UBUS.DE vs. IBCK.DE
UBUS.DE (UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis) and IBCK.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)) are both exchange-traded funds - UBUS.DE is a Large Cap Value Equities fund tracking the MSCI USA Prime Value, while IBCK.DE is a S&P 500 fund tracking the S&P 500 Minimum Volatility. Both are passively managed. Over the past 10 years, UBUS.DE returned 11.26%/yr vs 10.32%/yr for IBCK.DE. Their correlation of 0.83 suggests significant overlap in exposure. UBUS.DE charges 0.25%/yr vs 0.20%/yr for IBCK.DE.
Performance
UBUS.DE vs. IBCK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UBUS.DE achieves a 7.74% return, which is significantly higher than IBCK.DE's 5.14% return. Over the past 10 years, UBUS.DE has outperformed IBCK.DE with an annualized return of 11.26%, while IBCK.DE has yielded a comparatively lower 10.32% annualized return.
UBUS.DE
- 1D
- 0.62%
- 1M
- 2.97%
- YTD
- 7.74%
- 6M
- 7.79%
- 1Y
- 17.74%
- 3Y*
- 10.15%
- 5Y*
- 8.96%
- 10Y*
- 11.26%
IBCK.DE
- 1D
- 0.27%
- 1M
- 4.61%
- YTD
- 5.14%
- 6M
- 5.32%
- 1Y
- 9.77%
- 3Y*
- 10.94%
- 5Y*
- 9.91%
- 10Y*
- 10.32%
UBUS.DE vs. IBCK.DE - 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% | 5.60% |
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 5.14% | -0.69% | 25.61% | 6.20% | -6.04% | 35.73% | -2.18% | 34.85% | -1.47% | 2.29% |
Correlation
The correlation between UBUS.DE and IBCK.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2015 | 0.83 |
The correlation between UBUS.DE and IBCK.DE shifts across timeframes, from 0.71 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UBUS.DE vs. IBCK.DE — Risk / Return Rank
UBUS.DE
IBCK.DE
UBUS.DE vs. IBCK.DE - 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 iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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.
| UBUS.DE | IBCK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.19 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 1.83 | +0.93 |
| Martin ratioReturn relative to average drawdown | 8.74 | 5.31 | +3.43 |
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 | IBCK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.07 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.79 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.73 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.88 | -0.21 |
Drawdowns
UBUS.DE vs. IBCK.DE - Drawdown Comparison
The maximum UBUS.DE drawdown since its inception was -34.63%, roughly equal to the maximum IBCK.DE drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for UBUS.DE and IBCK.DE.
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Drawdown Indicators
| UBUS.DE | IBCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.63% | -33.11% | -1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -6.23% | -5.08% | -1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -21.86% | -17.55% | -4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -21.86% | -17.55% | -4.31% |
Max Drawdown (10Y)Largest decline over 10 years | -34.63% | -33.11% | -1.52% |
Current DrawdownCurrent decline from peak | 0.00% | -0.47% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -4.50% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.75% | +0.22% |
Volatility
UBUS.DE vs. IBCK.DE - 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 iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) at 2.26%. This indicates that UBUS.DE's price experiences larger fluctuations and is considered to be riskier than IBCK.DE 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 | IBCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 2.26% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 5.71% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 8.73% | +3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 12.37% | +2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 14.02% | +2.35% |
UBUS.DE vs. IBCK.DE - Expense Ratio Comparison
UBUS.DE has a 0.25% expense ratio, which is higher than IBCK.DE's 0.20% 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
UBUS.DE vs. IBCK.DE - Dividend Comparison
UBUS.DE's dividend yield for the trailing twelve months is around 0.98%, while IBCK.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS 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 IBCK.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBCK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBCK.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for UBUS.DE.
UBUS.DE is categorized as Large Cap Value Equities, while IBCK.DE is S&P 500. UBUS.DE tracks MSCI USA Prime Value, while IBCK.DE tracks S&P 500 Minimum Volatility. They also come from different issuers: UBS and iShares. Their fees differ too: 0.25% for UBUS.DE and 0.20% for IBCK.DE.
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