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MDBU.DE vs. AW1P.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDBU.DE vs. AW1P.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) A-dis (MDBU.DE) and UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.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, MDBU.DE achieves a 1.02% return, which is significantly lower than AW1P.DE's 14.91% return.


MDBU.DE

1D
0.09%
1M
0.78%
YTD
1.02%
6M
0.39%
1Y
1.13%
3Y*
0.83%
5Y*
1.69%
10Y*

AW1P.DE

1D
-0.83%
1M
6.15%
YTD
14.91%
6M
15.53%
1Y
25.73%
3Y*
17.31%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDBU.DE vs. AW1P.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
MDBU.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis
1.02%-5.52%8.42%0.69%-1.18%
AW1P.DE
UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc
14.91%3.61%25.39%22.76%-14.89%

Correlation

The correlation between MDBU.DE and AW1P.DE is 0.08, 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

0.08

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

0.07

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2022

-0.03

The correlation between MDBU.DE and AW1P.DE shifts across timeframes, from -0.03 (all time) to 0.08 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MDBU.DE vs. AW1P.DE — Risk / Return Rank

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

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

AW1P.DE
AW1P.DE Risk / Return Rank: 5959
Overall Rank
AW1P.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AW1P.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
AW1P.DE Omega Ratio Rank: 5454
Omega Ratio Rank
AW1P.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
AW1P.DE Martin Ratio Rank: 6565
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.

MDBU.DE vs. AW1P.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) A-dis (MDBU.DE) and UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.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.


MDBU.DEAW1P.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.64

Sortino ratioReturn per unit of downside risk

-2.29

Omega ratioGain probability vs. loss probability

1.04

1.33

-0.29

Calmar ratioReturn relative to maximum drawdown

0.30

3.17

-2.88

Martin ratioReturn relative to average drawdown

0.72

11.65

-10.93

MDBU.DE vs. AW1P.DE - Sharpe Ratio Comparison

The current MDBU.DE Sharpe Ratio is 0.21, which is lower than the AW1P.DE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of MDBU.DE and AW1P.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


MDBU.DEAW1P.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

1.85

-1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.69

-0.47

Drawdowns

MDBU.DE vs. AW1P.DE - Drawdown Comparison

The maximum MDBU.DE drawdown since its inception was -12.38%, smaller than the maximum AW1P.DE drawdown of -23.64%. Use the drawdown chart below to compare losses from any high point for MDBU.DE and AW1P.DE.


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Drawdown Indicators


MDBU.DEAW1P.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.38%

-23.64%

+11.26%

Max Drawdown (1Y)

Largest decline over 1 year

-3.81%

-8.07%

+4.26%

Max Drawdown (3Y)

Largest decline over 3 years

-10.06%

-23.64%

+13.58%

Max Drawdown (5Y)

Largest decline over 5 years

-12.09%

Current Drawdown

Current decline from peak

-6.60%

-0.83%

-5.77%

Average Drawdown

Average peak-to-trough decline

-5.71%

-5.35%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

2.20%

-0.63%

Volatility

MDBU.DE vs. AW1P.DE - Volatility Comparison

The current volatility for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.DE) is 0.90%, while UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.DE) has a volatility of 4.21%. This indicates that MDBU.DE experiences smaller price fluctuations and is considered to be less risky than AW1P.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDBU.DEAW1P.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

4.21%

-3.31%

Volatility (6M)

Calculated over the trailing 6-month period

3.83%

10.23%

-6.40%

Volatility (1Y)

Calculated over the trailing 1-year period

5.40%

13.86%

-8.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.21%

15.73%

-8.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.88%

15.73%

-8.85%

MDBU.DE vs. AW1P.DE - Expense Ratio Comparison

MDBU.DE has a 0.18% expense ratio, which is lower than AW1P.DE's 0.25% 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

MDBU.DE vs. AW1P.DE - Dividend Comparison

MDBU.DE's dividend yield for the trailing twelve months is around 2.66%, while AW1P.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
AW1P.DE
UBS ETF (IE) MSCI ACWI Socially Responsible 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


MDBU.DE and AW1P.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MDBU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MDBU.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for AW1P.DE.

MDBU.DE is categorized as Government Bonds, while AW1P.DE is Global Equities. MDBU.DE tracks Solactive Global Multilateral Development Bank Bond USD 25% Issuer Capped Index, while AW1P.DE tracks MSCI ACWI SRI Low Carbon Select 5% Issuer Capped. Their fees differ too: 0.18% for MDBU.DE and 0.25% for AW1P.DE.

Portfolio Optimizer

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