UBUS.DE vs. FUQA.L
UBUS.DE (UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis) and FUQA.L (Fidelity US Quality Income ETF Acc) are both exchange-traded funds - UBUS.DE is a Large Cap Value Equities fund tracking the MSCI USA Prime Value, while FUQA.L is a Large Cap Blend Equities fund tracking the Fidelity US Quality Income Index. Both are passively managed. Over the past 5 years, UBUS.DE returned 8.96%/yr vs 12.77%/yr for FUQA.L. A 0.70 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
UBUS.DE vs. FUQA.L - Performance Comparison
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Different Trading Currencies
UBUS.DE is traded in EUR, while FUQA.L is traded in GBp. To make them comparable, the FUQA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, UBUS.DE achieves a 7.74% return, which is significantly lower than FUQA.L's 9.85% return.
UBUS.DE
- 1D
- 0.62%
- 1M
- 3.91%
- YTD
- 7.74%
- 6M
- 8.30%
- 1Y
- 17.28%
- 3Y*
- 10.15%
- 5Y*
- 8.96%
- 10Y*
- 11.26%
FUQA.L
- 1D
- -0.07%
- 1M
- 3.17%
- YTD
- 9.85%
- 6M
- 8.78%
- 1Y
- 21.80%
- 3Y*
- 14.72%
- 5Y*
- 12.77%
- 10Y*
- —
UBUS.DE vs. FUQA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 7.74% | 0.31% | 13.88% | 12.22% | -2.99% | 41.06% | -3.23% | 29.19% | -2.28% | 4.07% |
FUQA.L Fidelity US Quality Income ETF Acc | 9.85% | 2.27% | 25.27% | 14.22% | -5.16% | 36.13% | 2.35% | 35.32% | -0.14% | 2.95% |
Correlation
The correlation between UBUS.DE and FUQA.L is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2017 | 0.70 |
The correlation between UBUS.DE and FUQA.L shifts across timeframes, from 0.53 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
UBUS.DE vs. FUQA.L — Risk / Return Rank
UBUS.DE
FUQA.L
UBUS.DE vs. FUQA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) and Fidelity US Quality Income ETF Acc (FUQA.L). 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.
| UBUS.DE | FUQA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 3.28 | -0.52 |
| Martin ratioReturn relative to average drawdown | 8.74 | 14.63 | -5.89 |
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
| UBUS.DE | FUQA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.94 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.91 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.87 | -0.20 |
Drawdowns
UBUS.DE vs. FUQA.L - Drawdown Comparison
The maximum UBUS.DE drawdown since its inception was -34.63%, roughly equal to the maximum FUQA.L drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for UBUS.DE and FUQA.L.
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Drawdown Indicators
| UBUS.DE | FUQA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.63% | -34.71% | +0.08% |
Max Drawdown (1Y)Largest decline over 1 year | -6.23% | -6.56% | +0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -21.86% | -20.73% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -21.86% | -20.73% | -1.13% |
Max Drawdown (10Y)Largest decline over 10 years | -34.63% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.07% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -4.36% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.47% | +0.50% |
Volatility
UBUS.DE vs. FUQA.L - Volatility Comparison
UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) has a higher volatility of 2.90% compared to Fidelity US Quality Income ETF Acc (FUQA.L) at 2.19%. This indicates that UBUS.DE's price experiences larger fluctuations and is considered to be riskier than FUQA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UBUS.DE | FUQA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 2.19% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 7.71% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 11.10% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 14.12% | +0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 17.07% | -0.70% |
UBUS.DE vs. FUQA.L - Expense Ratio Comparison
Both UBUS.DE and FUQA.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
UBUS.DE vs. FUQA.L - Dividend Comparison
UBUS.DE's dividend yield for the trailing twelve months is around 0.98%, while FUQA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FUQA.L Fidelity US Quality Income ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 0.98% | 1.14% | 0.61% | 1.38% | 1.52% | 1.30% | 1.66% | 1.17% | 1.58% | 1.42% | 1.28% |
Frequently Asked Questions
UBUS.DE and FUQA.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
UBUS.DE and FUQA.L have the same expense ratio: 0.25% per year.
UBUS.DE is categorized as Large Cap Value Equities, while FUQA.L is Large Cap Blend Equities. UBUS.DE tracks MSCI USA Prime Value, while FUQA.L tracks Fidelity US Quality Income Index. They also come from different issuers: UBS and Fidelity.
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