SPY1.DE vs. 4UBQ.DE
SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) and 4UBQ.DE (UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc) are both S&P 500 funds - SPY1.DE tracks the S&P 500 Low Volatility while 4UBQ.DE tracks the S&P 500 ESG. Both are passively managed. Over the past 5 years, SPY1.DE returned 5.96%/yr vs 15.51%/yr for 4UBQ.DE. A 0.54 correlation means they provide meaningful diversification when combined. SPY1.DE charges 0.35%/yr vs 0.10%/yr for 4UBQ.DE.
Performance
SPY1.DE vs. 4UBQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPY1.DE achieves a 2.00% return, which is significantly lower than 4UBQ.DE's 11.15% return.
SPY1.DE
- 1D
- -0.18%
- 1M
- -1.34%
- YTD
- 2.00%
- 6M
- 1.72%
- 1Y
- -1.53%
- 3Y*
- 4.28%
- 5Y*
- 5.96%
- 10Y*
- 7.35%
4UBQ.DE
- 1D
- 0.58%
- 1M
- 5.42%
- YTD
- 11.15%
- 6M
- 11.64%
- 1Y
- 28.57%
- 3Y*
- 18.50%
- 5Y*
- 15.51%
- 10Y*
- —
SPY1.DE vs. 4UBQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 2.00% | -7.26% | 20.46% | -3.91% | 0.94% | 34.70% | 2.93% |
4UBQ.DE UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc | 11.15% | 5.39% | 31.02% | 24.03% | -13.92% | 43.62% | 8.66% |
Correlation
The correlation between SPY1.DE and 4UBQ.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2020 | 0.54 |
Over the past year, the correlation between SPY1.DE and 4UBQ.DE has dropped to 0.15 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
SPY1.DE vs. 4UBQ.DE — Risk / Return Rank
SPY1.DE
4UBQ.DE
SPY1.DE vs. 4UBQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) 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.
| SPY1.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.62 | ||
| Sortino ratioReturn per unit of downside risk | -3.50 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.46 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 4.10 | -4.33 |
| Martin ratioReturn relative to average drawdown | -0.48 | 15.73 | -16.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPY1.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 2.47 | -2.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 1.00 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 1.11 | -0.42 |
Drawdowns
SPY1.DE vs. 4UBQ.DE - Drawdown Comparison
The maximum SPY1.DE drawdown since its inception was -35.30%, which is greater than 4UBQ.DE's maximum drawdown of -23.35%. Use the drawdown chart below to compare losses from any high point for SPY1.DE and 4UBQ.DE.
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Drawdown Indicators
| SPY1.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.30% | -23.35% | -11.95% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -6.93% | +0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -14.59% | -23.35% | +8.76% |
Max Drawdown (5Y)Largest decline over 5 years | -16.32% | -23.35% | +7.03% |
Max Drawdown (10Y)Largest decline over 10 years | -35.30% | — | — |
Current DrawdownCurrent decline from peak | -11.45% | 0.00% | -11.45% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -4.02% | -2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 1.81% | +1.34% |
Volatility
SPY1.DE vs. 4UBQ.DE - Volatility Comparison
SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) has a higher volatility of 3.46% compared to UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) at 2.81%. This indicates that SPY1.DE'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
| SPY1.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 2.81% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 7.38% | 7.61% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.25% | 11.53% | -1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.47% | 15.27% | -2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.00% | 15.39% | -1.39% |
SPY1.DE vs. 4UBQ.DE - Expense Ratio Comparison
SPY1.DE has a 0.35% expense ratio, which is higher than 4UBQ.DE's 0.10% expense ratio.
Dividends
SPY1.DE vs. 4UBQ.DE - Dividend Comparison
Neither SPY1.DE nor 4UBQ.DE has paid dividends to shareholders.
Frequently Asked Questions
SPY1.DE and 4UBQ.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 4UBQ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
4UBQ.DE is cheaper with a 0.10% expense ratio, compared with 0.35% for SPY1.DE.
SPY1.DE tracks S&P 500 Low Volatility, while 4UBQ.DE tracks S&P 500 ESG. They also come from different issuers: State Street and UBS. Their fees differ too: 0.35% for SPY1.DE and 0.10% for 4UBQ.DE.
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