UBUR.DE vs. SC0H.DE

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) and Invesco MSCI USA UCITS ETF (SC0H.DE).

UBUR.DE and SC0H.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UBUR.DE is a passively managed fund by UBS that tracks the performance of the MSCI USA Select Dynamic 50% Risk Weighted. It was launched on Aug 26, 2015. SC0H.DE is a passively managed fund by Invesco that tracks the performance of the MSCI USA. It was launched on Mar 31, 2009. Both UBUR.DE and SC0H.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

UBUR.DE vs. SC0H.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 (SC0H.DE). The values are adjusted to include any dividend payments, if applicable.

UBUR.DE vs. SC0H.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis	2.65%	-5.64%	20.63%	2.15%	-0.28%	33.09%	-5.58%	30.74%	1.50%	3.98%
SC0H.DE Invesco MSCI USA UCITS ETF	-3.01%	4.77%	32.56%	23.60%	-15.55%	38.99%	9.76%	35.08%	-1.12%	6.15%

Returns By Period

In the year-to-date period, UBUR.DE achieves a 2.65% return, which is significantly higher than SC0H.DE's -3.01% return.

UBUR.DE

• 1D: 0.07%
• 1M: -4.90%
• YTD: 2.65%
• 6M: 1.81%
• 1Y: -6.32%
• 3Y*: 7.49%
• 5Y*: 7.56%
• 10Y*: —

SC0H.DE

• 1D: 0.17%
• 1M: -2.51%
• YTD: -3.01%
• 6M: -0.47%
• 1Y: 10.41%
• 3Y*: 16.27%
• 5Y*: 11.85%
• 10Y*: 13.79%

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

UBUR.DE vs. SC0H.DE - Expense Ratio Comparison

UBUR.DE has a 0.18% expense ratio, which is higher than SC0H.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%.

UBUR.DE

UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis

SC0H.DE

Invesco MSCI USA UCITS ETF

Return for Risk

UBUR.DE vs. SC0H.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: 5
UBUR.DE Sharpe Ratio Rank: 3
UBUR.DE Sortino Ratio Rank: 3
UBUR.DE Omega Ratio Rank: 3
UBUR.DE Calmar Ratio Rank: 8
UBUR.DE Martin Ratio Rank: 9

SC0H.DE

SC0H.DE Risk / Return Rank: 45
SC0H.DE Sharpe Ratio Rank: 30
SC0H.DE Sortino Ratio Rank: 28
SC0H.DE Omega Ratio Rank: 30
SC0H.DE Calmar Ratio Rank: 73
SC0H.DE Martin Ratio Rank: 65

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. SC0H.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 (SC0H.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	SC0H.DE	Difference
Sharpe ratio Return per unit of total volatility	-0.59	0.60	-1.19
Sortino ratio Return per unit of downside risk	-0.73	0.91	-1.65
Omega ratio Gain probability vs. loss probability	0.91	1.14	-0.22
Calmar ratio Return relative to maximum drawdown	-0.19	2.31	-2.50
Martin ratio Return relative to average drawdown	-0.30	7.72	-8.02
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. SC0H.DE - Sharpe Ratio Comparison

The current UBUR.DE Sharpe Ratio is -0.59, which is lower than the SC0H.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of UBUR.DE and SC0H.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UBUR.DE	SC0H.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.59	0.60	-1.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	0.76	+0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.92	-0.07

Correlation

The correlation between UBUR.DE and SC0H.DE is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

UBUR.DE vs. SC0H.DE - Dividend Comparison

UBUR.DE's dividend yield for the trailing twelve months is around 1.57%, while SC0H.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis	1.57%	1.87%	1.44%	1.39%	1.28%	0.93%	1.62%	1.40%	1.37%	1.48%	0.00%
SC0H.DE Invesco MSCI USA UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

UBUR.DE vs. SC0H.DE - Drawdown Comparison

The maximum UBUR.DE drawdown since its inception was -35.34%, roughly equal to the maximum SC0H.DE drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for UBUR.DE and SC0H.DE.

Drawdown Indicators

	UBUR.DE	SC0H.DE	Difference
Max Drawdown Largest peak-to-trough decline	-35.34%	-34.20%	-1.14%
Max Drawdown (1Y) Largest decline over 1 year	-11.22%	-8.45%	-2.77%
Max Drawdown (5Y) Largest decline over 5 years	-14.40%	-23.66%	+9.26%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.20%	—
Current Drawdown Current decline from peak	-9.42%	-5.21%	-4.21%
Average Drawdown Average peak-to-trough decline	-7.23%	-4.16%	-3.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.97%	2.19%	+6.78%

Volatility

UBUR.DE vs. SC0H.DE - Volatility Comparison

The current volatility for UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) is 3.06%, while Invesco MSCI USA UCITS ETF (SC0H.DE) has a volatility of 3.63%. This indicates that UBUR.DE experiences smaller price fluctuations and is considered to be less risky than SC0H.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UBUR.DE	SC0H.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.06%	3.63%	-0.57%
Volatility (6M) Calculated over the trailing 6-month period	7.79%	8.68%	-0.89%
Volatility (1Y) Calculated over the trailing 1-year period	15.02%	17.23%	-2.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.78%	15.44%	+0.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.70%	16.27%	+3.43%