TSWE.DE vs. UBU7.DE
TSWE.DE (VanEck Sustainable World Equal Weight UCITS ETF A) and UBU7.DE (UBS ETF (IE) MSCI World UCITS ETF (USD) Dist) are both Global Equities funds - TSWE.DE tracks the Solactive Sustainable World Equity while UBU7.DE tracks the MSCI World. Both are passively managed. Over the past 5 years, TSWE.DE returned 11.11%/yr vs 12.06%/yr for UBU7.DE. Their correlation of 0.93 suggests significant overlap in exposure. TSWE.DE charges 0.20%/yr vs 0.10%/yr for UBU7.DE.
Performance
TSWE.DE vs. UBU7.DE - Performance Comparison
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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%
TSWE.DE vs. UBU7.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
TSWE.DE
UBU7.DE
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.DE | UBU7.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | UBU7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.80% | -1.15% | -1.65% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -5.66% | +1.32% |
Ulcer IndexDepth 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.DE | UBU7.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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