UB74.L vs. UB01.L
UB74.L (UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis) and UB01.L (UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis) are both exchange-traded funds - UB74.L is a Government Bonds fund tracking the Bloomberg US 1-3 Year Treasury Bond Index, while UB01.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, UB74.L returned 2.42%/yr vs 11.99%/yr for UB01.L. At a correlation of -0.06, they often move in opposite directions. UB74.L charges 0.05%/yr vs 0.15%/yr for UB01.L.
Performance
UB74.L vs. UB01.L - Performance Comparison
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Returns By Period
In the year-to-date period, UB74.L achieves a 0.66% return, which is significantly lower than UB01.L's 6.40% return. Over the past 10 years, UB74.L has underperformed UB01.L with an annualized return of 2.42%, while UB01.L has yielded a comparatively higher 11.99% annualized return.
UB74.L
- 1D
- 0.12%
- 1M
- 1.13%
- YTD
- 0.66%
- 6M
- 0.25%
- 1Y
- 4.37%
- 3Y*
- 1.43%
- 5Y*
- 2.86%
- 10Y*
- 2.42%
UB01.L
- 1D
- 0.60%
- 1M
- 4.75%
- YTD
- 6.40%
- 6M
- 7.48%
- 1Y
- 18.69%
- 3Y*
- 16.47%
- 5Y*
- 11.63%
- 10Y*
- 11.99%
UB74.L vs. UB01.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UB74.L UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis | 0.66% | -2.06% | 5.76% | -1.65% | 7.62% | 0.57% | -0.46% | 0.26% | 7.13% | -8.67% |
UB01.L UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis | 6.40% | 28.34% | 6.43% | 19.85% | -4.38% | 14.47% | 4.04% | 16.99% | -6.90% | 18.45% |
Correlation
The correlation between UB74.L and UB01.L is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | -0.06 |
The correlation between UB74.L and UB01.L shifts across timeframes, from -0.16 (3 years) to -0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UB74.L vs. UB01.L — Risk / Return Rank
UB74.L
UB01.L
UB74.L vs. UB01.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) and UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis (UB01.L). 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.
| UB74.L | UB01.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.27 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 2.05 | -1.11 |
| Martin ratioReturn relative to average drawdown | 2.39 | 6.42 | -4.02 |
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
| UB74.L | UB01.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.44 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 1.12 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 1.68 | -1.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 1.61 | -1.33 |
Drawdowns
UB74.L vs. UB01.L - Drawdown Comparison
The maximum UB74.L drawdown since its inception was -18.81%, smaller than the maximum UB01.L drawdown of -29.27%. Use the drawdown chart below to compare losses from any high point for UB74.L and UB01.L.
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Drawdown Indicators
| UB74.L | UB01.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.81% | -29.27% | +10.46% |
Max Drawdown (1Y)Largest decline over 1 year | -4.61% | -11.38% | +6.77% |
Max Drawdown (3Y)Largest decline over 3 years | -8.93% | -13.55% | +4.62% |
Max Drawdown (5Y)Largest decline over 5 years | -16.33% | -21.12% | +4.79% |
Max Drawdown (10Y)Largest decline over 10 years | -18.81% | -29.27% | +10.46% |
Current DrawdownCurrent decline from peak | -7.81% | -0.60% | -7.21% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -4.20% | -4.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 3.92% | -2.10% |
Volatility
UB74.L vs. UB01.L - Volatility Comparison
The current volatility for UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) is 1.70%, while UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis (UB01.L) has a volatility of 4.80%. This indicates that UB74.L experiences smaller price fluctuations and is considered to be less risky than UB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UB74.L | UB01.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 4.80% | -3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 4.49% | 12.76% | -8.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.14% | 16.17% | -10.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.08% | 26.79% | -18.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.27% | 31.14% | -21.87% |
UB74.L vs. UB01.L - Expense Ratio Comparison
UB74.L has a 0.05% expense ratio, which is lower than UB01.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
UB74.L vs. UB01.L - Dividend Comparison
UB74.L's dividend yield for the trailing twelve months is around 3.69%, more than UB01.L's 2.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UB01.L UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis | 2.56% | 2.43% | 3.13% | 2.86% | 2.78% | 1.94% | 1.93% | 3.04% | 2.77% | 2.89% | 3.55% | 3.50% |
UB74.L UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis | 3.69% | 4.94% | 3.67% | 2.23% | 0.41% | 0.36% | 1.68% | 2.28% | 1.10% | 0.65% | 0.62% | 0.41% |
Frequently Asked Questions
UB74.L and UB01.L have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UB74.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UB74.L is cheaper with a 0.05% expense ratio, compared with 0.15% for UB01.L.
UB74.L is categorized as Government Bonds, while UB01.L is Europe Equities. UB74.L tracks Bloomberg US 1-3 Year Treasury Bond Index, while UB01.L tracks MSCI EMU NR EUR. Their fees differ too: 0.05% for UB74.L and 0.15% for UB01.L.
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