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SPHQ vs. 4UBQ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SPHQ vs. 4UBQ.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco S&P 500 Quality ETF (SPHQ) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE).

SPHQ and 4UBQ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPHQ is a passively managed fund by Invesco that tracks the performance of the S&P 500 Quality Index. It was launched on Dec 6, 2005. 4UBQ.DE is a passively managed fund by UBS that tracks the performance of the S&P 500 ESG. It was launched on Apr 18, 2019. Both SPHQ and 4UBQ.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SPHQ vs. 4UBQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Quality ETF (SPHQ) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE). The values are adjusted to include any dividend payments, if applicable.

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SPHQ vs. 4UBQ.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
SPHQ
Invesco S&P 500 Quality ETF		1.46%13.25%25.44%24.83%-15.76%28.03%17.22%
4UBQ.DE
UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc		-4.13%18.98%23.52%27.95%-18.66%32.29%18.23%
Different Trading Currencies

SPHQ is traded in USD, while 4UBQ.DE is traded in EUR. To make them comparable, the 4UBQ.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPHQ achieves a 1.46% return, which is significantly higher than 4UBQ.DE's -4.13% return.

SPHQ

1D
0.89%
1M
-5.57%
YTD
1.46%
6M
3.57%
1Y
16.02%
3Y*
18.54%
5Y*
12.70%
10Y*
13.63%

4UBQ.DE

1D
2.09%
1M
-4.31%
YTD
-4.13%
6M
0.57%
1Y
19.99%
3Y*
18.90%
5Y*
12.61%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco S&P 500 Quality ETF

UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc

Often compared with SPHQ:
SPHQ vs. QUALSPHQ vs. VOOSPHQ vs. SPYSPHQ vs. JQUASPHQ vs. SPYVSPHQ vs. SCHDSPHQ vs. QQQ
Often compared with 4UBQ.DE:
4UBQ.DE vs. VUAA.L4UBQ.DE vs. ESG4UBQ.DE vs. VUSA.AS4UBQ.DE vs. VOO4UBQ.DE vs. VUAG.L4UBQ.DE vs. IUIT.L4UBQ.DE vs. SCHD

SPHQ vs. 4UBQ.DE - Expense Ratio Comparison

SPHQ has a 0.15% expense ratio, which is higher than 4UBQ.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

SPHQ
Invesco S&P 500 Quality ETF
4UBQ.DE
UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc

Return for Risk

SPHQ vs. 4UBQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SPHQ
SPHQ Risk / Return Rank: 5454
Overall Rank
SPHQ Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SPHQ Sortino Ratio Rank: 5353
Sortino Ratio Rank
SPHQ Omega Ratio Rank: 5050
Omega Ratio Rank
SPHQ Calmar Ratio Rank: 5555
Calmar Ratio Rank
SPHQ Martin Ratio Rank: 6262
Martin Ratio Rank
4UBQ.DE
4UBQ.DE Risk / Return Rank: 4040
Overall Rank
4UBQ.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
4UBQ.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
4UBQ.DE Omega Ratio Rank: 3535
Omega Ratio Rank
4UBQ.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
4UBQ.DE Martin Ratio Rank: 5252
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.

SPHQ vs. 4UBQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Quality ETF (SPHQ) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.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.

SPHQ4UBQ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.18

-0.24

Sortino ratio

Return per unit of downside risk

1.44

1.68

-0.24

Omega ratio

Gain probability vs. loss probability

1.20

1.25

-0.05

Calmar ratio

Return relative to maximum drawdown

1.45

2.03

-0.57

Martin ratio

Return relative to average drawdown

6.35

8.92

-2.57

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPHQ vs. 4UBQ.DE - Sharpe Ratio Comparison

The current SPHQ Sharpe Ratio is 0.94, which is comparable to the 4UBQ.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of SPHQ and 4UBQ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SPHQ4UBQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.18

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.77

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.95

-0.45

Correlation

The correlation between SPHQ and 4UBQ.DE is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SPHQ vs. 4UBQ.DE - Dividend Comparison

SPHQ's dividend yield for the trailing twelve months is around 1.18%, while 4UBQ.DE has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
SPHQ
Invesco S&P 500 Quality ETF		1.18%1.09%1.15%1.42%1.85%1.19%1.55%1.51%1.85%1.57%1.67%2.29%
4UBQ.DE
UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPHQ vs. 4UBQ.DE - Drawdown Comparison

The maximum SPHQ drawdown since its inception was -57.83%, which is greater than 4UBQ.DE's maximum drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for SPHQ and 4UBQ.DE.

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Drawdown Indicators

SPHQ4UBQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.83%

-23.35%

-34.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-13.74%

+2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.04%

-23.35%

-1.69%

Max Drawdown (10Y)

Largest decline over 10 years

-31.60%

—

—

Current Drawdown

Current decline from peak

-5.92%

-4.95%

-0.97%

Average Drawdown

Average peak-to-trough decline

-10.78%

-4.12%

-6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.21%

+0.27%

Volatility

SPHQ vs. 4UBQ.DE - Volatility Comparison

Invesco S&P 500 Quality ETF (SPHQ) has a higher volatility of 5.32% compared to UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) at 4.50%. This indicates that SPHQ's price experiences larger fluctuations and is considered to be riskier than 4UBQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SPHQ4UBQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

4.50%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

8.50%

+1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

16.96%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.40%

16.11%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.81%

16.25%

+1.56%