UBSFY vs. PEY

Last updated Jun 5, 2026

UBSFY (Ubisoft Entertainment ADR) is a stock, while PEY (Invesco High Yield Equity Dividend Achievers™ ETF) is Mid Cap Value Equities fund tracking the NASDAQ US Dividend Achievers 50 Index. Over the past 10 years, UBSFY returned -16.96%/yr vs 8.51%/yr for PEY. At a 0.14 correlation, their price movements are largely independent.

Performance

UBSFY vs. PEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ubisoft Entertainment ADR (UBSFY) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UBSFY achieves a -20.69% return, which is significantly lower than PEY's 13.21% return. Over the past 10 years, UBSFY has underperformed PEY with an annualized return of -16.96%, while PEY has yielded a comparatively higher 8.51% annualized return.

UBSFY

• 1D: -2.95%
• 1M: 4.55%
• YTD: -20.69%
• 6M: -18.73%
• 1Y: -50.43%
• 3Y*: -41.82%
• 5Y*: -39.33%
• 10Y*: -16.96%

PEY

• 1D: 1.25%
• 1M: 2.72%
• YTD: 13.21%
• 6M: 13.70%
• 1Y: 18.17%
• 3Y*: 11.81%
• 5Y*: 5.83%
• 10Y*: 8.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

UBSFY vs. PEY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UBSFY Ubisoft Entertainment ADR	-20.69%	-46.30%	-46.60%	-10.03%	-42.30%	-49.40%	39.69%	-14.78%	5.55%	117.49%
PEY Invesco High Yield Equity Dividend Achievers™ ETF	13.21%	0.56%	5.25%	7.29%	2.45%	26.15%	-3.85%	24.76%	-7.49%	8.78%

Correlation

The correlation between UBSFY and PEY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (10Y) Calculated over the trailing 10-year period	0.17
Correlation (All Time) Calculated using the full available price history since Nov 26, 2008	0.14

Return for Risk

UBSFY vs. PEY — Risk / Return Rank

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

UBSFY

UBSFY Risk / Return Rank: 11
UBSFY Sharpe Ratio Rank: 9
UBSFY Sortino Ratio Rank: 11
UBSFY Omega Ratio Rank: 11
UBSFY Calmar Ratio Rank: 12
UBSFY Martin Ratio Rank: 13

PEY

PEY Risk / Return Rank: 38
PEY Sharpe Ratio Rank: 37
PEY Sortino Ratio Rank: 40
PEY Omega Ratio Rank: 34
PEY Calmar Ratio Rank: 43
PEY Martin Ratio Rank: 38

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.

UBSFY vs. PEY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ubisoft Entertainment ADR (UBSFY) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY). 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.

	UBSFY	PEY	Difference
Sharpe ratio: Return per unit of total volatility	-0.79	1.30	-2.09
Sortino ratio: Return per unit of downside risk	-1.02	1.99	-3.01
Omega ratio: Gain probability vs. loss probability	0.87	1.22	-0.35
Calmar ratio: Return relative to maximum drawdown	-0.78	2.05	-2.84
Martin ratio: Return relative to average drawdown	-1.27	5.75	-7.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UBSFY vs. PEY - Sharpe Ratio Comparison

The current UBSFY Sharpe Ratio is -0.79, which is lower than the PEY Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of UBSFY and PEY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	UBSFY	PEY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.79	1.30	-2.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.72	0.36	-1.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.37	0.45	-0.82
Sharpe Ratio (All Time) Calculated using the full available price history	-0.17	0.28	-0.45

Drawdowns

UBSFY vs. PEY - Drawdown Comparison

The maximum UBSFY drawdown since its inception was -96.58%, which is greater than PEY's maximum drawdown of -72.81%. Use the drawdown chart below to compare losses from any high point for UBSFY and PEY.

Drawdown Indicators

	UBSFY	PEY	Difference
Max Drawdown Largest peak-to-trough decline	-96.58%	-72.81%	-23.77%
Max Drawdown (1Y) Largest decline over 1 year	-64.60%	-8.88%	-55.72%
Max Drawdown (3Y) Largest decline over 3 years	-87.60%	-17.90%	-69.70%
Max Drawdown (5Y) Largest decline over 5 years	-94.28%	-17.90%	-76.38%
Max Drawdown (10Y) Largest decline over 10 years	-96.58%	-41.55%	-55.03%
Current Drawdown Current decline from peak	-95.27%	-0.41%	-94.86%
Average Drawdown Average peak-to-trough decline	-46.27%	-12.88%	-33.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	39.83%	3.17%	+36.66%

Volatility

UBSFY vs. PEY - Volatility Comparison

Ubisoft Entertainment ADR (UBSFY) has a higher volatility of 20.27% compared to Invesco High Yield Equity Dividend Achievers™ ETF (PEY) at 3.88%. This indicates that UBSFY's price experiences larger fluctuations and is considered to be riskier than PEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UBSFY	PEY	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.27%	3.88%	+16.39%
Volatility (6M) Calculated over the trailing 6-month period	55.79%	9.34%	+46.45%
Volatility (1Y) Calculated over the trailing 1-year period	64.23%	14.13%	+50.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.66%	16.41%	+38.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.93%	18.90%	+27.03%

Dividends

UBSFY vs. PEY - Dividend Comparison

UBSFY has not paid dividends to shareholders, while PEY's dividend yield for the trailing twelve months is around 4.46%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PEY Invesco High Yield Equity Dividend Achievers™ ETF	4.46%	4.85%	4.44%	4.58%	4.22%	3.83%	4.30%	3.78%	4.33%	3.21%	3.12%	3.44%
UBSFY Ubisoft Entertainment ADR	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both UBSFY and PEY in my portfolio?

UBSFY and PEY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, UBSFY or PEY?

UBSFY has higher volatility (20.27%) compared to PEY (3.88%). In terms of maximum drawdown, UBSFY dropped -96.58% vs PEY's -72.81%.

Which has better risk-adjusted returns?

PEY currently has the higher Sharpe Ratio (1.30 vs -0.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.