GACA.DE vs. UBUR.DE
GACA.DE (Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)) and UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - GACA.DE tracks the Goldman Sachs ActiveBeta US Large Cap Equity while UBUR.DE tracks the MSCI USA Select Dynamic 50% Risk Weighted. Both are passively managed. Over the past 5 years, GACA.DE returned 13.63%/yr vs 6.64%/yr for UBUR.DE. At a 0.45 correlation, their price movements are largely independent. GACA.DE charges 0.14%/yr vs 0.18%/yr for UBUR.DE.
Performance
GACA.DE vs. UBUR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GACA.DE achieves a 10.44% return, which is significantly higher than UBUR.DE's 0.53% return.
GACA.DE
- 1D
- -0.16%
- 1M
- 5.10%
- YTD
- 10.44%
- 6M
- 10.26%
- 1Y
- 20.78%
- 3Y*
- 17.51%
- 5Y*
- 13.63%
- 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*
- —
GACA.DE vs. UBUR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GACA.DE Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) | 10.44% | 3.94% | 29.59% | 21.02% | -14.66% | 38.66% | 7.33% | 8.54% |
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% | 2.43% |
Correlation
The correlation between GACA.DE and UBUR.DE is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Oct 9, 2019 | 0.45 |
The correlation between GACA.DE and UBUR.DE shifts across timeframes, from -0.03 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GACA.DE vs. UBUR.DE — Risk / Return Rank
GACA.DE
UBUR.DE
GACA.DE vs. UBUR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.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.
| GACA.DE | UBUR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.80 | ||
| Sortino ratioReturn per unit of downside risk | +2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.98 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | -0.28 | +2.61 |
| Martin ratioReturn relative to average drawdown | 8.09 | -0.64 | +8.72 |
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
| GACA.DE | UBUR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | -0.20 | +1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.70 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.81 | +0.03 |
Drawdowns
GACA.DE vs. UBUR.DE - Drawdown Comparison
The maximum GACA.DE drawdown since its inception was -33.50%, smaller than the maximum UBUR.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for GACA.DE and UBUR.DE.
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Drawdown Indicators
| GACA.DE | UBUR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -35.34% | +1.84% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -7.81% | -1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -23.68% | -14.40% | -9.28% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -14.40% | -9.28% |
Current DrawdownCurrent decline from peak | -0.33% | -11.30% | +10.97% |
Average DrawdownAverage peak-to-trough decline | -5.08% | -7.34% | +2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 9.86% | -7.29% |
Volatility
GACA.DE vs. UBUR.DE - Volatility Comparison
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) has a higher volatility of 3.46% compared to UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) at 3.22%. This indicates that GACA.DE's price experiences larger fluctuations and is considered to be riskier 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
| GACA.DE | UBUR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 3.22% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 8.82% | 7.37% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 10.99% | +2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 15.76% | -0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 19.45% | -2.23% |
GACA.DE vs. UBUR.DE - Expense Ratio Comparison
GACA.DE has a 0.14% 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
GACA.DE vs. UBUR.DE - Dividend Comparison
GACA.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 |
|---|---|---|---|---|---|---|---|---|---|---|
GACA.DE Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (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
GACA.DE and UBUR.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GACA.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GACA.DE is cheaper with a 0.14% expense ratio, compared with 0.18% for UBUR.DE.
GACA.DE tracks Goldman Sachs ActiveBeta US Large Cap Equity, while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. They also come from different issuers: Goldman Sachs and UBS. Their fees differ too: 0.14% for GACA.DE and 0.18% for UBUR.DE.
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