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SC0H.DE vs. UBUR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0H.DE vs. UBUR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI USA UCITS ETF (SC0H.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.

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Returns By Period

In the year-to-date period, SC0H.DE achieves a 11.30% return, which is significantly higher than UBUR.DE's 0.53% return.


SC0H.DE

1D
-0.11%
1M
5.36%
YTD
11.30%
6M
11.28%
1Y
25.34%
3Y*
19.18%
5Y*
14.59%
10Y*
15.07%

UBUR.DE

1D
-0.14%
1M
-0.81%
YTD
0.53%
6M
0.76%
1Y
-1.69%
3Y*
5.82%
5Y*
6.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0H.DE vs. UBUR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0H.DE
Invesco MSCI USA UCITS ETF
11.30%4.77%32.56%23.60%-15.55%38.99%9.76%35.08%-1.12%6.15%
UBUR.DE
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
0.53%-5.64%20.63%2.15%-0.28%33.09%-5.58%30.74%1.50%3.98%

Correlation

The correlation between SC0H.DE and UBUR.DE is -0.04, 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

-0.04

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

0.20

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

0.34

Correlation (All Time)
Calculated using the full available price history since May 24, 2017

0.39

The correlation between SC0H.DE and UBUR.DE shifts across timeframes, from -0.04 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SC0H.DE vs. UBUR.DE — Risk / Return Rank

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

SC0H.DE
SC0H.DE Risk / Return Rank: 6767
Overall Rank
SC0H.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SC0H.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SC0H.DE Omega Ratio Rank: 6868
Omega Ratio Rank
SC0H.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
SC0H.DE Martin Ratio Rank: 6666
Martin Ratio Rank

UBUR.DE
UBUR.DE Risk / Return Rank: 77
Overall Rank
UBUR.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UBUR.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
UBUR.DE Omega Ratio Rank: 77
Omega Ratio Rank
UBUR.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
UBUR.DE Martin Ratio Rank: 66
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.

SC0H.DE vs. UBUR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (SC0H.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.


SC0H.DEUBUR.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.36

Sortino ratioReturn per unit of downside risk

+3.14

Omega ratioGain probability vs. loss probability

1.40

0.98

+0.42

Calmar ratioReturn relative to maximum drawdown

3.45

-0.28

+3.73

Martin ratioReturn relative to average drawdown

11.96

-0.64

+12.60

SC0H.DE vs. UBUR.DE - Sharpe Ratio Comparison

The current SC0H.DE Sharpe Ratio is 2.16, which is higher than the UBUR.DE Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of SC0H.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.


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Sharpe Ratios by Period


SC0H.DEUBUR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

-0.20

+2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.70

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.81

+0.17

Drawdowns

SC0H.DE vs. UBUR.DE - Drawdown Comparison

The maximum SC0H.DE drawdown since its inception was -34.20%, roughly equal to the maximum UBUR.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for SC0H.DE and UBUR.DE.


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Drawdown Indicators


SC0H.DEUBUR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

-35.34%

+1.14%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

-7.81%

+0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-23.66%

-14.40%

-9.26%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-14.40%

-9.26%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

Current Drawdown

Current decline from peak

-0.41%

-11.30%

+10.89%

Average Drawdown

Average peak-to-trough decline

-4.13%

-7.34%

+3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

9.86%

-7.75%

Volatility

SC0H.DE vs. UBUR.DE - Volatility Comparison

The current volatility for Invesco MSCI USA UCITS ETF (SC0H.DE) is 2.68%, while UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a volatility of 3.22%. This indicates that SC0H.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.


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Volatility by Period


SC0H.DEUBUR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

3.22%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

7.37%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

11.67%

10.99%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.41%

15.76%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

19.45%

-3.22%

SC0H.DE vs. UBUR.DE - Expense Ratio Comparison

SC0H.DE has a 0.05% 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

SC0H.DE vs. UBUR.DE - Dividend Comparison

SC0H.DE has not paid dividends to shareholders, while UBUR.DE's dividend yield for the trailing twelve months is around 1.60%.


PositionTTM202520242023202220212020201920182017
SC0H.DE
Invesco MSCI USA UCITS ETF
0.00%0.00%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
1.60%1.87%1.44%1.39%1.28%0.93%1.62%1.40%1.37%0.68%

Frequently Asked Questions


SC0H.DE and UBUR.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.18% for UBUR.DE.

SC0H.DE tracks MSCI USA, while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.05% for SC0H.DE and 0.18% for UBUR.DE.

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