ENOA.DE vs. UBUR.DE
ENOA.DE (BNP Paribas Easy MSCI North America ESG Filtered Min TE UCITS ETF) and UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - ENOA.DE tracks the MSCI North America ESG Filtered Min TE while UBUR.DE tracks the MSCI USA Select Dynamic 50% Risk Weighted. Both are passively managed. Over the past 10 years, ENOA.DE returned 111.62%/yr vs 9.24%/yr for UBUR.DE. A 0.71 correlation means they provide meaningful diversification when combined. ENOA.DE charges 0.15%/yr vs 0.18%/yr for UBUR.DE.
Performance
ENOA.DE vs. UBUR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ENOA.DE achieves a 10.40% return, which is significantly higher than UBUR.DE's 5.99% return. Over the past 10 years, ENOA.DE has outperformed UBUR.DE with an annualized return of 111.62%, while UBUR.DE has yielded a comparatively lower 9.24% annualized return.
ENOA.DE
- 1D
- -1.00%
- 1M
- 0.30%
- YTD
- 10.40%
- 6M
- 10.69%
- 1Y
- 23.94%
- 3Y*
- 17.74%
- 5Y*
- 12.19%
- 10Y*
- 111.62%
UBUR.DE
- 1D
- -0.03%
- 1M
- 3.23%
- YTD
- 5.99%
- 6M
- 6.88%
- 1Y
- 6.70%
- 3Y*
- 8.11%
- 5Y*
- 7.54%
- 10Y*
- 9.24%
ENOA.DE vs. UBUR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENOA.DE BNP Paribas Easy MSCI North America ESG Filtered Min TE UCITS ETF | 10.40% | 3.55% | 30.22% | 20.47% | -15.59% | 38.33% | 8.94% | 34.09% | -95.57% | 2,224.04% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 5.99% | -5.50% | 20.30% | 3.14% | -1.97% | 35.27% | -5.38% | 32.02% | 2.78% | 2.01% |
Correlation
The correlation between ENOA.DE and UBUR.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2015 | 0.71 |
Over the past year, the correlation between ENOA.DE and UBUR.DE has dropped to 0.11 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
ENOA.DE vs. UBUR.DE — Risk / Return Rank
ENOA.DE
UBUR.DE
ENOA.DE vs. UBUR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI North America ESG Filtered Min TE UCITS ETF (ENOA.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ENOA.DE | UBUR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.11 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 0.86 | +2.24 |
| Martin ratioReturn relative to average drawdown | 10.67 | 2.03 | +8.65 |
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Drawdowns
ENOA.DE vs. UBUR.DE - Drawdown Comparison
The maximum ENOA.DE drawdown since its inception was -96.01%, which is greater than UBUR.DE's maximum drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for ENOA.DE and UBUR.DE.
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Drawdown Indicators
| ENOA.DE | UBUR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.01% | -35.34% | -60.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.70% | -7.81% | +0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -24.02% | -14.40% | -9.62% |
Max Drawdown (5Y)Largest decline over 5 years | -24.02% | -14.40% | -9.62% |
Max Drawdown (10Y)Largest decline over 10 years | -96.01% | -35.34% | -60.67% |
Current DrawdownCurrent decline from peak | -87.29% | -6.37% | -80.92% |
Average DrawdownAverage peak-to-trough decline | -45.06% | -5.83% | -39.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 3.30% | -1.06% |
Volatility
ENOA.DE vs. UBUR.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI North America ESG Filtered Min TE UCITS ETF (ENOA.DE) is 3.42%, while UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a volatility of 4.18%. This indicates that ENOA.DE experiences smaller price fluctuations and is considered to be less risky than UBUR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENOA.DE | UBUR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 4.18% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 7.74% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.10% | 10.59% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 12.43% | +3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,151.48% | 14.14% | +1,137.34% |
ENOA.DE vs. UBUR.DE - Expense Ratio Comparison
ENOA.DE has a 0.15% 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
ENOA.DE vs. UBUR.DE - Dividend Comparison
ENOA.DE has not paid dividends to shareholders, while UBUR.DE's dividend yield for the trailing twelve months is around 1.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ENOA.DE BNP Paribas Easy MSCI North America ESG Filtered Min TE UCITS ETF | 0.00% | 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 | 1.79% | 2.04% | 1.57% | 1.52% | 1.37% | 1.09% | 1.84% | 1.58% | 1.66% | 1.70% | 1.45% |
Frequently Asked Questions
ENOA.DE and UBUR.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ENOA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ENOA.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for UBUR.DE.
ENOA.DE tracks MSCI North America ESG Filtered Min TE, while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. They also come from different issuers: BNP Paribas and UBS. Their fees differ too: 0.15% for ENOA.DE and 0.18% for UBUR.DE.
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