UBUR.DE vs. MVEA.DE
UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds - UBUR.DE tracks the MSCI USA Select Dynamic 50% Risk Weighted while MVEA.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, UBUR.DE returned 6.64%/yr vs 6.87%/yr for MVEA.DE. A 0.63 correlation means they provide meaningful diversification when combined. UBUR.DE charges 0.18%/yr vs 0.20%/yr for MVEA.DE.
Performance
UBUR.DE vs. MVEA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UBUR.DE achieves a 0.53% return, which is significantly lower than MVEA.DE's 2.43% 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*
- —
MVEA.DE
- 1D
- -0.13%
- 1M
- 3.15%
- YTD
- 2.43%
- 6M
- 2.17%
- 1Y
- 1.20%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
UBUR.DE vs. MVEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 0.53% | -5.64% | 20.63% | 2.15% | -0.28% | 33.09% | 5.68% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | -6.83% | 34.90% | 5.86% |
Correlation
The correlation between UBUR.DE and MVEA.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.63 |
The correlation between UBUR.DE and MVEA.DE has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.
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Return for Risk
UBUR.DE vs. MVEA.DE — Risk / Return Rank
UBUR.DE
MVEA.DE
UBUR.DE vs. MVEA.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 iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.02 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 0.17 | -0.45 |
| Martin ratioReturn relative to average drawdown | -0.64 | 0.35 | -0.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UBUR.DE | MVEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | 0.09 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.55 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.66 | +0.15 |
Drawdowns
UBUR.DE vs. MVEA.DE - Drawdown Comparison
The maximum UBUR.DE drawdown since its inception was -35.34%, which is greater than MVEA.DE's maximum drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for UBUR.DE and MVEA.DE.
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Drawdown Indicators
| UBUR.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -17.47% | -17.87% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -4.92% | -2.89% |
Max Drawdown (3Y)Largest decline over 3 years | -14.40% | -17.47% | +3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -14.40% | -17.47% | +3.07% |
Current DrawdownCurrent decline from peak | -11.30% | -10.27% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -5.38% | -1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.86% | 2.39% | +7.47% |
Volatility
UBUR.DE vs. MVEA.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 iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) at 2.72%. This indicates that UBUR.DE's price experiences larger fluctuations and is considered to be riskier than MVEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UBUR.DE | MVEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 2.72% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.37% | 5.90% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.99% | 8.97% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 12.27% | +3.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.45% | 12.79% | +6.66% |
UBUR.DE vs. MVEA.DE - Expense Ratio Comparison
UBUR.DE has a 0.18% expense ratio, which is lower than MVEA.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
UBUR.DE vs. MVEA.DE - Dividend Comparison
UBUR.DE's dividend yield for the trailing twelve months is around 1.60%, while MVEA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
UBUR.DE and MVEA.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UBUR.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBUR.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for MVEA.DE.
UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted, while MVEA.DE tracks Russell 1000 TR USD. They also come from different issuers: UBS and iShares. Their fees differ too: 0.18% for UBUR.DE and 0.20% for MVEA.DE.
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