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UBU3.DE vs. DJAM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBU3.DE vs. DJAM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UBU3.DE) and Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBU3.DE achieves a 11.22% return, which is significantly higher than DJAM.DE's 8.12% return. Over the past 10 years, UBU3.DE has outperformed DJAM.DE with an annualized return of 14.72%, while DJAM.DE has yielded a comparatively lower 12.59% annualized return.


UBU3.DE

1D
-0.11%
1M
5.37%
YTD
11.22%
6M
11.16%
1Y
25.10%
3Y*
18.90%
5Y*
14.24%
10Y*
14.72%

DJAM.DE

1D
1.22%
1M
5.73%
YTD
8.12%
6M
8.61%
1Y
20.41%
3Y*
13.60%
5Y*
10.75%
10Y*
12.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBU3.DE vs. DJAM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBU3.DE
UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis
11.22%4.58%32.47%22.92%-15.80%38.39%9.26%34.44%-1.64%6.56%
DJAM.DE
Lyxor Dow Jones Industrial Average UCITS ETF Dist
8.12%2.01%21.39%11.90%-2.34%31.92%-1.77%28.23%-0.54%12.02%

Correlation

The correlation between UBU3.DE and DJAM.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.78

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

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since May 31, 2012

0.91

The correlation between UBU3.DE and DJAM.DE shifts across timeframes, from 0.77 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UBU3.DE vs. DJAM.DE — Risk / Return Rank

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

UBU3.DE
UBU3.DE Risk / Return Rank: 6666
Overall Rank
UBU3.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
UBU3.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
UBU3.DE Omega Ratio Rank: 6868
Omega Ratio Rank
UBU3.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
UBU3.DE Martin Ratio Rank: 6565
Martin Ratio Rank

DJAM.DE
DJAM.DE Risk / Return Rank: 5353
Overall Rank
DJAM.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DJAM.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
DJAM.DE Omega Ratio Rank: 5050
Omega Ratio Rank
DJAM.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
DJAM.DE Martin Ratio Rank: 5454
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.

UBU3.DE vs. DJAM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UBU3.DE) and Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.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.


UBU3.DEDJAM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.40

1.31

+0.09

Calmar ratioReturn relative to maximum drawdown

3.38

2.77

+0.62

Martin ratioReturn relative to average drawdown

11.75

9.22

+2.53

UBU3.DE vs. DJAM.DE - Sharpe Ratio Comparison

The current UBU3.DE Sharpe Ratio is 2.14, which is comparable to the DJAM.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of UBU3.DE and DJAM.DE, 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


UBU3.DEDJAM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

1.70

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.76

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.78

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.62

+0.30

Drawdowns

UBU3.DE vs. DJAM.DE - Drawdown Comparison

The maximum UBU3.DE drawdown since its inception was -34.04%, smaller than the maximum DJAM.DE drawdown of -47.32%. Use the drawdown chart below to compare losses from any high point for UBU3.DE and DJAM.DE.


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Drawdown Indicators


UBU3.DEDJAM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.04%

-47.32%

+13.28%

Max Drawdown (1Y)

Largest decline over 1 year

-7.39%

-7.34%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-23.73%

-21.15%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-23.73%

-21.15%

-2.58%

Max Drawdown (10Y)

Largest decline over 10 years

-34.04%

-36.30%

+2.26%

Current Drawdown

Current decline from peak

-0.41%

0.00%

-0.41%

Average Drawdown

Average peak-to-trough decline

-4.10%

-7.81%

+3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.21%

-0.08%

Volatility

UBU3.DE vs. DJAM.DE - Volatility Comparison

UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UBU3.DE) and Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) have volatilities of 2.73% and 2.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBU3.DEDJAM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

2.87%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

8.34%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

11.93%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.39%

14.07%

+1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

16.09%

+0.13%

UBU3.DE vs. DJAM.DE - Expense Ratio Comparison

UBU3.DE has a 0.07% expense ratio, which is lower than DJAM.DE's 0.50% expense ratio.


Dividends

UBU3.DE vs. DJAM.DE - Dividend Comparison

UBU3.DE's dividend yield for the trailing twelve months is around 0.72%, less than DJAM.DE's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
DJAM.DE
Lyxor Dow Jones Industrial Average UCITS ETF Dist
0.73%0.79%1.17%1.06%1.80%1.11%1.62%1.25%1.90%1.71%2.26%2.44%
UBU3.DE
UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis
0.72%0.90%0.85%1.01%1.18%0.71%1.16%1.18%1.27%1.18%1.48%1.31%

Frequently Asked Questions


UBU3.DE and DJAM.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBU3.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBU3.DE is cheaper with a 0.07% expense ratio, compared with 0.50% for DJAM.DE.

UBU3.DE tracks MSCI USA, while DJAM.DE tracks Dow Jones Industrial Average. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.07% for UBU3.DE and 0.50% for DJAM.DE.

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