DELG.DE L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating | 10.45% | 6.14% | 33.62% | 26.50% | -19.07% | 38.54% | 10.87% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 0.53% | -5.64% | 20.63% | 2.15% | -0.28% | 33.09% | -10.38% |
Correlation
The correlation between DELG.DE and UBUR.DE is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2020 | 0.38 |
The correlation between DELG.DE and UBUR.DE shifts across timeframes, from -0.09 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DELG.DE vs. UBUR.DE — Risk / Return Rank
DELG.DE
UBUR.DE
DELG.DE vs. UBUR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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.
| DELG.DE | UBUR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.20 | ||
| Sortino ratioReturn per unit of downside risk | +2.96 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.98 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | -0.28 | +3.11 |
| Martin ratioReturn relative to average drawdown | 10.31 | -0.64 | +10.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DELG.DE | UBUR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | -0.20 | +2.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.70 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.81 | +0.01 |
Drawdowns
DELG.DE vs. UBUR.DE - Drawdown Comparison
The maximum DELG.DE drawdown since its inception was -31.08%, smaller than the maximum UBUR.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for DELG.DE and UBUR.DE.
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Drawdown Indicators
| DELG.DE | UBUR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.08% | -35.34% | +4.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -7.81% | -1.34% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -14.40% | -9.98% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -14.40% | -9.98% |
Current DrawdownCurrent decline from peak | -0.57% | -11.30% | +10.73% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -7.34% | +1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 9.86% | -7.35% |
Volatility
DELG.DE vs. UBUR.DE - Volatility Comparison
L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) have volatilities of 3.31% and 3.22%, 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
| DELG.DE | UBUR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 3.22% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 7.37% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 10.99% | +1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 15.76% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 19.45% | -0.63% |
DELG.DE vs. UBUR.DE - Expense Ratio Comparison
DELG.DE has a 0.12% expense ratio, which is lower than UBUR.DE's 0.18% 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
DELG.DE vs. UBUR.DE - Dividend Comparison
DELG.DE has not paid dividends to shareholders, while UBUR.DE's dividend yield for the trailing twelve months is around 1.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DELG.DE L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 1.60% | 1.87% | 1.44% | 1.39% | 1.28% | 0.93% | 1.62% | 1.40% | 1.37% | 0.68% |
Frequently Asked Questions
DELG.DE and UBUR.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DELG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DELG.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for UBUR.DE.
DELG.DE tracks Foxberry Sustainability Consensus US, while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. They also come from different issuers: Legal & General and UBS. Their fees differ too: 0.12% for DELG.DE and 0.18% for UBUR.DE.
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