SXRU.DE vs. UBUR.DE
SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) and UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - SXRU.DE tracks the Dow Jones Industrial Average while UBUR.DE tracks the MSCI USA Select Dynamic 50% Risk Weighted. Both are passively managed. Over the past 5 years, SXRU.DE returned 10.67%/yr vs 6.64%/yr for UBUR.DE. At a 0.44 correlation, their price movements are largely independent. SXRU.DE charges 0.33%/yr vs 0.18%/yr for UBUR.DE.
Performance
SXRU.DE vs. UBUR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRU.DE achieves a 8.17% return, which is significantly higher than UBUR.DE's 0.53% return.
SXRU.DE
- 1D
- 1.22%
- 1M
- 4.78%
- YTD
- 8.17%
- 6M
- 8.26%
- 1Y
- 20.63%
- 3Y*
- 13.55%
- 5Y*
- 10.67%
- 10Y*
- 12.56%
UBUR.DE
- 1D
- -0.14%
- 1M
- -0.65%
- YTD
- 0.53%
- 6M
- 0.77%
- 1Y
- -1.23%
- 3Y*
- 5.82%
- 5Y*
- 6.64%
- 10Y*
- —
SXRU.DE vs. UBUR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 8.17% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | -1.58% | 28.17% | -0.48% | 12.55% |
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 SXRU.DE and UBUR.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 24, 2017 | 0.44 |
Over the past year, the correlation between SXRU.DE and UBUR.DE has dropped to 0.23 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
SXRU.DE vs. UBUR.DE — Risk / Return Rank
SXRU.DE
UBUR.DE
SXRU.DE vs. UBUR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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.
| SXRU.DE | UBUR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.90 | ||
| Sortino ratioReturn per unit of downside risk | +2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.98 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | -0.28 | +3.07 |
| Martin ratioReturn relative to average drawdown | 9.23 | -0.64 | +9.87 |
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
| SXRU.DE | UBUR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | -0.20 | +1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.70 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.81 | -0.14 |
Drawdowns
SXRU.DE vs. UBUR.DE - Drawdown Comparison
The maximum SXRU.DE drawdown since its inception was -36.09%, roughly equal to the maximum UBUR.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for SXRU.DE and UBUR.DE.
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Drawdown Indicators
| SXRU.DE | UBUR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.09% | -35.34% | -0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -7.81% | +0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -14.40% | -6.73% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -14.40% | -6.73% |
Max Drawdown (10Y)Largest decline over 10 years | -36.09% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -11.30% | +11.30% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -7.34% | +1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 9.86% | -7.65% |
Volatility
SXRU.DE vs. UBUR.DE - Volatility Comparison
The current volatility for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) is 2.91%, 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 SXRU.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
| SXRU.DE | UBUR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 3.22% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 7.37% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 10.99% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 15.76% | -1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 19.45% | -3.44% |
SXRU.DE vs. UBUR.DE - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is higher than UBUR.DE's 0.18% expense ratio.
Dividends
SXRU.DE vs. UBUR.DE - Dividend Comparison
SXRU.DE has not paid dividends to shareholders, while UBUR.DE's dividend yield for the trailing twelve months is around 1.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 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
SXRU.DE and UBUR.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UBUR.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBUR.DE is cheaper with a 0.18% expense ratio, compared with 0.33% for SXRU.DE.
SXRU.DE tracks Dow Jones Industrial Average, while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. They also come from different issuers: iShares and UBS. Their fees differ too: 0.33% for SXRU.DE and 0.18% for UBUR.DE.
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