IS0X.DE vs. 4UBP.DE

Last updated Apr 3, 2026

Compare and contrast key facts about iShares Global Corporate Bond UCITS ETF (IS0X.DE) and UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc (4UBP.DE).

IS0X.DE and 4UBP.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS0X.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Global Aggregate Corporate. It was launched on Sep 24, 2012. 4UBP.DE is a passively managed fund by UBS that tracks the performance of the Bloomberg MSCI Global Liquid Corporates Sustainable Bond. It was launched on Jun 24, 2020. Both IS0X.DE and 4UBP.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IS0X.DE vs. 4UBP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Corporate Bond UCITS ETF (IS0X.DE) and UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc (4UBP.DE). The values are adjusted to include any dividend payments, if applicable.

IS0X.DE vs. 4UBP.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IS0X.DE iShares Global Corporate Bond UCITS ETF	0.85%	-2.16%	7.10%	5.53%	-11.18%	4.80%	-2.08%
4UBP.DE UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc	0.37%	-2.18%	6.73%	5.80%	-13.17%	3.83%	-2.06%

Returns By Period

In the year-to-date period, IS0X.DE achieves a 0.85% return, which is significantly higher than 4UBP.DE's 0.37% return.

IS0X.DE

• 1D: -13.31%
• 1M: -0.89%
• YTD: 0.85%
• 6M: 1.14%
• 1Y: -0.29%
• 3Y*: 3.01%
• 5Y*: 0.62%
• 10Y*: 2.02%

4UBP.DE

• 1D: -0.09%
• 1M: -0.80%
• YTD: 0.37%
• 6M: 0.81%
• 1Y: -1.40%
• 3Y*: 2.87%
• 5Y*: 0.24%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0X.DE vs. 4UBP.DE - Expense Ratio Comparison

IS0X.DE has a 0.20% expense ratio, which is higher than 4UBP.DE's 0.13% 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%.

IS0X.DE

iShares Global Corporate Bond UCITS ETF

4UBP.DE

UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc

Return for Risk

IS0X.DE vs. 4UBP.DE — Risk / Return Rank

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

IS0X.DE

IS0X.DE Risk / Return Rank: 12
IS0X.DE Sharpe Ratio Rank: 11
IS0X.DE Sortino Ratio Rank: 11
IS0X.DE Omega Ratio Rank: 14
IS0X.DE Calmar Ratio Rank: 11
IS0X.DE Martin Ratio Rank: 12

4UBP.DE

4UBP.DE Risk / Return Rank: 7
4UBP.DE Sharpe Ratio Rank: 8
4UBP.DE Sortino Ratio Rank: 7
4UBP.DE Omega Ratio Rank: 6
4UBP.DE Calmar Ratio Rank: 9
4UBP.DE Martin Ratio Rank: 8

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.

IS0X.DE vs. 4UBP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Corporate Bond UCITS ETF (IS0X.DE) and UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc (4UBP.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.

	IS0X.DE	4UBP.DE	Difference
Sharpe ratio Return per unit of total volatility	-0.01	-0.23	+0.22
Sortino ratio Return per unit of downside risk	0.14	-0.26	+0.40
Omega ratio Gain probability vs. loss probability	1.04	0.96	+0.08
Calmar ratio Return relative to maximum drawdown	0.05	-0.18	+0.24
Martin ratio Return relative to average drawdown	0.37	-0.48	+0.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IS0X.DE vs. 4UBP.DE - Sharpe Ratio Comparison

The current IS0X.DE Sharpe Ratio is -0.01, which is higher than the 4UBP.DE Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of IS0X.DE and 4UBP.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.

Sharpe Ratios by Period

	IS0X.DE	4UBP.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.01	-0.23	+0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	0.04	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	-0.06	+0.36

Correlation

The correlation between IS0X.DE and 4UBP.DE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

IS0X.DE vs. 4UBP.DE - Dividend Comparison

IS0X.DE's dividend yield for the trailing twelve months is around 4.26%, while 4UBP.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IS0X.DE iShares Global Corporate Bond UCITS ETF	4.26%	4.22%	3.80%	3.35%	2.65%	2.03%	2.45%	2.68%	2.59%	2.64%	2.57%	2.61%
4UBP.DE UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IS0X.DE vs. 4UBP.DE - Drawdown Comparison

The maximum IS0X.DE drawdown since its inception was -13.65%, smaller than the maximum 4UBP.DE drawdown of -15.13%. Use the drawdown chart below to compare losses from any high point for IS0X.DE and 4UBP.DE.

Drawdown Indicators

	IS0X.DE	4UBP.DE	Difference
Max Drawdown Largest peak-to-trough decline	-13.65%	-15.13%	+1.48%
Max Drawdown (1Y) Largest decline over 1 year	-13.31%	-5.45%	-7.86%
Max Drawdown (5Y) Largest decline over 5 years	-13.31%	-15.13%	+1.82%
Max Drawdown (10Y) Largest decline over 10 years	-13.65%	—	—
Current Drawdown Current decline from peak	-13.31%	-4.83%	-8.48%
Average Drawdown Average peak-to-trough decline	-4.62%	-6.80%	+2.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	1.81%	+0.15%

Volatility

IS0X.DE vs. 4UBP.DE - Volatility Comparison

iShares Global Corporate Bond UCITS ETF (IS0X.DE) has a higher volatility of 21.14% compared to UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc (4UBP.DE) at 1.50%. This indicates that IS0X.DE's price experiences larger fluctuations and is considered to be riskier than 4UBP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IS0X.DE	4UBP.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.14%	1.50%	+19.64%
Volatility (6M) Calculated over the trailing 6-month period	20.88%	2.98%	+17.90%
Volatility (1Y) Calculated over the trailing 1-year period	21.59%	5.99%	+15.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.28%	6.56%	+4.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.29%	6.50%	+2.79%