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UBU5.DE vs. CC1U.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBU5.DE vs. CC1U.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE) and Amundi MSCI China UCITS ETF-C USD (CC1U.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UBU5.DE is traded in EUR, while CC1U.L is traded in USD. To make them comparable, the CC1U.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UBU5.DE achieves a 11.44% return, which is significantly higher than CC1U.L's 1.98% return. Over the past 10 years, UBU5.DE has outperformed CC1U.L with an annualized return of 9.94%, while CC1U.L has yielded a comparatively lower 3.79% annualized return.


UBU5.DE

1D
0.60%
1M
3.72%
YTD
11.44%
6M
11.93%
1Y
20.18%
3Y*
13.20%
5Y*
10.27%
10Y*
9.94%

CC1U.L

1D
-1.69%
1M
-0.72%
YTD
1.98%
6M
1.89%
1Y
29.45%
3Y*
3.96%
5Y*
1.83%
10Y*
3.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBU5.DE vs. CC1U.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBU5.DE
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis
11.44%1.10%19.93%6.38%-1.60%38.43%-9.93%27.91%-4.61%0.74%
CC1U.L
Amundi MSCI China UCITS ETF-C USD
1.98%22.94%8.23%-13.99%-3.70%4.15%-9.94%15.22%-10.23%13.29%

Correlation

The correlation between UBU5.DE and CC1U.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.19

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

0.22

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

0.36

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

0.41

The correlation between UBU5.DE and CC1U.L shifts across timeframes, from 0.19 (3 years) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UBU5.DE vs. CC1U.L — Risk / Return Rank

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

UBU5.DE
UBU5.DE Risk / Return Rank: 7070
Overall Rank
UBU5.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
UBU5.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
UBU5.DE Omega Ratio Rank: 6464
Omega Ratio Rank
UBU5.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
UBU5.DE Martin Ratio Rank: 7777
Martin Ratio Rank

CC1U.L
CC1U.L Risk / Return Rank: 3737
Overall Rank
CC1U.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CC1U.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
CC1U.L Omega Ratio Rank: 3737
Omega Ratio Rank
CC1U.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
CC1U.L Martin Ratio Rank: 3030
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.

UBU5.DE vs. CC1U.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE) and Amundi MSCI China UCITS ETF-C USD (CC1U.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.


UBU5.DECC1U.LDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.38

1.23

+0.15

Calmar ratioReturn relative to maximum drawdown

4.28

1.87

+2.41

Martin ratioReturn relative to average drawdown

14.64

4.03

+10.60

UBU5.DE vs. CC1U.L - Sharpe Ratio Comparison

The current UBU5.DE Sharpe Ratio is 2.07, which is higher than the CC1U.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of UBU5.DE and CC1U.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


UBU5.DECC1U.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.29

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.07

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.16

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.22

+0.53

Drawdowns

UBU5.DE vs. CC1U.L - Drawdown Comparison

The maximum UBU5.DE drawdown since its inception was -36.36%, smaller than the maximum CC1U.L drawdown of -51.24%. Use the drawdown chart below to compare losses from any high point for UBU5.DE and CC1U.L.


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Drawdown Indicators


UBU5.DECC1U.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.36%

-51.24%

+14.88%

Max Drawdown (1Y)

Largest decline over 1 year

-4.70%

-15.72%

+11.02%

Max Drawdown (3Y)

Largest decline over 3 years

-19.90%

-37.96%

+18.06%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

-40.50%

+20.60%

Max Drawdown (10Y)

Largest decline over 10 years

-36.36%

-43.36%

+7.00%

Current Drawdown

Current decline from peak

0.00%

-14.95%

+14.95%

Average Drawdown

Average peak-to-trough decline

-4.82%

-23.89%

+19.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

7.28%

-5.90%

Volatility

UBU5.DE vs. CC1U.L - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE) is 2.15%, while Amundi MSCI China UCITS ETF-C USD (CC1U.L) has a volatility of 7.35%. This indicates that UBU5.DE experiences smaller price fluctuations and is considered to be less risky than CC1U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBU5.DECC1U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.15%

7.35%

-5.20%

Volatility (6M)

Calculated over the trailing 6-month period

6.40%

15.06%

-8.66%

Volatility (1Y)

Calculated over the trailing 1-year period

9.72%

22.79%

-13.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.36%

26.07%

-12.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.47%

23.93%

-8.46%

UBU5.DE vs. CC1U.L - Expense Ratio Comparison

UBU5.DE has a 0.20% expense ratio, which is lower than CC1U.L's 0.45% expense ratio.


Dividends

UBU5.DE vs. CC1U.L - Dividend Comparison

UBU5.DE's dividend yield for the trailing twelve months is around 1.17%, while CC1U.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CC1U.L
Amundi MSCI China UCITS ETF-C USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBU5.DE
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis
1.17%1.95%1.60%2.86%1.80%1.27%2.18%1.75%2.10%1.81%2.10%2.04%

Frequently Asked Questions


UBU5.DE and CC1U.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBU5.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBU5.DE is cheaper with a 0.20% expense ratio, compared with 0.45% for CC1U.L.

UBU5.DE is categorized as Large Cap Value Equities, while CC1U.L is China Equities. UBU5.DE tracks MSCI USA Value, while CC1U.L tracks MSCI China NR USD. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.20% for UBU5.DE and 0.45% for CC1U.L.

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