UBUR.DE vs. VNRT.DE
UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and VNRT.DE (Vanguard FTSE North America UCITS ETF Distributing) are both Large Cap Blend Equities funds - UBUR.DE tracks the MSCI USA Select Dynamic 50% Risk Weighted while VNRT.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, UBUR.DE returned 6.64%/yr vs 14.33%/yr for VNRT.DE. At a 0.40 correlation, their price movements are largely independent. UBUR.DE charges 0.18%/yr vs 0.10%/yr for VNRT.DE.
Performance
UBUR.DE vs. VNRT.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 VNRT.DE's 11.18% 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*
- —
VNRT.DE
- 1D
- -0.06%
- 1M
- 4.58%
- YTD
- 11.18%
- 6M
- 10.72%
- 1Y
- 25.15%
- 3Y*
- 19.05%
- 5Y*
- 14.33%
- 10Y*
- —
UBUR.DE vs. VNRT.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 | 0.53% | -5.64% | 20.63% | 2.15% | -0.28% | 33.09% | -5.58% | 30.74% | 1.50% | 6.19% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 11.18% | 5.38% | 31.91% | 22.71% | -15.21% | 38.59% | 8.35% | 34.70% | -1.98% | 2.78% |
Correlation
The correlation between UBUR.DE and VNRT.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 | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.40 |
The correlation between UBUR.DE and VNRT.DE shifts across timeframes, from -0.02 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UBUR.DE vs. VNRT.DE — Risk / Return Rank
UBUR.DE
VNRT.DE
UBUR.DE vs. VNRT.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 Vanguard FTSE North America UCITS ETF Distributing (VNRT.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 | VNRT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -3.19 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.41 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 3.55 | -3.84 |
| Martin ratioReturn relative to average drawdown | -0.64 | 12.68 | -13.32 |
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 | VNRT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | 2.20 | -2.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.93 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.87 | -0.07 |
Drawdowns
UBUR.DE vs. VNRT.DE - Drawdown Comparison
The maximum UBUR.DE drawdown since its inception was -35.34%, roughly equal to the maximum VNRT.DE drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for UBUR.DE and VNRT.DE.
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Drawdown Indicators
| UBUR.DE | VNRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -34.52% | -0.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -7.10% | -0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -14.40% | -23.32% | +8.92% |
Max Drawdown (5Y)Largest decline over 5 years | -14.40% | -23.32% | +8.92% |
Current DrawdownCurrent decline from peak | -11.30% | -0.35% | -10.95% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -4.44% | -2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.86% | 1.99% | +7.87% |
Volatility
UBUR.DE vs. VNRT.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 Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) at 2.64%. This indicates that UBUR.DE's price experiences larger fluctuations and is considered to be riskier than VNRT.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 | VNRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 2.64% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 7.37% | 7.50% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.99% | 11.47% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 15.27% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.45% | 16.82% | +2.63% |
UBUR.DE vs. VNRT.DE - Expense Ratio Comparison
UBUR.DE has a 0.18% expense ratio, which is higher than VNRT.DE's 0.10% 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. VNRT.DE - Dividend Comparison
UBUR.DE's dividend yield for the trailing twelve months is around 1.60%, more than VNRT.DE's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 0.88% | 0.98% | 0.99% | 1.25% | 1.46% | 1.00% | 1.42% | 1.43% | 1.78% | 0.41% |
Frequently Asked Questions
UBUR.DE and VNRT.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.
On fees, VNRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNRT.DE is cheaper with a 0.10% expense ratio, compared with 0.18% for UBUR.DE.
UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted, while VNRT.DE tracks Russell 1000 TR USD. They also come from different issuers: UBS and Vanguard. Their fees differ too: 0.18% for UBUR.DE and 0.10% for VNRT.DE.
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