UBI.PA vs. EUNL.DE
UBI.PA (Ubisoft Entertainment SA) is a stock, while EUNL.DE (iShares Core MSCI World UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI World Index. Over the past 10 years, UBI.PA returned -16.96%/yr vs 12.82%/yr for EUNL.DE. At a 0.36 correlation, their price movements are largely independent.
Performance
UBI.PA vs. EUNL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UBI.PA achieves a -20.24% return, which is significantly lower than EUNL.DE's 10.86% return. Over the past 10 years, UBI.PA has underperformed EUNL.DE with an annualized return of -16.96%, while EUNL.DE has yielded a comparatively higher 12.82% annualized return.
UBI.PA
- 1D
- -3.46%
- 1M
- 4.35%
- YTD
- -20.24%
- 6M
- -18.65%
- 1Y
- -49.18%
- 3Y*
- -42.86%
- 5Y*
- -38.36%
- 10Y*
- -16.96%
EUNL.DE
- 1D
- 0.02%
- 1M
- 4.80%
- YTD
- 10.86%
- 6M
- 11.29%
- 1Y
- 23.80%
- 3Y*
- 17.55%
- 5Y*
- 12.89%
- 10Y*
- 12.82%
UBI.PA vs. EUNL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBI.PA Ubisoft Entertainment SA | -20.24% | -51.01% | -43.10% | -12.50% | -38.68% | -45.37% | 28.03% | -12.63% | 9.88% | 89.76% |
EUNL.DE iShares Core MSCI World UCITS ETF USD (Acc) | 10.86% | 7.90% | 25.93% | 20.13% | -13.59% | 32.71% | 5.48% | 31.34% | -5.13% | 7.71% |
Correlation
The correlation between UBI.PA and EUNL.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2009 | 0.36 |
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Return for Risk
UBI.PA vs. EUNL.DE — Risk / Return Rank
UBI.PA
EUNL.DE
UBI.PA vs. EUNL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ubisoft Entertainment SA (UBI.PA) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.
| UBI.PA | EUNL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.86 | ||
| Sortino ratioReturn per unit of downside risk | -3.77 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.40 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 3.64 | -4.44 |
| Martin ratioReturn relative to average drawdown | -1.30 | 14.52 | -15.81 |
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
| UBI.PA | EUNL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.74 | 2.12 | -2.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.71 | 0.90 | -1.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.37 | 0.84 | -1.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.82 | -0.76 |
Drawdowns
UBI.PA vs. EUNL.DE - Drawdown Comparison
The maximum UBI.PA drawdown since its inception was -96.34%, which is greater than EUNL.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for UBI.PA and EUNL.DE.
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Drawdown Indicators
| UBI.PA | EUNL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.34% | -33.63% | -62.71% |
Max Drawdown (1Y)Largest decline over 1 year | -62.84% | -6.50% | -56.34% |
Max Drawdown (3Y)Largest decline over 3 years | -87.67% | -21.73% | -65.94% |
Max Drawdown (5Y)Largest decline over 5 years | -93.84% | -21.73% | -72.11% |
Max Drawdown (10Y)Largest decline over 10 years | -96.34% | -33.63% | -62.71% |
Current DrawdownCurrent decline from peak | -95.04% | -0.31% | -94.73% |
Average DrawdownAverage peak-to-trough decline | -50.19% | -4.25% | -45.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.69% | 1.64% | +37.05% |
Volatility
UBI.PA vs. EUNL.DE - Volatility Comparison
Ubisoft Entertainment SA (UBI.PA) has a higher volatility of 17.70% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 2.62%. This indicates that UBI.PA's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UBI.PA | EUNL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.70% | 2.62% | +15.08% |
Volatility (6M)Calculated over the trailing 6-month period | 68.33% | 7.72% | +60.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.34% | 11.16% | +57.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.63% | 14.17% | +39.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.27% | 15.17% | +30.10% |
Dividends
UBI.PA vs. EUNL.DE - Dividend Comparison
Neither UBI.PA nor EUNL.DE has paid dividends to shareholders.
Frequently Asked Questions
UBI.PA and EUNL.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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