PWTYX vs. DVRUX

Last updated Jun 23, 2026

PWTYX (UBS U.S. Allocation Fund) and DVRUX (UBS US Dividend Ruler Fund) are both mutual funds - PWTYX is a Diversified Portfolio fund managed by UBS, while DVRUX is a Large Cap Value Equities fund managed by UBS. Over the past 5 years, PWTYX returned 7.99%/yr vs 13.13%/yr for DVRUX. Their correlation of 0.88 suggests significant overlap in exposure. PWTYX charges 0.70%/yr vs 0.50%/yr for DVRUX.

Performance

PWTYX vs. DVRUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS U.S. Allocation Fund (PWTYX) and UBS US Dividend Ruler Fund (DVRUX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PWTYX achieves a 7.59% return, which is significantly lower than DVRUX's 10.25% return.

PWTYX

• 1D: 0.91%
• 1M: 1.48%
• YTD: 7.59%
• 6M: 7.32%
• 1Y: 21.30%
• 3Y*: 14.25%
• 5Y*: 7.99%
• 10Y*: 10.00%

DVRUX

• 1D: 0.86%
• 1M: 1.57%
• YTD: 10.25%
• 6M: 9.74%
• 1Y: 21.99%
• 3Y*: 18.09%
• 5Y*: 13.13%
• 10Y*: —

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

PWTYX vs. DVRUX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PWTYX UBS U.S. Allocation Fund	7.59%	13.28%	14.01%	17.73%	-17.04%	16.19%	16.67%
DVRUX UBS US Dividend Ruler Fund	10.25%	16.53%	20.96%	13.56%	-6.94%	23.26%	15.34%

Correlation

The correlation between PWTYX and DVRUX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jul 9, 2020	0.88

The correlation between PWTYX and DVRUX has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

Return for Risk

PWTYX vs. DVRUX — Risk / Return Rank

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

PWTYX

PWTYX Risk / Return Rank: 65
PWTYX Sharpe Ratio Rank: 65
PWTYX Sortino Ratio Rank: 68
PWTYX Omega Ratio Rank: 62
PWTYX Calmar Ratio Rank: 63
PWTYX Martin Ratio Rank: 68

DVRUX

DVRUX Risk / Return Rank: 56
DVRUX Sharpe Ratio Rank: 55
DVRUX Sortino Ratio Rank: 57
DVRUX Omega Ratio Rank: 52
DVRUX Calmar Ratio Rank: 61
DVRUX Martin Ratio Rank: 57

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.

PWTYX vs. DVRUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS U.S. Allocation Fund (PWTYX) and UBS US Dividend Ruler Fund (DVRUX). 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.

	PWTYX	DVRUX	Difference
Sharpe ratio: Return per unit of total volatility	2.18	2.02	+0.16
Sortino ratio: Return per unit of downside risk	3.11	2.90	+0.20
Omega ratio: Gain probability vs. loss probability	1.40	1.36	+0.03
Calmar ratio: Return relative to maximum drawdown	2.91	2.87	+0.04
Martin ratio: Return relative to average drawdown	12.38	10.71	+1.67

PWTYX vs. DVRUX - Sharpe Ratio Comparison

The current PWTYX Sharpe Ratio is 2.18, which is comparable to the DVRUX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of PWTYX and DVRUX, 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

PWTYX vs. DVRUX - Drawdown Comparison

The maximum PWTYX drawdown since its inception was -51.86%, which is greater than DVRUX's maximum drawdown of -19.06%. Use the drawdown chart below to compare losses from any high point for PWTYX and DVRUX.

Drawdown Indicators

	PWTYX	DVRUX	Difference
Max Drawdown Largest peak-to-trough decline	-51.86%	-19.06%	-32.80%
Max Drawdown (1Y) Largest decline over 1 year	-7.87%	-8.14%	+0.27%
Max Drawdown (3Y) Largest decline over 3 years	-19.40%	-16.13%	-3.27%
Max Drawdown (5Y) Largest decline over 5 years	-21.84%	-19.06%	-2.78%
Max Drawdown (10Y) Largest decline over 10 years	-25.34%	—	—
Current Drawdown Current decline from peak	-0.71%	-1.31%	+0.60%
Average Drawdown Average peak-to-trough decline	-7.60%	-3.45%	-4.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.79%	2.11%	-0.32%

Volatility

PWTYX vs. DVRUX - Volatility Comparison

UBS U.S. Allocation Fund (PWTYX) has a higher volatility of 4.21% compared to UBS US Dividend Ruler Fund (DVRUX) at 3.89%. This indicates that PWTYX's price experiences larger fluctuations and is considered to be riskier than DVRUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PWTYX	DVRUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	3.89%	+0.32%
Volatility (6M) Calculated over the trailing 6-month period	8.72%	9.26%	-0.54%
Volatility (1Y) Calculated over the trailing 1-year period	10.52%	11.59%	-1.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.29%	14.82%	-1.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.99%	14.71%	-1.72%

PWTYX vs. DVRUX - Expense Ratio Comparison

PWTYX has a 0.70% expense ratio, which is higher than DVRUX's 0.50% expense ratio.

Dividends

PWTYX vs. DVRUX - Dividend Comparison

PWTYX's dividend yield for the trailing twelve months is around 8.72%, more than DVRUX's 7.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DVRUX UBS US Dividend Ruler Fund	7.06%	7.79%	5.17%	2.94%	2.49%	2.82%	0.90%	0.00%	0.00%	0.00%	0.00%
PWTYX UBS U.S. Allocation Fund	8.72%	9.38%	8.32%	1.61%	9.95%	16.86%	5.85%	2.22%	11.82%	2.53%	0.68%

Frequently Asked Questions

Can I hold both PWTYX and DVRUX in my portfolio?

PWTYX and DVRUX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PWTYX or DVRUX?

PWTYX has higher volatility (4.21%) compared to DVRUX (3.89%). In terms of maximum drawdown, PWTYX dropped -51.86% vs DVRUX's -19.06%.

Which has better risk-adjusted returns?

PWTYX currently has the higher Sharpe Ratio (2.18 vs 2.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.