PortfoliosLab logoPortfoliosLab logo
UBU9.DE vs. IBCF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBU9.DE vs. IBCF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS Core S&P 500 UCITS ETF USD dis (UBU9.DE) and iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UBU9.DE achieves a 11.29% return, which is significantly higher than IBCF.DE's 8.84% return. Over the past 10 years, UBU9.DE has outperformed IBCF.DE with an annualized return of 14.73%, while IBCF.DE has yielded a comparatively lower 12.48% annualized return.


UBU9.DE

1D
-0.13%
1M
4.33%
YTD
11.29%
6M
10.76%
1Y
25.48%
3Y*
18.75%
5Y*
14.63%
10Y*
14.73%

IBCF.DE

1D
-0.02%
1M
3.14%
YTD
8.84%
6M
9.31%
1Y
24.23%
3Y*
19.50%
5Y*
11.10%
10Y*
12.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBU9.DE vs. IBCF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBU9.DE
UBS Core S&P 500 UCITS ETF USD dis
11.29%4.68%32.18%22.24%-14.31%40.34%6.45%34.24%-1.39%6.52%
IBCF.DE
iShares S&P 500 EUR Hedged UCITS ETF (Acc)
8.84%15.42%22.97%23.21%-21.83%28.51%14.47%27.13%-8.40%18.78%

Correlation

The correlation between UBU9.DE and IBCF.DE is 0.83, 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

0.83

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

0.82

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

0.85

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

0.85

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

0.83

The correlation between UBU9.DE and IBCF.DE has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.

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

UBU9.DE vs. IBCF.DE — Risk / Return Rank

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

UBU9.DE
UBU9.DE Risk / Return Rank: 6969
Overall Rank
UBU9.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UBU9.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
UBU9.DE Omega Ratio Rank: 6969
Omega Ratio Rank
UBU9.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
UBU9.DE Martin Ratio Rank: 6969
Martin Ratio Rank

IBCF.DE
IBCF.DE Risk / Return Rank: 6464
Overall Rank
IBCF.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IBCF.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
IBCF.DE Omega Ratio Rank: 6363
Omega Ratio Rank
IBCF.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
IBCF.DE Martin Ratio Rank: 6767
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.

UBU9.DE vs. IBCF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Core S&P 500 UCITS ETF USD dis (UBU9.DE) and iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.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.


UBU9.DEIBCF.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

3.53

2.81

+0.71

Martin ratioReturn relative to average drawdown

12.53

12.07

+0.46

UBU9.DE vs. IBCF.DE - Sharpe Ratio Comparison

The current UBU9.DE Sharpe Ratio is 2.20, which is comparable to the IBCF.DE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of UBU9.DE and IBCF.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.


Loading charts...

Sharpe Ratios by Period


UBU9.DEIBCF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.08

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.69

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.76

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.72

+0.21

Drawdowns

UBU9.DE vs. IBCF.DE - Drawdown Comparison

The maximum UBU9.DE drawdown since its inception was -33.82%, roughly equal to the maximum IBCF.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for UBU9.DE and IBCF.DE.


Loading charts...

Drawdown Indicators


UBU9.DEIBCF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.82%

-35.06%

+1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

-8.72%

+1.53%

Max Drawdown (3Y)

Largest decline over 3 years

-23.30%

-18.34%

-4.96%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-26.23%

+2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

-35.06%

+1.24%

Current Drawdown

Current decline from peak

-0.45%

-0.55%

+0.10%

Average Drawdown

Average peak-to-trough decline

-4.01%

-4.41%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.04%

-0.01%

Volatility

UBU9.DE vs. IBCF.DE - Volatility Comparison

The current volatility for UBS Core S&P 500 UCITS ETF USD dis (UBU9.DE) is 2.66%, while iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) has a volatility of 3.08%. This indicates that UBU9.DE experiences smaller price fluctuations and is considered to be less risky than IBCF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UBU9.DEIBCF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

3.08%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

8.63%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.55%

11.79%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

16.02%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.10%

16.34%

-0.24%

UBU9.DE vs. IBCF.DE - Expense Ratio Comparison

UBU9.DE has a 0.03% expense ratio, which is lower than IBCF.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

UBU9.DE vs. IBCF.DE - Dividend Comparison

UBU9.DE's dividend yield for the trailing twelve months is around 0.80%, while IBCF.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBCF.DE
iShares S&P 500 EUR Hedged UCITS ETF (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%
UBU9.DE
UBS Core S&P 500 UCITS ETF USD dis
0.80%0.90%0.88%1.05%1.22%0.75%1.23%1.21%1.30%1.35%1.51%1.38%

Frequently Asked Questions


UBU9.DE and IBCF.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBU9.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBU9.DE is cheaper with a 0.03% expense ratio, compared with 0.20% for IBCF.DE.

UBU9.DE tracks S&P 500, while IBCF.DE tracks S&P 500 EUR Hedged Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.03% for UBU9.DE and 0.20% for IBCF.DE.

Portfolio Optimizer

Find the right allocation for UBU9.DE and IBCF.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