UBU5.DE vs. NQSE.DE
UBU5.DE (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - UBU5.DE is a Large Cap Value Equities fund tracking the MSCI USA Value, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, UBU5.DE returned 10.27%/yr vs 14.91%/yr for NQSE.DE. A 0.51 correlation means they provide meaningful diversification when combined. UBU5.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
UBU5.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UBU5.DE achieves a 11.44% return, which is significantly lower than NQSE.DE's 17.82% 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%
NQSE.DE
- 1D
- -0.77%
- 1M
- 8.32%
- YTD
- 17.82%
- 6M
- 17.54%
- 1Y
- 36.74%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
UBU5.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -9.39% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -15.98% |
Correlation
The correlation between UBU5.DE and NQSE.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.51 |
The correlation between UBU5.DE and NQSE.DE shifts across timeframes, from 0.40 (3 years) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UBU5.DE vs. NQSE.DE — Risk / Return Rank
UBU5.DE
NQSE.DE
UBU5.DE vs. NQSE.DE - 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 iShares NASDAQ 100 UCITS ETF (NQSE.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.
| UBU5.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.28 | 3.08 | +1.20 |
| Martin ratioReturn relative to average drawdown | 14.64 | 10.77 | +3.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UBU5.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 2.28 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.71 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.82 | -0.07 |
Drawdowns
UBU5.DE vs. NQSE.DE - Drawdown Comparison
The maximum UBU5.DE drawdown since its inception was -36.36%, roughly equal to the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for UBU5.DE and NQSE.DE.
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Drawdown Indicators
| UBU5.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.36% | -37.67% | +1.31% |
Max Drawdown (1Y)Largest decline over 1 year | -4.70% | -11.87% | +7.17% |
Max Drawdown (3Y)Largest decline over 3 years | -19.90% | -22.40% | +2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -19.90% | -37.67% | +17.77% |
Max Drawdown (10Y)Largest decline over 10 years | -36.36% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -8.56% | +3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 3.40% | -2.02% |
Volatility
UBU5.DE vs. NQSE.DE - Volatility Comparison
The current volatility for UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE) is 2.15%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that UBU5.DE experiences smaller price fluctuations and is considered to be less risky than NQSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UBU5.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.15% | 4.75% | -2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 6.40% | 11.99% | -5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.72% | 16.05% | -6.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.36% | 20.91% | -7.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.47% | 21.54% | -6.07% |
UBU5.DE vs. NQSE.DE - Expense Ratio Comparison
UBU5.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
UBU5.DE vs. NQSE.DE - Dividend Comparison
UBU5.DE's dividend yield for the trailing twelve months is around 1.17%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NQSE.DE iShares NASDAQ 100 UCITS ETF | 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 NQSE.DE have a correlation of 0.44, 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 0.33% for NQSE.DE.
UBU5.DE is categorized as Large Cap Value Equities, while NQSE.DE is Nasdaq-100. UBU5.DE tracks MSCI USA Value, while NQSE.DE tracks NASDAQ-100 Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.20% for UBU5.DE and 0.33% for NQSE.DE.
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