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MDBU.L vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

MDBU.L vs. BTC-USD - 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.L) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MDBU.L is traded in GBp, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, MDBU.L achieves a 0.13% return, which is significantly higher than BTC-USD's -27.31% return.


MDBU.L

1D
0.17%
1M
0.98%
YTD
0.13%
6M
-0.22%
1Y
4.43%
3Y*
1.21%
5Y*
2.03%
10Y*

BTC-USD

1D
-1.08%
1M
-20.99%
YTD
-27.31%
6M
-31.69%
1Y
-38.94%
3Y*
31.62%
5Y*
12.64%
10Y*
60.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDBU.L vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MDBU.L
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis
0.13%-0.80%4.66%-1.28%3.51%-0.35%1.30%1.13%0.00%
BTC-USD
Bitcoin
-27.31%-12.95%125.81%140.73%-59.81%60.91%292.68%86.71%-0.89%

Correlation

The correlation between MDBU.L and BTC-USD is -0.01, 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

-0.01

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

0.01

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2018

-0.00

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Return for Risk

MDBU.L vs. BTC-USD — Risk / Return Rank

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

MDBU.L
MDBU.L Risk / Return Rank: 2121
Overall Rank
MDBU.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MDBU.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
MDBU.L Omega Ratio Rank: 2121
Omega Ratio Rank
MDBU.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
MDBU.L Martin Ratio Rank: 2020
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3030
Overall Rank
BTC-USD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3434
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3232
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2121
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.L vs. BTC-USD - 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.L) and Bitcoin (BTC-USD). 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.LBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+2.41

Omega ratioGain probability vs. loss probability

1.13

0.86

+0.27

Calmar ratioReturn relative to maximum drawdown

0.94

-0.78

+1.72

Martin ratioReturn relative to average drawdown

2.30

-1.39

+3.69

MDBU.L vs. BTC-USD - Sharpe Ratio Comparison

The current MDBU.L Sharpe Ratio is 0.73, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of MDBU.L and BTC-USD, 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.LBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

-0.93

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.23

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

1.14

-1.01

Drawdowns

MDBU.L vs. BTC-USD - Drawdown Comparison

The maximum MDBU.L drawdown since its inception was -18.04%, smaller than the maximum BTC-USD drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for MDBU.L and BTC-USD.


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Drawdown Indicators


MDBU.LBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-18.04%

-84.19%

+66.15%

Max Drawdown (1Y)

Largest decline over 1 year

-4.76%

-49.84%

+45.08%

Max Drawdown (3Y)

Largest decline over 3 years

-7.99%

-49.84%

+41.85%

Max Drawdown (5Y)

Largest decline over 5 years

-16.15%

-73.24%

+57.09%

Max Drawdown (10Y)

Largest decline over 10 years

-82.15%

Current Drawdown

Current decline from peak

-9.05%

-48.98%

+39.93%

Average Drawdown

Average peak-to-trough decline

-10.90%

-40.26%

+29.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

33.59%

-31.66%

Volatility

MDBU.L vs. BTC-USD - Volatility Comparison

The current volatility for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.L) is 1.66%, while Bitcoin (BTC-USD) has a volatility of 10.38%. This indicates that MDBU.L experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDBU.LBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

10.38%

-8.72%

Volatility (6M)

Calculated over the trailing 6-month period

4.44%

33.67%

-29.23%

Volatility (1Y)

Calculated over the trailing 1-year period

6.06%

34.71%

-28.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.41%

44.81%

-36.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.23%

56.04%

-46.81%

Frequently Asked Questions


MDBU.L and BTC-USD have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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