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UBTS.L vs. VEVE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBTS.L vs. VEVE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg TIPS 1-10 UCITS ETF (USD) A-dis (UBTS.L) and Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UBTS.L is traded in GBp, while VEVE.L is traded in GBP. To make them comparable, the VEVE.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UBTS.L achieves a 1.80% return, which is significantly lower than VEVE.L's 11.86% return.


UBTS.L

1D
-0.10%
1M
0.69%
YTD
1.80%
6M
0.83%
1Y
5.77%
3Y*
2.02%
5Y*
3.32%
10Y*

VEVE.L

1D
-0.07%
1M
5.51%
YTD
11.86%
6M
12.36%
1Y
29.91%
3Y*
18.36%
5Y*
13.29%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBTS.L vs. VEVE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBTS.L
UBS ETF (LU) Bloomberg TIPS 1-10 UCITS ETF (USD) A-dis
1.80%-0.11%4.95%-1.59%3.39%6.97%4.62%3.52%5.25%-7.29%
VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing
11.86%13.81%20.22%17.45%-8.34%22.68%12.44%22.90%-4.39%12.62%

Correlation

The correlation between UBTS.L and VEVE.L is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Nov 28, 2016

0.18

The correlation between UBTS.L and VEVE.L shifts across timeframes, from 0.04 (5 years) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UBTS.L vs. VEVE.L — Risk / Return Rank

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

UBTS.L
UBTS.L Risk / Return Rank: 2525
Overall Rank
UBTS.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
UBTS.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
UBTS.L Omega Ratio Rank: 2424
Omega Ratio Rank
UBTS.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
UBTS.L Martin Ratio Rank: 2424
Martin Ratio Rank

VEVE.L
VEVE.L Risk / Return Rank: 8686
Overall Rank
VEVE.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VEVE.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
VEVE.L Omega Ratio Rank: 8989
Omega Ratio Rank
VEVE.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
VEVE.L Martin Ratio Rank: 8585
Martin Ratio Rank
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.

UBTS.L vs. VEVE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg TIPS 1-10 UCITS ETF (USD) A-dis (UBTS.L) and Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.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.


UBTS.LVEVE.LDifference
Sharpe ratioReturn per unit of total volatility

-1.98

Sortino ratioReturn per unit of downside risk

-2.62

Omega ratioGain probability vs. loss probability

1.16

1.55

-0.39

Calmar ratioReturn relative to maximum drawdown

1.15

4.29

-3.14

Martin ratioReturn relative to average drawdown

3.08

17.65

-14.57

UBTS.L vs. VEVE.L - Sharpe Ratio Comparison

The current UBTS.L Sharpe Ratio is 0.91, which is lower than the VEVE.L Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of UBTS.L and VEVE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UBTS.LVEVE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

2.89

-1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

1.01

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.91

-0.65

Drawdowns

UBTS.L vs. VEVE.L - Drawdown Comparison

The maximum UBTS.L drawdown since its inception was -15.99%, smaller than the maximum VEVE.L drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for UBTS.L and VEVE.L.


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Drawdown Indicators


UBTS.LVEVE.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.99%

-25.52%

+9.53%

Max Drawdown (1Y)

Largest decline over 1 year

-4.97%

-6.94%

+1.97%

Max Drawdown (3Y)

Largest decline over 3 years

-7.52%

-18.34%

+10.82%

Max Drawdown (5Y)

Largest decline over 5 years

-15.99%

-18.34%

+2.35%

Max Drawdown (10Y)

Largest decline over 10 years

-25.52%

Current Drawdown

Current decline from peak

-5.74%

-0.35%

-5.39%

Average Drawdown

Average peak-to-trough decline

-6.89%

-3.41%

-3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.69%

+0.18%

Volatility

UBTS.L vs. VEVE.L - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg TIPS 1-10 UCITS ETF (USD) A-dis (UBTS.L) is 1.78%, while Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) has a volatility of 2.72%. This indicates that UBTS.L experiences smaller price fluctuations and is considered to be less risky than VEVE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBTS.LVEVE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

2.72%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

4.63%

7.55%

-2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

6.29%

10.31%

-4.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.15%

13.09%

-4.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.68%

14.33%

-5.65%

UBTS.L vs. VEVE.L - Expense Ratio Comparison

UBTS.L has a 0.15% expense ratio, which is higher than VEVE.L's 0.12% 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

UBTS.L vs. VEVE.L - Dividend Comparison

UBTS.L's dividend yield for the trailing twelve months is around 4.01%, more than VEVE.L's 1.23% yield.


PositionTTM20252024202320222021202020192018201720162015
UBTS.L
UBS ETF (LU) Bloomberg TIPS 1-10 UCITS ETF (USD) A-dis
4.01%3.26%4.42%4.57%6.66%2.83%0.84%2.30%2.38%1.27%0.00%0.00%
VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing
1.23%1.38%1.48%1.71%1.98%1.46%1.62%1.95%2.24%1.93%1.88%2.03%

Frequently Asked Questions


UBTS.L and VEVE.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEVE.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEVE.L is cheaper with a 0.12% expense ratio, compared with 0.15% for UBTS.L.

UBTS.L is categorized as Inflation-Protected Bonds, while VEVE.L is Global Equities. UBTS.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while VEVE.L tracks MSCI ACWI NR USD. They also come from different issuers: UBS and Vanguard. Their fees differ too: 0.15% for UBTS.L and 0.12% for VEVE.L.

Portfolio Optimizer

Find the right allocation for UBTS.L and VEVE.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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