UBUR.DE vs. USMV
UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and USMV (iShares MSCI USA Min Vol Factor ETF) are both Large Cap Blend Equities funds - UBUR.DE tracks the MSCI USA Select Dynamic 50% Risk Weighted while USMV tracks the MSCI USA Minimum Volatility Index. Both are passively managed. Over the past 5 years, UBUR.DE returned 6.64%/yr vs 8.54%/yr for USMV. At a 0.36 correlation, their price movements are largely independent. UBUR.DE charges 0.18%/yr vs 0.15%/yr for USMV.
Performance
UBUR.DE vs. USMV - Performance Comparison
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Different Trading Currencies
UBUR.DE is traded in EUR, while USMV is traded in USD. To make them comparable, the USMV values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, UBUR.DE achieves a 0.53% return, which is significantly lower than USMV's 4.25% return.
UBUR.DE
- 1D
- -0.14%
- 1M
- -0.81%
- YTD
- 0.53%
- 6M
- 0.76%
- 1Y
- -1.69%
- 3Y*
- 5.82%
- 5Y*
- 6.64%
- 10Y*
- —
USMV
- 1D
- 0.28%
- 1M
- 3.01%
- YTD
- 4.25%
- 6M
- 3.40%
- 1Y
- 3.49%
- 3Y*
- 9.04%
- 5Y*
- 8.54%
- 10Y*
- 9.74%
UBUR.DE vs. USMV - 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 | 0.53% | -5.64% | 20.63% | 2.15% | -0.28% | 33.09% | -5.58% | 30.74% | 1.50% | 3.98% |
USMV iShares MSCI USA Min Vol Factor ETF | 4.25% | -5.13% | 23.38% | 7.02% | -3.82% | 29.89% | -3.07% | 30.57% | 6.09% | 2.63% |
Correlation
The correlation between UBUR.DE and USMV is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 24, 2017 | 0.36 |
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Return for Risk
UBUR.DE vs. USMV — Risk / Return Rank
UBUR.DE
USMV
UBUR.DE vs. USMV - 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 MSCI USA Min Vol Factor ETF (USMV). 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 | USMV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.07 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 0.68 | -0.97 |
| Martin ratioReturn relative to average drawdown | -0.64 | 1.55 | -2.19 |
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 | USMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | 0.37 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.66 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.88 | -0.07 |
Drawdowns
UBUR.DE vs. USMV - Drawdown Comparison
The maximum UBUR.DE drawdown since its inception was -35.34%, which is greater than USMV's maximum drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for UBUR.DE and USMV.
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Drawdown Indicators
| UBUR.DE | USMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -32.65% | -2.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -5.12% | -2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -14.40% | -15.66% | +1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -14.40% | -15.66% | +1.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.65% | — |
Current DrawdownCurrent decline from peak | -11.30% | -6.93% | -4.37% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -4.55% | -2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.86% | 2.25% | +7.61% |
Volatility
UBUR.DE vs. USMV - 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 MSCI USA Min Vol Factor ETF (USMV) at 2.78%. This indicates that UBUR.DE's price experiences larger fluctuations and is considered to be riskier than USMV 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 | USMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 2.78% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 7.37% | 6.80% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.99% | 9.57% | +1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 12.92% | +2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.45% | 15.38% | +4.07% |
UBUR.DE vs. USMV - Expense Ratio Comparison
UBUR.DE has a 0.18% expense ratio, which is higher than USMV's 0.15% 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. USMV - Dividend Comparison
UBUR.DE's dividend yield for the trailing twelve months is around 1.60%, more than USMV's 1.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
USMV iShares MSCI USA Min Vol Factor ETF | 1.52% | 1.49% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% |
Frequently Asked Questions
UBUR.DE and USMV have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, USMV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
USMV is cheaper with a 0.15% expense ratio, compared with 0.18% for UBUR.DE.
UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted, while USMV tracks MSCI USA Minimum Volatility Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.18% for UBUR.DE and 0.15% for USMV.
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