UBSFY vs. VT

In the year-to-date period, UBSFY achieves a -14.81% return, which is significantly lower than VT's -1.11% return. Over the past 10 years, UBSFY has underperformed VT with an annualized return of -4.46%, while VT has yielded a comparatively higher 8.64% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Ubisoft Entertainment ADR (UBSFY) and Vanguard Total World Stock ETF (VT). 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.

The current UBSFY Sharpe Ratio is -0.74, which is lower than the VT Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of UBSFY and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

UBSFY has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.95%.

The maximum UBSFY drawdown since its inception was -92.22%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for UBSFY and VT. For additional features, visit the drawdowns tool.

Ubisoft Entertainment ADR (UBSFY) has a higher volatility of 32.61% compared to Vanguard Total World Stock ETF (VT) at 12.77%. This indicates that UBSFY's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.