UBU5.DE vs. WTI2.DE

Last updated Jun 26, 2026

UBU5.DE (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) and WTI2.DE (WisdomTree Artificial Intelligence UCITS ETF USD Acc) are both exchange-traded funds - UBU5.DE is a Large Cap Value Equities fund tracking the MSCI USA Value, while WTI2.DE is a Technology Equities fund tracking the Nasdaq CTA Artificial Intelligence. Both are passively managed. Over the past 5 years, UBU5.DE returned 10.52%/yr vs 15.44%/yr for WTI2.DE. A 0.55 correlation means they provide meaningful diversification when combined. UBU5.DE charges 0.20%/yr vs 0.40%/yr for WTI2.DE.

Performance

UBU5.DE vs. WTI2.DE - 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 WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UBU5.DE achieves a 13.37% return, which is significantly lower than WTI2.DE's 45.26% return.

UBU5.DE

• 1D: 0.19%
• 1M: 2.15%
• YTD: 13.37%
• 6M: 13.94%
• 1Y: 22.48%
• 3Y*: 14.28%
• 5Y*: 10.52%
• 10Y*: 10.45%

WTI2.DE

• 1D: 0.09%
• 1M: 3.30%
• YTD: 45.26%
• 6M: 46.87%
• 1Y: 74.12%
• 3Y*: 30.03%
• 5Y*: 15.44%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UBU5.DE vs. WTI2.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	13.37%	1.27%	20.12%	5.47%	-1.48%	38.86%	-9.65%	28.22%	-8.98%
WTI2.DE WisdomTree Artificial Intelligence UCITS ETF USD Acc	45.26%	9.72%	18.67%	52.35%	-38.83%	26.63%	57.60%	32.64%	-8.80%

Correlation

The correlation between UBU5.DE and WTI2.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (All Time) Calculated using the full available price history since Nov 30, 2018	0.55

The correlation between UBU5.DE and WTI2.DE has been stable across timeframes, ranging from 0.46 to 0.55 - a consistent structural relationship.

Return for Risk

UBU5.DE vs. WTI2.DE — 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: 84
UBU5.DE Sharpe Ratio Rank: 82
UBU5.DE Sortino Ratio Rank: 81
UBU5.DE Omega Ratio Rank: 81
UBU5.DE Calmar Ratio Rank: 89
UBU5.DE Martin Ratio Rank: 88

WTI2.DE

WTI2.DE Risk / Return Rank: 85
WTI2.DE Sharpe Ratio Rank: 90
WTI2.DE Sortino Ratio Rank: 83
WTI2.DE Omega Ratio Rank: 79
WTI2.DE Calmar Ratio Rank: 90
WTI2.DE Martin Ratio Rank: 85

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. WTI2.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 WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	UBU5.DE	WTI2.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.30	2.65	-0.35
Sortino ratio: Return per unit of downside risk	3.18	3.21	-0.03
Omega ratio: Gain probability vs. loss probability	1.42	1.41	+0.02
Calmar ratio: Return relative to maximum drawdown	4.77	4.89	-0.12
Martin ratio: Return relative to average drawdown	16.51	15.20	+1.31

UBU5.DE vs. WTI2.DE - Sharpe Ratio Comparison

The current UBU5.DE Sharpe Ratio is 2.30, which is comparable to the WTI2.DE Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of UBU5.DE and WTI2.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.

Drawdowns

UBU5.DE vs. WTI2.DE - Drawdown Comparison

The maximum UBU5.DE drawdown since its inception was -36.36%, smaller than the maximum WTI2.DE drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for UBU5.DE and WTI2.DE.

Drawdown Indicators

	UBU5.DE	WTI2.DE	Difference
Max Drawdown Largest peak-to-trough decline	-36.36%	-40.18%	+3.82%
Max Drawdown (1Y) Largest decline over 1 year	-4.70%	-15.08%	+10.38%
Max Drawdown (3Y) Largest decline over 3 years	-19.86%	-35.27%	+15.41%
Max Drawdown (5Y) Largest decline over 5 years	-19.86%	-40.18%	+20.32%
Max Drawdown (10Y) Largest decline over 10 years	-36.36%	—	—
Current Drawdown Current decline from peak	0.00%	-3.93%	+3.93%
Average Drawdown Average peak-to-trough decline	-5.90%	-11.15%	+5.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.36%	4.86%	-3.50%

Volatility

UBU5.DE vs. WTI2.DE - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE) is 2.08%, while WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) has a volatility of 11.08%. This indicates that UBU5.DE experiences smaller price fluctuations and is considered to be less risky than WTI2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UBU5.DE	WTI2.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.08%	11.08%	-9.00%
Volatility (6M) Calculated over the trailing 6-month period	6.45%	21.00%	-14.55%
Volatility (1Y) Calculated over the trailing 1-year period	9.74%	27.84%	-18.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.34%	26.69%	-13.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.44%	27.38%	-11.94%

UBU5.DE vs. WTI2.DE - Expense Ratio Comparison

UBU5.DE has a 0.20% expense ratio, which is lower than WTI2.DE's 0.40% expense ratio.

Dividends

UBU5.DE vs. WTI2.DE - Dividend Comparison

UBU5.DE's dividend yield for the trailing twelve months is around 1.36%, while WTI2.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UBU5.DE UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis	1.36%	2.11%	1.74%	2.03%	1.92%	1.52%	2.49%	1.97%	2.53%	2.04%	2.32%	2.27%
WTI2.DE WisdomTree Artificial Intelligence UCITS ETF USD 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%

Frequently Asked Questions

Can I hold both UBU5.DE and WTI2.DE in my portfolio?

UBU5.DE and WTI2.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UBU5.DE or WTI2.DE?

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.

Which ETF is cheaper, UBU5.DE or WTI2.DE?

UBU5.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for WTI2.DE.

What is the main difference between UBU5.DE and WTI2.DE?

UBU5.DE is categorized as Large Cap Value Equities, while WTI2.DE is Technology Equities. UBU5.DE tracks MSCI USA Value, while WTI2.DE tracks Nasdaq CTA Artificial Intelligence. They also come from different issuers: UBS and WisdomTree. Their fees differ too: 0.20% for UBU5.DE and 0.40% for WTI2.DE.