LESU.DE vs. UBUR.DE

Last updated Jun 26, 2026

LESU.DE (Lyxor MSCI USA ESG Trend Leaders (DR) UCITS ETF - Acc) and UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - LESU.DE tracks the Russell 1000 TR USD while UBUR.DE tracks the MSCI USA Select Dynamic 50% Risk Weighted. Both are passively managed. Over the past 5 years, LESU.DE returned 13.13%/yr vs 7.54%/yr for UBUR.DE. A 0.65 correlation means they provide meaningful diversification when combined. LESU.DE charges 0.15%/yr vs 0.18%/yr for UBUR.DE.

Performance

LESU.DE vs. UBUR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor MSCI USA ESG Trend Leaders (DR) UCITS ETF - Acc (LESU.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.

Returns By Period

In the year-to-date period, LESU.DE achieves a 8.88% return, which is significantly higher than UBUR.DE's 5.99% return.

LESU.DE

• 1D: -1.10%
• 1M: 0.10%
• YTD: 8.88%
• 6M: 9.15%
• 1Y: 22.85%
• 3Y*: 18.32%
• 5Y*: 13.13%
• 10Y*: —

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%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
LESU.DE Lyxor MSCI USA ESG Trend Leaders (DR) UCITS ETF - Acc	8.88%	4.53%	31.39%	25.21%	-18.40%	45.61%	7.42%	34.03%	-18.60%
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%	5.40%

Correlation

The correlation between LESU.DE and UBUR.DE is 0.05, 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	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (All Time) Calculated using the full available price history since Mar 21, 2018	0.65

Over the past year, the correlation between LESU.DE and UBUR.DE has dropped to 0.05 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

Return for Risk

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

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

LESU.DE

LESU.DE Risk / Return Rank: 54
LESU.DE Sharpe Ratio Rank: 58
LESU.DE Sortino Ratio Rank: 57
LESU.DE Omega Ratio Rank: 55
LESU.DE Calmar Ratio Rank: 50
LESU.DE Martin Ratio Rank: 50

UBUR.DE

UBUR.DE Risk / Return Rank: 19
UBUR.DE Sharpe Ratio Rank: 19
UBUR.DE Sortino Ratio Rank: 19
UBUR.DE Omega Ratio Rank: 17
UBUR.DE Calmar Ratio Rank: 20
UBUR.DE Martin Ratio Rank: 19

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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI USA ESG Trend Leaders (DR) UCITS ETF - Acc (LESU.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.

	LESU.DE	UBUR.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.73	0.63	+1.10
Sortino ratio: Return per unit of downside risk	2.42	0.99	+1.43
Omega ratio: Gain probability vs. loss probability	1.31	1.11	+0.20
Calmar ratio: Return relative to maximum drawdown	2.25	0.86	+1.40
Martin ratio: Return relative to average drawdown	7.83	2.03	+5.80

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

The current LESU.DE Sharpe Ratio is 1.73, which is higher than the UBUR.DE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of LESU.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.

Drawdowns

LESU.DE vs. UBUR.DE - Drawdown Comparison

The maximum LESU.DE drawdown since its inception was -33.72%, roughly equal to the maximum UBUR.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for LESU.DE and UBUR.DE.

Drawdown Indicators

	LESU.DE	UBUR.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.72%	-35.34%	+1.62%
Max Drawdown (1Y) Largest decline over 1 year	-10.10%	-7.81%	-2.29%
Max Drawdown (3Y) Largest decline over 3 years	-24.42%	-14.40%	-10.02%
Max Drawdown (5Y) Largest decline over 5 years	-24.42%	-14.40%	-10.02%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.34%	—
Current Drawdown Current decline from peak	-1.25%	-6.37%	+5.12%
Average Drawdown Average peak-to-trough decline	-6.31%	-5.83%	-0.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	3.30%	-0.39%

Volatility

LESU.DE vs. UBUR.DE - Volatility Comparison

The current volatility for Lyxor MSCI USA ESG Trend Leaders (DR) UCITS ETF - Acc (LESU.DE) is 3.75%, 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 LESU.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.

Volatility by Period

	LESU.DE	UBUR.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.75%	4.18%	-0.43%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	7.74%	+1.63%
Volatility (1Y) Calculated over the trailing 1-year period	13.16%	10.59%	+2.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.28%	12.43%	+3.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.04%	14.14%	+5.90%

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

LESU.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

LESU.DE vs. UBUR.DE - Dividend Comparison

LESU.DE's dividend yield for the trailing twelve months is around 0.68%, less than UBUR.DE's 1.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
LESU.DE Lyxor MSCI USA ESG Trend Leaders (DR) UCITS ETF - Acc	0.68%	0.79%	0.08%	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

Can I hold both LESU.DE and UBUR.DE in my portfolio?

LESU.DE and UBUR.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LESU.DE or UBUR.DE?

On fees, LESU.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LESU.DE or UBUR.DE?

LESU.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for UBUR.DE.

What is the main difference between LESU.DE and UBUR.DE?

LESU.DE tracks Russell 1000 TR USD, while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.15% for LESU.DE and 0.18% for UBUR.DE.