UBUR.DE vs. 6PSE.DE

Last updated Jun 5, 2026

UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and 6PSE.DE (Invesco MSCI USA UCITS ETF Dist) are both Large Cap Blend Equities funds - UBUR.DE tracks the MSCI USA Select Dynamic 50% Risk Weighted while 6PSE.DE tracks the MSCI USA. Both are passively managed. Over the past 3 years, UBUR.DE returned 5.82%/yr vs 19.18%/yr for 6PSE.DE. At a 0.29 correlation, their price movements are largely independent. UBUR.DE charges 0.18%/yr vs 0.05%/yr for 6PSE.DE.

Performance

UBUR.DE vs. 6PSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) and Invesco MSCI USA UCITS ETF Dist (6PSE.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UBUR.DE achieves a 0.53% return, which is significantly lower than 6PSE.DE's 11.33% return.

UBUR.DE

• 1D: -0.14%
• 1M: -0.65%
• YTD: 0.53%
• 6M: 0.77%
• 1Y: -1.23%
• 3Y*: 5.82%
• 5Y*: 6.64%
• 10Y*: —

6PSE.DE

• 1D: -0.18%
• 1M: 4.51%
• YTD: 11.33%
• 6M: 10.72%
• 1Y: 25.24%
• 3Y*: 19.18%
• 5Y*: —
• 10Y*: —

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

UBUR.DE vs. 6PSE.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis	0.53%	-5.64%	20.63%	2.15%	7.01%
6PSE.DE Invesco MSCI USA UCITS ETF Dist	11.33%	4.78%	32.52%	23.62%	-6.58%

Correlation

The correlation between UBUR.DE and 6PSE.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022	0.29

The correlation between UBUR.DE and 6PSE.DE shifts across timeframes, from -0.02 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

Return for Risk

UBUR.DE vs. 6PSE.DE — Risk / Return Rank

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

UBUR.DE

UBUR.DE Risk / Return Rank: 7
UBUR.DE Sharpe Ratio Rank: 7
UBUR.DE Sortino Ratio Rank: 7
UBUR.DE Omega Ratio Rank: 7
UBUR.DE Calmar Ratio Rank: 6
UBUR.DE Martin Ratio Rank: 6

6PSE.DE

6PSE.DE Risk / Return Rank: 67
6PSE.DE Sharpe Ratio Rank: 66
6PSE.DE Sortino Ratio Rank: 64
6PSE.DE Omega Ratio Rank: 68
6PSE.DE Calmar Ratio Rank: 70
6PSE.DE Martin Ratio Rank: 66

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.

UBUR.DE vs. 6PSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) and Invesco MSCI USA UCITS ETF Dist (6PSE.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.

	UBUR.DE	6PSE.DE	Difference
Sharpe ratio: Return per unit of total volatility	-0.20	2.15	-2.36
Sortino ratio: Return per unit of downside risk	-0.21	2.94	-3.15
Omega ratio: Gain probability vs. loss probability	0.98	1.40	-0.42
Calmar ratio: Return relative to maximum drawdown	-0.28	3.44	-3.72
Martin ratio: Return relative to average drawdown	-0.64	11.99	-12.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UBUR.DE vs. 6PSE.DE - Sharpe Ratio Comparison

The current UBUR.DE Sharpe Ratio is -0.20, which is lower than the 6PSE.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of UBUR.DE and 6PSE.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.

Sharpe Ratios by Period

	UBUR.DE	6PSE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.20	2.15	-2.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.93	-0.12

Drawdowns

UBUR.DE vs. 6PSE.DE - Drawdown Comparison

The maximum UBUR.DE drawdown since its inception was -35.34%, which is greater than 6PSE.DE's maximum drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for UBUR.DE and 6PSE.DE.

Drawdown Indicators

	UBUR.DE	6PSE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-35.34%	-23.70%	-11.64%
Max Drawdown (1Y) Largest decline over 1 year	-7.81%	-7.31%	-0.50%
Max Drawdown (3Y) Largest decline over 3 years	-14.40%	-23.70%	+9.30%
Max Drawdown (5Y) Largest decline over 5 years	-14.40%	—	—
Current Drawdown Current decline from peak	-11.30%	-0.41%	-10.89%
Average Drawdown Average peak-to-trough decline	-7.34%	-4.83%	-2.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.86%	2.10%	+7.76%

Volatility

UBUR.DE vs. 6PSE.DE - Volatility Comparison

UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a higher volatility of 3.22% compared to Invesco MSCI USA UCITS ETF Dist (6PSE.DE) at 2.73%. This indicates that UBUR.DE's price experiences larger fluctuations and is considered to be riskier than 6PSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UBUR.DE	6PSE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.22%	2.73%	+0.49%
Volatility (6M) Calculated over the trailing 6-month period	7.37%	7.68%	-0.31%
Volatility (1Y) Calculated over the trailing 1-year period	10.99%	11.65%	-0.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.76%	15.41%	+0.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.45%	15.41%	+4.04%

UBUR.DE vs. 6PSE.DE - Expense Ratio Comparison

UBUR.DE has a 0.18% expense ratio, which is higher than 6PSE.DE's 0.05% 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

UBUR.DE vs. 6PSE.DE - Dividend Comparison

UBUR.DE's dividend yield for the trailing twelve months is around 1.60%, more than 6PSE.DE's 1.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
6PSE.DE Invesco MSCI USA UCITS ETF Dist	1.05%	1.16%	1.26%	1.51%	1.69%	0.00%	0.00%	0.00%	0.00%	0.00%
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis	1.60%	1.87%	1.44%	1.39%	1.28%	0.93%	1.62%	1.40%	1.37%	0.68%

Frequently Asked Questions

Can I hold both UBUR.DE and 6PSE.DE in my portfolio?

UBUR.DE and 6PSE.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UBUR.DE or 6PSE.DE?

On fees, 6PSE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UBUR.DE or 6PSE.DE?

6PSE.DE is cheaper with a 0.05% expense ratio, compared with 0.18% for UBUR.DE.

What is the main difference between UBUR.DE and 6PSE.DE?

UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted, while 6PSE.DE tracks MSCI USA. They also come from different issuers: UBS and Invesco. Their fees differ too: 0.18% for UBUR.DE and 0.05% for 6PSE.DE.