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UBUD.DE vs. UBU7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBUD.DE vs. UBU7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist (UBUD.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBUD.DE achieves a -6.38% return, which is significantly lower than UBU7.DE's 10.81% return. Over the past 10 years, UBUD.DE has outperformed UBU7.DE with an annualized return of 14.59%, while UBU7.DE has yielded a comparatively lower 12.53% annualized return.


UBUD.DE

1D
-0.04%
1M
-3.95%
YTD
-6.38%
6M
0.94%
1Y
47.84%
3Y*
42.44%
5Y*
24.10%
10Y*
14.59%

UBU7.DE

1D
-0.02%
1M
4.86%
YTD
10.81%
6M
11.28%
1Y
23.73%
3Y*
17.49%
5Y*
12.72%
10Y*
12.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBUD.DE vs. UBU7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBUD.DE
UBS ETF (IE) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist
-6.38%144.52%34.69%6.34%0.11%-8.41%15.71%40.46%-6.02%-3.26%
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist
10.81%7.95%25.92%19.97%-13.95%32.24%5.15%30.93%-5.38%6.97%

Correlation

The correlation between UBUD.DE and UBU7.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

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

0.24

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

0.22

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2013

0.10

The correlation between UBUD.DE and UBU7.DE shifts across timeframes, from 0.10 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UBUD.DE vs. UBU7.DE — Risk / Return Rank

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

UBUD.DE
UBUD.DE Risk / Return Rank: 3030
Overall Rank
UBUD.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UBUD.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
UBUD.DE Omega Ratio Rank: 2929
Omega Ratio Rank
UBUD.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
UBUD.DE Martin Ratio Rank: 2929
Martin Ratio Rank

UBU7.DE
UBU7.DE Risk / Return Rank: 6969
Overall Rank
UBU7.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
UBU7.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
UBU7.DE Omega Ratio Rank: 6868
Omega Ratio Rank
UBU7.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
UBU7.DE Martin Ratio Rank: 7676
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.

UBUD.DE vs. UBU7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist (UBUD.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.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.


UBUD.DEUBU7.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.20

1.40

-0.21

Calmar ratioReturn relative to maximum drawdown

1.65

3.58

-1.93

Martin ratioReturn relative to average drawdown

4.06

14.23

-10.17

UBUD.DE vs. UBU7.DE - Sharpe Ratio Comparison

The current UBUD.DE Sharpe Ratio is 1.04, which is lower than the UBU7.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of UBUD.DE and UBU7.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.


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Sharpe Ratios by Period


UBUD.DEUBU7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

2.14

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.89

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.82

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.82

-0.56

Drawdowns

UBUD.DE vs. UBU7.DE - Drawdown Comparison

The maximum UBUD.DE drawdown since its inception was -57.79%, which is greater than UBU7.DE's maximum drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for UBUD.DE and UBU7.DE.


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Drawdown Indicators


UBUD.DEUBU7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.79%

-33.84%

-23.95%

Max Drawdown (1Y)

Largest decline over 1 year

-28.94%

-6.61%

-22.33%

Max Drawdown (3Y)

Largest decline over 3 years

-28.94%

-21.69%

-7.25%

Max Drawdown (5Y)

Largest decline over 5 years

-38.21%

-21.69%

-16.52%

Max Drawdown (10Y)

Largest decline over 10 years

-50.40%

-33.84%

-16.56%

Current Drawdown

Current decline from peak

-27.15%

-0.31%

-26.84%

Average Drawdown

Average peak-to-trough decline

-28.07%

-4.24%

-23.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.75%

1.66%

+10.09%

Volatility

UBUD.DE vs. UBU7.DE - Volatility Comparison

UBS ETF (IE) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist (UBUD.DE) has a higher volatility of 13.71% compared to UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE) at 2.57%. This indicates that UBUD.DE's price experiences larger fluctuations and is considered to be riskier than UBU7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBUD.DEUBU7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.71%

2.57%

+11.14%

Volatility (6M)

Calculated over the trailing 6-month period

35.92%

7.61%

+28.31%

Volatility (1Y)

Calculated over the trailing 1-year period

45.63%

11.04%

+34.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.68%

14.11%

+21.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.58%

15.11%

+20.47%

UBUD.DE vs. UBU7.DE - Expense Ratio Comparison

UBUD.DE has a 0.43% expense ratio, which is higher than UBU7.DE's 0.10% expense ratio.


Dividends

UBUD.DE vs. UBU7.DE - Dividend Comparison

UBUD.DE's dividend yield for the trailing twelve months is around 0.59%, less than UBU7.DE's 1.13% yield.


PositionTTM20252024202320222021202020192018201720162015
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist
1.13%1.43%1.22%1.31%1.52%0.90%1.28%1.54%1.43%1.58%2.00%1.62%
UBUD.DE
UBS ETF (IE) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist
0.59%0.40%0.56%1.74%1.12%1.15%0.44%0.42%0.48%0.46%0.43%1.38%

Frequently Asked Questions


UBUD.DE and UBU7.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBU7.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBU7.DE is cheaper with a 0.10% expense ratio, compared with 0.43% for UBUD.DE.

UBUD.DE is categorized as Precious Metals, while UBU7.DE is Global Equities. UBUD.DE tracks Solactive Global Pure Gold Miners, while UBU7.DE tracks MSCI World. Their fees differ too: 0.43% for UBUD.DE and 0.10% for UBU7.DE.

Portfolio Optimizer

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