IXUA.DE vs. UBU7.DE
Compare and contrast key facts about iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE).
IXUA.DE and UBU7.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IXUA.DE is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA. It was launched on Jan 24, 2025. UBU7.DE is a passively managed fund by UBS that tracks the performance of the MSCI World. It was launched on Apr 11, 2012. Both IXUA.DE and UBU7.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
IXUA.DE vs. UBU7.DE - Performance Comparison
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IXUA.DE vs. UBU7.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IXUA.DE iShares MSCI World ex-USA UCITS ETF USD Acc | 3.24% | 11.45% |
UBU7.DE UBS ETF (IE) MSCI World UCITS ETF (USD) Dist | -1.34% | 4.34% |
Returns By Period
In the year-to-date period, IXUA.DE achieves a 3.24% return, which is significantly higher than UBU7.DE's -1.34% return.
IXUA.DE
- 1D
- -0.37%
- 1M
- -0.86%
- YTD
- 3.24%
- 6M
- 7.90%
- 1Y
- 17.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UBU7.DE
- 1D
- 0.09%
- 1M
- -2.00%
- YTD
- -1.34%
- 6M
- 1.74%
- 1Y
- 12.19%
- 3Y*
- 14.96%
- 5Y*
- 10.67%
- 10Y*
- 11.62%
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IXUA.DE vs. UBU7.DE - Expense Ratio Comparison
IXUA.DE has a 0.15% expense ratio, which is higher than UBU7.DE's 0.10% 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%.
Return for Risk
IXUA.DE vs. UBU7.DE — Risk / Return Rank
IXUA.DE
UBU7.DE
IXUA.DE vs. UBU7.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.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.
| IXUA.DE | UBU7.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 0.76 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.10 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.17 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.73 | -0.19 |
Martin ratioReturn relative to average drawdown | 10.43 | 10.42 | +0.01 |
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
| IXUA.DE | UBU7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.76 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.75 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.77 | +0.09 |
Correlation
The correlation between IXUA.DE and UBU7.DE is 0.81, 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
IXUA.DE vs. UBU7.DE - Dividend Comparison
IXUA.DE has not paid dividends to shareholders, while UBU7.DE's dividend yield for the trailing twelve months is around 1.26%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXUA.DE iShares MSCI World ex-USA 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% |
UBU7.DE UBS ETF (IE) MSCI World UCITS ETF (USD) Dist | 1.26% | 1.43% | 1.22% | 1.31% | 1.52% | 0.90% | 1.28% | 1.54% | 1.43% | 1.58% | 2.00% | 1.62% |
Drawdowns
IXUA.DE vs. UBU7.DE - Drawdown Comparison
The maximum IXUA.DE drawdown since its inception was -16.58%, smaller than the maximum UBU7.DE drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for IXUA.DE and UBU7.DE.
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Drawdown Indicators
| IXUA.DE | UBU7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.58% | -33.84% | +17.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -8.80% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.69% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.84% | — |
Current DrawdownCurrent decline from peak | -4.87% | -4.07% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -2.15% | -4.28% | +2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 1.73% | +0.35% |
Volatility
IXUA.DE vs. UBU7.DE - Volatility Comparison
iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) has a higher volatility of 5.73% compared to UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE) at 4.15%. This indicates that IXUA.DE's price experiences larger fluctuations and is considered to be riskier than UBU7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IXUA.DE | UBU7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 4.15% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.17% | 8.31% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.95% | 16.06% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 14.13% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.71% | 15.15% | -0.44% |