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UBUS.DE vs. FUQA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBUS.DE vs. FUQA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) and Fidelity US Quality Income ETF Acc (FUQA.L). The values are adjusted to include any dividend payments, if applicable.

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

UBUS.DE vs. FUQA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UBUS.DE
UBUS.DE Risk / Return Rank: 4646
Overall Rank
UBUS.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
UBUS.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
UBUS.DE Omega Ratio Rank: 3939
Omega Ratio Rank
UBUS.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
UBUS.DE Martin Ratio Rank: 5252
Martin Ratio Rank

FUQA.L
FUQA.L Risk / Return Rank: 7676
Overall Rank
FUQA.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FUQA.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
FUQA.L Omega Ratio Rank: 7777
Omega Ratio Rank
FUQA.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
FUQA.L Martin Ratio Rank: 8282
Martin Ratio Rank
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.

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.DEFUQA.LDifference
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

UBUS.DE vs. FUQA.L - Sharpe Ratio Comparison

The current UBUS.DE Sharpe Ratio is 1.46, which is comparable to the FUQA.L Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of UBUS.DE and FUQA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UBUS.DEFUQA.LDifference

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.DEFUQA.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.07%

+0.07%

Average Drawdown

Average peak-to-trough decline

-5.15%

-4.36%

-0.79%

Ulcer Index

Depth 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.DEFUQA.LDifference

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.


PositionTTM2025202420232022202120202019201820172016
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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