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UBUR.DE vs. UIQ4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UBUR.DE vs. UIQ4.DE

Last updated Jun 5, 2026

UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and UIQ4.DE (UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc) are both exchange-traded funds - UBUR.DE is a Large Cap Blend Equities fund tracking the MSCI USA Select Dynamic 50% Risk Weighted, while UIQ4.DE is a Derivative Income fund tracking the Euro Equity Defensive Put Write Index. Both are passively managed. At a 0.05 correlation, their price movements are largely independent. UBUR.DE charges 0.18%/yr vs 0.21%/yr for UIQ4.DE.

Performance

UBUR.DE vs. UIQ4.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 UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.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, UBUR.DE achieves a 0.53% return, which is significantly lower than UIQ4.DE's 3.01% 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*
—

UIQ4.DE

1D
0.18%
1M
1.44%
YTD
3.01%
6M
3.55%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBUR.DE vs. UIQ4.DE - Yearly Performance Comparison

2026 (YTD)2025
UBUR.DE
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis		0.53%-2.40%
UIQ4.DE
UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc		3.01%6.38%

Correlation

The correlation between UBUR.DE and UIQ4.DE is 0.05, 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 (All Time)
Calculated using the full available price history since Jun 11, 2025

0.05

Compare stocks, funds, or ETFs

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

UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc

Often compared with UBUR.DE:
UBUR.DE vs. USCP.DEUBUR.DE vs. MIVU.DEUBUR.DE vs. IBCY.DEUBUR.DE vs. USMVUBUR.DE vs. DELG.DEUBUR.DE vs. 4UBI.DEUBUR.DE vs. FLXU.DE
Often compared with UIQ4.DE:
UIQ4.DE vs. CHSJ.DEUIQ4.DE vs. 4UBI.DEUIQ4.DE vs. VWCE.DEUIQ4.DE vs. UBUS.DEUIQ4.DE vs. EXHE.DEUIQ4.DE vs. 4UBH.DEUIQ4.DE vs. EMIE.DE

Return for Risk

UBUR.DE vs. UIQ4.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: 77
Overall Rank
UBUR.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UBUR.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
UBUR.DE Omega Ratio Rank: 77
Omega Ratio Rank
UBUR.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
UBUR.DE Martin Ratio Rank: 66
Martin Ratio Rank
UIQ4.DE
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. UIQ4.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 UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.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.DEUIQ4.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.20

—

—

Sortino ratioReturn per unit of downside risk
-0.21

—

—

Omega ratioGain probability vs. loss probability

0.98

—

—

Calmar ratioReturn relative to maximum drawdown

-0.28

—

—

Martin ratioReturn relative to average drawdown

-0.64

—

—

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. UIQ4.DE - Sharpe Ratio Comparison

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Sharpe Ratios by Period

UBUR.DEUIQ4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

—

—

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

1.27

-0.46

Drawdowns

UBUR.DE vs. UIQ4.DE - Drawdown Comparison

The maximum UBUR.DE drawdown since its inception was -35.34%, which is greater than UIQ4.DE's maximum drawdown of -3.90%. Use the drawdown chart below to compare losses from any high point for UBUR.DE and UIQ4.DE.

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Drawdown Indicators

UBUR.DEUIQ4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.34%

-3.90%

-31.44%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-14.40%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-14.40%

—

—

Current Drawdown

Current decline from peak

-11.30%

-0.25%

-11.05%

Average Drawdown

Average peak-to-trough decline

-7.34%

-0.87%

-6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.86%

—

—

Volatility

UBUR.DE vs. UIQ4.DE - Volatility Comparison

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Volatility by Period

UBUR.DEUIQ4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

7.37%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

10.99%

7.67%

+3.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.76%

7.67%

+8.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.45%

7.67%

+11.78%

UBUR.DE vs. UIQ4.DE - Expense Ratio Comparison

UBUR.DE has a 0.18% expense ratio, which is lower than UIQ4.DE's 0.21% 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. UIQ4.DE - Dividend Comparison

UBUR.DE's dividend yield for the trailing twelve months is around 1.60%, while UIQ4.DE has not paid dividends to shareholders.

PositionTTM202520242023202220212020201920182017
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%
UIQ4.DE
UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

UBUR.DE and UIQ4.DE have a correlation of 0.05, 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 0.21% for UIQ4.DE.

UBUR.DE is categorized as Large Cap Blend Equities, while UIQ4.DE is Derivative Income. UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted, while UIQ4.DE tracks Euro Equity Defensive Put Write Index. Their fees differ too: 0.18% for UBUR.DE and 0.21% for UIQ4.DE.

Portfolio Optimizer

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