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ESGU.DE vs. UBUR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGU.DE vs. UBUR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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, ESGU.DE achieves a 12.55% return, which is significantly higher than UBUR.DE's 0.53% return.


ESGU.DE

1D
-0.51%
1M
5.84%
YTD
12.55%
6M
12.15%
1Y
25.15%
3Y*
18.92%
5Y*
13.90%
10Y*

UBUR.DE

1D
-0.14%
1M
-0.81%
YTD
0.53%
6M
0.76%
1Y
-1.69%
3Y*
5.82%
5Y*
6.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGU.DE vs. UBUR.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ESGU.DE
Invesco MSCI USA ESG Universal Screened UCITS ETF Acc
12.55%3.01%31.66%23.96%-17.68%39.98%12.25%13.25%
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%-5.58%7.62%

Correlation

The correlation between ESGU.DE and UBUR.DE is 0.00, 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

0.00

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

0.22

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

0.34

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2019

0.45

Over the past year, the correlation between ESGU.DE and UBUR.DE has dropped to 0.00 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

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Return for Risk

ESGU.DE vs. UBUR.DE — Risk / Return Rank

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

ESGU.DE
ESGU.DE Risk / Return Rank: 6363
Overall Rank
ESGU.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ESGU.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
ESGU.DE Omega Ratio Rank: 6565
Omega Ratio Rank
ESGU.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
ESGU.DE Martin Ratio Rank: 6161
Martin Ratio Rank

UBUR.DE
UBUR.DE Risk / Return Rank: 77
Overall Rank
UBUR.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UBUR.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
UBUR.DE Omega Ratio Rank: 77
Omega Ratio Rank
UBUR.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
UBUR.DE Martin Ratio Rank: 66
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.

ESGU.DE vs. UBUR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.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.


ESGU.DEUBUR.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+3.07

Omega ratioGain probability vs. loss probability

1.38

0.98

+0.41

Calmar ratioReturn relative to maximum drawdown

3.11

-0.28

+3.39

Martin ratioReturn relative to average drawdown

10.84

-0.64

+11.48

ESGU.DE vs. UBUR.DE - Sharpe Ratio Comparison

The current ESGU.DE Sharpe Ratio is 2.09, which is higher than the UBUR.DE Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of ESGU.DE and UBUR.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


ESGU.DEUBUR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

-0.20

+2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.70

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.81

+0.09

Drawdowns

ESGU.DE vs. UBUR.DE - Drawdown Comparison

The maximum ESGU.DE drawdown since its inception was -32.63%, smaller than the maximum UBUR.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for ESGU.DE and UBUR.DE.


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Drawdown Indicators


ESGU.DEUBUR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.63%

-35.34%

+2.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-7.81%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-23.69%

-14.40%

-9.29%

Max Drawdown (5Y)

Largest decline over 5 years

-23.69%

-14.40%

-9.29%

Current Drawdown

Current decline from peak

-0.53%

-11.30%

+10.77%

Average Drawdown

Average peak-to-trough decline

-5.33%

-7.34%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

9.86%

-7.55%

Volatility

ESGU.DE vs. UBUR.DE - Volatility Comparison

The current volatility for Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) is 2.90%, while UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a volatility of 3.22%. This indicates that ESGU.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


ESGU.DEUBUR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

3.22%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.14%

7.37%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

10.99%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.66%

15.76%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.47%

19.45%

-1.98%

ESGU.DE vs. UBUR.DE - Expense Ratio Comparison

ESGU.DE has a 0.09% 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

ESGU.DE vs. UBUR.DE - Dividend Comparison

ESGU.DE has not paid dividends to shareholders, while UBUR.DE's dividend yield for the trailing twelve months is around 1.60%.


PositionTTM202520242023202220212020201920182017
ESGU.DE
Invesco MSCI USA ESG Universal Screened UCITS ETF Acc
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


ESGU.DE and UBUR.DE have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESGU.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESGU.DE is cheaper with a 0.09% expense ratio, compared with 0.18% for UBUR.DE.

ESGU.DE tracks MSCI USA ESG Universal Select Business Screens, while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.09% for ESGU.DE and 0.18% for UBUR.DE.

Portfolio Optimizer

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