UBU5.DE vs. SXRW.DE
UBU5.DE (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both exchange-traded funds - UBU5.DE is a Large Cap Value Equities fund tracking the MSCI USA Value, while SXRW.DE is a Europe Equities fund tracking the FTSE 100. Both are passively managed. Over the past 10 years, UBU5.DE returned 9.94%/yr vs 8.04%/yr for SXRW.DE. A 0.71 correlation means they provide meaningful diversification when combined. UBU5.DE charges 0.20%/yr vs 0.07%/yr for SXRW.DE.
Performance
UBU5.DE vs. SXRW.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UBU5.DE achieves a 11.44% return, which is significantly higher than SXRW.DE's 6.50% return. Over the past 10 years, UBU5.DE has outperformed SXRW.DE with an annualized return of 9.94%, while SXRW.DE has yielded a comparatively lower 8.04% annualized return.
UBU5.DE
- 1D
- 0.60%
- 1M
- 3.12%
- YTD
- 11.44%
- 6M
- 11.29%
- 1Y
- 20.56%
- 3Y*
- 13.20%
- 5Y*
- 10.27%
- 10Y*
- 9.94%
SXRW.DE
- 1D
- 0.14%
- 1M
- -0.73%
- YTD
- 6.50%
- 6M
- 9.61%
- 1Y
- 18.23%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
UBU5.DE vs. SXRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
Correlation
The correlation between UBU5.DE and SXRW.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since May 31, 2012 | 0.71 |
The correlation between UBU5.DE and SXRW.DE shifts across timeframes, from 0.57 (3 years) to 0.71 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UBU5.DE vs. SXRW.DE — Risk / Return Rank
UBU5.DE
SXRW.DE
UBU5.DE vs. SXRW.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 Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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 | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.28 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.28 | 2.30 | +1.98 |
| Martin ratioReturn relative to average drawdown | 14.64 | 8.40 | +6.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| UBU5.DE | SXRW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 1.50 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.81 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.47 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.50 | +0.24 |
Drawdowns
UBU5.DE vs. SXRW.DE - Drawdown Comparison
The maximum UBU5.DE drawdown since its inception was -36.36%, smaller than the maximum SXRW.DE drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for UBU5.DE and SXRW.DE.
Loading charts...
Drawdown Indicators
| UBU5.DE | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.36% | -40.31% | +3.95% |
Max Drawdown (1Y)Largest decline over 1 year | -4.70% | -7.91% | +3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -19.90% | -16.86% | -3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -19.90% | -16.86% | -3.04% |
Max Drawdown (10Y)Largest decline over 10 years | -36.36% | -40.31% | +3.95% |
Current DrawdownCurrent decline from peak | 0.00% | -2.75% | +2.75% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -6.05% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 2.17% | -0.79% |
Volatility
UBU5.DE vs. SXRW.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 Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) has a volatility of 4.45%. This indicates that UBU5.DE experiences smaller price fluctuations and is considered to be less risky than SXRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UBU5.DE | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.15% | 4.45% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 6.40% | 10.16% | -3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.72% | 12.13% | -2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.36% | 14.13% | -0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.47% | 16.93% | -1.46% |
UBU5.DE vs. SXRW.DE - Expense Ratio Comparison
UBU5.DE has a 0.20% expense ratio, which is higher than SXRW.DE's 0.07% 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
UBU5.DE vs. SXRW.DE - Dividend Comparison
UBU5.DE's dividend yield for the trailing twelve months is around 1.17%, while SXRW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 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 SXRW.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for UBU5.DE.
UBU5.DE is categorized as Large Cap Value Equities, while SXRW.DE is Europe Equities. UBU5.DE tracks MSCI USA Value, while SXRW.DE tracks FTSE 100. They also come from different issuers: UBS and iShares. Their fees differ too: 0.20% for UBU5.DE and 0.07% for SXRW.DE.
Find the right allocation for UBU5.DE and SXRW.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer