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TSWE.DE vs. UBU7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSWE.DE vs. UBU7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.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, TSWE.DE achieves a 14.25% return, which is significantly higher than UBU7.DE's 11.81% return.


TSWE.DE

1D
-1.06%
1M
-1.04%
6M
10.05%
YTD
14.25%
1Y
25.58%
3Y*
17.24%
5Y*
11.11%
10Y*

UBU7.DE

1D
-1.10%
1M
0.56%
6M
8.88%
YTD
11.81%
1Y
21.98%
3Y*
17.71%
5Y*
12.06%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSWE.DE vs. UBU7.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TSWE.DE
VanEck Sustainable World Equal Weight UCITS ETF A
14.25%13.85%16.41%16.29%-13.07%33.10%12.05%38.61%-1.98%
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist
11.81%8.11%26.08%20.13%-13.88%32.53%5.35%31.21%-3.26%

Correlation

The correlation between TSWE.DE and UBU7.DE is 0.88, 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

0.88

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

0.89

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

0.91

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2018

0.93

The correlation between TSWE.DE and UBU7.DE has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

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Return for Risk

TSWE.DE vs. UBU7.DE — Risk / Return Rank

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

TSWE.DE
TSWE.DE Risk / Return Rank: 7878
Overall Rank
TSWE.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TSWE.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
TSWE.DE Omega Ratio Rank: 7777
Omega Ratio Rank
TSWE.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
TSWE.DE Martin Ratio Rank: 8383
Martin Ratio Rank

UBU7.DE
UBU7.DE Risk / Return Rank: 8181
Overall Rank
UBU7.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
UBU7.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
UBU7.DE Omega Ratio Rank: 8080
Omega Ratio Rank
UBU7.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
UBU7.DE Martin Ratio Rank: 8585
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.

TSWE.DE vs. UBU7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.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.

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.


TSWE.DEUBU7.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

3.17

3.36

-0.18

Martin ratioReturn relative to average drawdown

12.54

13.28

-0.74

TSWE.DE vs. UBU7.DE - Sharpe Ratio Comparison

The current TSWE.DE Sharpe Ratio is 1.91, which is comparable to the UBU7.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of TSWE.DE and UBU7.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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Drawdowns

TSWE.DE vs. UBU7.DE - Drawdown Comparison

The maximum TSWE.DE drawdown since its inception was -32.71%, roughly equal to the maximum UBU7.DE drawdown of -33.85%. Use the drawdown chart below to compare losses from any high point for TSWE.DE and UBU7.DE.


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Drawdown Indicators


TSWE.DEUBU7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.71%

-33.85%

+1.14%

Max Drawdown (1Y)

Largest decline over 1 year

-8.02%

-6.52%

-1.50%

Max Drawdown (3Y)

Largest decline over 3 years

-19.69%

-21.70%

+2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-19.69%

-21.70%

+2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

Current Drawdown

Current decline from peak

-2.80%

-1.15%

-1.65%

Average Drawdown

Average peak-to-trough decline

-4.34%

-5.66%

+1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

1.65%

+0.39%

Volatility

TSWE.DE vs. UBU7.DE - Volatility Comparison

VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) has a higher volatility of 3.85% compared to UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE) at 2.65%. This indicates that TSWE.DE's price experiences larger fluctuations and is considered to be riskier than UBU7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSWE.DEUBU7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

2.65%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.62%

7.83%

+2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

13.45%

11.23%

+2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.80%

14.14%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

15.06%

+0.96%

TSWE.DE vs. UBU7.DE - Expense Ratio Comparison

TSWE.DE has a 0.20% expense ratio, which is higher than UBU7.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%.


Dividends

TSWE.DE vs. UBU7.DE - Dividend Comparison

TSWE.DE's dividend yield for the trailing twelve months is around 1.81%, more than UBU7.DE's 1.31% yield.


PositionTTM20252024202320222021202020192018201720162015
TSWE.DE
VanEck Sustainable World Equal Weight UCITS ETF A
1.81%1.94%2.19%2.22%2.37%4.16%7.50%9.26%2.43%0.00%0.00%0.00%
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist
1.31%1.56%1.33%1.44%1.61%1.08%1.46%1.72%1.70%1.80%2.20%1.80%

Frequently Asked Questions


TSWE.DE and UBU7.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBU7.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBU7.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for TSWE.DE.

TSWE.DE tracks Solactive Sustainable World Equity, while UBU7.DE tracks MSCI World. They also come from different issuers: VanEck and UBS. Their fees differ too: 0.20% for TSWE.DE and 0.10% for UBU7.DE.

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