UBU5.DE vs. XDEW.DE

Last updated Jul 18, 2026

UBU5.DE (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - UBU5.DE is a Large Cap Value Equities fund tracking the MSCI USA Value, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, UBU5.DE returned 9.68%/yr vs 11.04%/yr for XDEW.DE. Their correlation of 0.95 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.

Performance

UBU5.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with UBU5.DE having a 14.23% return and XDEW.DE slightly higher at 14.50%. Over the past 10 years, UBU5.DE has underperformed XDEW.DE with an annualized return of 9.68%, while XDEW.DE has yielded a comparatively higher 11.04% annualized return.

UBU5.DE

• 1D: -0.27%
• 1M: 2.51%
• 6M: 9.82%
• YTD: 14.23%
• 1Y: 21.09%
• 3Y*: 14.12%
• 5Y*: 10.37%
• 10Y*: 9.68%

XDEW.DE

• 1D: -0.34%
• 1M: 2.42%
• 6M: 9.75%
• YTD: 14.50%
• 1Y: 20.12%
• 3Y*: 12.62%
• 5Y*: 9.52%
• 10Y*: 11.04%

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

UBU5.DE vs. XDEW.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	14.23%	1.27%	20.12%	5.47%	-1.48%	38.86%	-9.65%	28.22%	-4.23%	0.98%
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C	14.50%	-0.46%	18.66%	10.08%	-6.94%	41.59%	1.18%	31.27%	-4.53%	4.00%

Correlation

The correlation between UBU5.DE and XDEW.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014	0.95

The correlation between UBU5.DE and XDEW.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

Return for Risk

UBU5.DE vs. XDEW.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: 88
UBU5.DE Sharpe Ratio Rank: 88
UBU5.DE Sortino Ratio Rank: 87
UBU5.DE Omega Ratio Rank: 86
UBU5.DE Calmar Ratio Rank: 91
UBU5.DE Martin Ratio Rank: 90

XDEW.DE

XDEW.DE Risk / Return Rank: 79
XDEW.DE Sharpe Ratio Rank: 78
XDEW.DE Sortino Ratio Rank: 76
XDEW.DE Omega Ratio Rank: 74
XDEW.DE Calmar Ratio Rank: 88
XDEW.DE Martin Ratio Rank: 81

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. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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	XDEW.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.23	1.96	+0.27
Sortino ratio: Return per unit of downside risk	3.08	2.71	+0.36
Omega ratio: Gain probability vs. loss probability	1.40	1.35	+0.06
Calmar ratio: Return relative to maximum drawdown	4.40	3.91	+0.49
Martin ratio: Return relative to average drawdown	15.47	12.05	+3.42

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

The current UBU5.DE Sharpe Ratio is 2.23, which is comparable to the XDEW.DE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of UBU5.DE and XDEW.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. XDEW.DE - Drawdown Comparison

The maximum UBU5.DE drawdown since its inception was -36.36%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for UBU5.DE and XDEW.DE.

Drawdown Indicators

	UBU5.DE	XDEW.DE	Difference
Max Drawdown Largest peak-to-trough decline	-36.36%	-38.79%	+2.43%
Max Drawdown (1Y) Largest decline over 1 year	-4.70%	-5.06%	+0.36%
Max Drawdown (3Y) Largest decline over 3 years	-19.86%	-22.70%	+2.84%
Max Drawdown (5Y) Largest decline over 5 years	-19.86%	-22.70%	+2.84%
Max Drawdown (10Y) Largest decline over 10 years	-36.36%	-38.79%	+2.43%
Current Drawdown Current decline from peak	-0.42%	-0.61%	+0.19%
Average Drawdown Average peak-to-trough decline	-5.88%	-5.33%	-0.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.34%	1.65%	-0.31%

Volatility

UBU5.DE vs. XDEW.DE - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE) is 2.22%, while Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a volatility of 2.81%. This indicates that UBU5.DE experiences smaller price fluctuations and is considered to be less risky than XDEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UBU5.DE	XDEW.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.22%	2.81%	-0.59%
Volatility (6M) Calculated over the trailing 6-month period	6.27%	6.82%	-0.55%
Volatility (1Y) Calculated over the trailing 1-year period	9.50%	10.43%	-0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.32%	14.90%	-1.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.42%	16.80%	-1.38%

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

Both UBU5.DE and XDEW.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

UBU5.DE vs. XDEW.DE - Dividend Comparison

UBU5.DE's dividend yield for the trailing twelve months is around 1.35%, while XDEW.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	1.35%	2.11%	1.74%	2.03%	1.92%	1.52%	2.49%	1.97%	2.53%	2.04%	2.32%	2.27%
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C	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 XDEW.DE in my portfolio?

With a correlation of 0.91, UBU5.DE and XDEW.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

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

UBU5.DE and XDEW.DE have the same expense ratio: 0.20% per year.

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

UBU5.DE is categorized as Large Cap Value Equities, while XDEW.DE is S&P 500. UBU5.DE tracks MSCI USA Value, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: UBS and Xtrackers.