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MDBA.DE vs. MDBU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDBA.DE vs. MDBU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE) and UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.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, MDBA.DE achieves a 1.20% return, which is significantly higher than MDBU.DE's 1.02% return.


MDBA.DE

1D
0.00%
1M
0.73%
YTD
1.20%
6M
0.67%
1Y
1.63%
3Y*
1.12%
5Y*
1.90%
10Y*

MDBU.DE

1D
0.09%
1M
0.78%
YTD
1.02%
6M
0.39%
1Y
1.13%
3Y*
0.83%
5Y*
1.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDBA.DE vs. MDBU.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MDBA.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc
1.20%-5.19%8.65%0.89%-1.84%6.67%-4.47%7.64%0.37%
MDBU.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis
1.02%-5.52%8.42%0.69%-1.90%6.58%-4.66%7.40%0.42%

Correlation

The correlation between MDBA.DE and MDBU.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2018

0.98

The correlation between MDBA.DE and MDBU.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

MDBA.DE vs. MDBU.DE — Risk / Return Rank

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

MDBA.DE
MDBA.DE Risk / Return Rank: 1313
Overall Rank
MDBA.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MDBA.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
MDBA.DE Omega Ratio Rank: 1212
Omega Ratio Rank
MDBA.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
MDBA.DE Martin Ratio Rank: 1414
Martin Ratio Rank

MDBU.DE
MDBU.DE Risk / Return Rank: 1212
Overall Rank
MDBU.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MDBU.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
MDBU.DE Omega Ratio Rank: 1111
Omega Ratio Rank
MDBU.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
MDBU.DE Martin Ratio Rank: 1212
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.

MDBA.DE vs. MDBU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE) and UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.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.


MDBA.DEMDBU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.05

1.04

+0.02

Calmar ratioReturn relative to maximum drawdown

0.43

0.30

+0.13

Martin ratioReturn relative to average drawdown

1.04

0.72

+0.33

MDBA.DE vs. MDBU.DE - Sharpe Ratio Comparison

The current MDBA.DE Sharpe Ratio is 0.31, which is higher than the MDBU.DE Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of MDBA.DE and MDBU.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


MDBA.DEMDBU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.21

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.23

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.22

+0.02

Drawdowns

MDBA.DE vs. MDBU.DE - Drawdown Comparison

The maximum MDBA.DE drawdown since its inception was -12.17%, roughly equal to the maximum MDBU.DE drawdown of -12.38%. Use the drawdown chart below to compare losses from any high point for MDBA.DE and MDBU.DE.


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Drawdown Indicators


MDBA.DEMDBU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.17%

-12.38%

+0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.81%

-3.81%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-10.11%

-10.06%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-12.02%

-12.09%

+0.07%

Current Drawdown

Current decline from peak

-6.13%

-6.60%

+0.47%

Average Drawdown

Average peak-to-trough decline

-5.56%

-5.71%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

1.57%

-0.02%

Volatility

MDBA.DE vs. MDBU.DE - Volatility Comparison

The current volatility for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE) is 0.85%, while UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.DE) has a volatility of 0.90%. This indicates that MDBA.DE experiences smaller price fluctuations and is considered to be less risky than MDBU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDBA.DEMDBU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

0.90%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.65%

3.83%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

5.31%

5.40%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.26%

7.21%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

6.88%

+0.15%

MDBA.DE vs. MDBU.DE - Expense Ratio Comparison

MDBA.DE has a 0.15% expense ratio, which is lower than MDBU.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

MDBA.DE vs. MDBU.DE - Dividend Comparison

MDBA.DE has not paid dividends to shareholders, while MDBU.DE's dividend yield for the trailing twelve months is around 2.66%.


PositionTTM2025202420232022202120202019
MDBA.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MDBU.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis
2.66%3.79%1.92%1.75%0.75%0.59%1.58%1.40%

Frequently Asked Questions


With a correlation of 0.98, MDBA.DE and MDBU.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

MDBA.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for MDBU.DE.

MDBA.DE tracks Solactive UBS Global Multilateral Development Bank Bond USD 25% Issuer Capped, while MDBU.DE tracks Solactive Global Multilateral Development Bank Bond USD 25% Issuer Capped Index. Their fees differ too: 0.15% for MDBA.DE and 0.18% for MDBU.DE.

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