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UBUS.DE vs. QDVX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBUS.DE vs. QDVX.DE - 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 iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE). The values are adjusted to include any dividend payments, if applicable.

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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 QDVX.DE's 4.78% 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%

QDVX.DE

1D
0.51%
1M
-0.32%
YTD
4.78%
6M
6.26%
1Y
7.42%
3Y*
10.77%
5Y*
10.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBUS.DE vs. QDVX.DE - 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%8.98%
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
4.78%11.35%10.70%15.30%0.75%19.00%-10.08%26.55%-6.30%2.31%

Correlation

The correlation between UBUS.DE and QDVX.DE is 0.58, 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

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2017

0.64

The correlation between UBUS.DE and QDVX.DE shifts across timeframes, from 0.53 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UBUS.DE vs. QDVX.DE — 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

QDVX.DE
QDVX.DE Risk / Return Rank: 2121
Overall Rank
QDVX.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
QDVX.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
QDVX.DE Omega Ratio Rank: 2121
Omega Ratio Rank
QDVX.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
QDVX.DE Martin Ratio Rank: 2323
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. QDVX.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 MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.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.DEQDVX.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.25

1.13

+0.12

Calmar ratioReturn relative to maximum drawdown

2.76

0.94

+1.82

Martin ratioReturn relative to average drawdown

8.74

2.94

+5.80

UBUS.DE vs. QDVX.DE - Sharpe Ratio Comparison

The current UBUS.DE Sharpe Ratio is 1.46, which is higher than the QDVX.DE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of UBUS.DE and QDVX.DE, 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.DEQDVX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

0.69

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.79

-0.18

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

0.51

+0.16

Drawdowns

UBUS.DE vs. QDVX.DE - Drawdown Comparison

The maximum UBUS.DE drawdown since its inception was -34.63%, smaller than the maximum QDVX.DE drawdown of -38.46%. Use the drawdown chart below to compare losses from any high point for UBUS.DE and QDVX.DE.


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Drawdown Indicators


UBUS.DEQDVX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.63%

-38.46%

+3.83%

Max Drawdown (1Y)

Largest decline over 1 year

-6.23%

-8.24%

+2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-21.86%

-14.02%

-7.84%

Max Drawdown (5Y)

Largest decline over 5 years

-21.86%

-14.59%

-7.27%

Max Drawdown (10Y)

Largest decline over 10 years

-34.63%

Current Drawdown

Current decline from peak

0.00%

-2.25%

+2.25%

Average Drawdown

Average peak-to-trough decline

-5.15%

-4.70%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.63%

-0.66%

Volatility

UBUS.DE vs. QDVX.DE - Volatility Comparison

The current volatility for UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) is 2.90%, while iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) has a volatility of 3.58%. This indicates that UBUS.DE experiences smaller price fluctuations and is considered to be less risky than QDVX.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.DEQDVX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

3.58%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

7.97%

8.60%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

11.09%

+0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.73%

12.78%

+1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

15.35%

+1.02%

UBUS.DE vs. QDVX.DE - Expense Ratio Comparison

UBUS.DE has a 0.25% expense ratio, which is lower than QDVX.DE's 0.28% expense ratio.


Dividends

UBUS.DE vs. QDVX.DE - Dividend Comparison

UBUS.DE's dividend yield for the trailing twelve months is around 0.98%, less than QDVX.DE's 3.21% yield.


PositionTTM2025202420232022202120202019201820172016
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
3.21%3.02%3.11%3.58%4.25%4.50%3.25%4.45%5.19%1.56%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 QDVX.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBUS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBUS.DE is cheaper with a 0.25% expense ratio, compared with 0.28% for QDVX.DE.

UBUS.DE is categorized as Large Cap Value Equities, while QDVX.DE is Europe Equities. UBUS.DE tracks MSCI USA Prime Value, while QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select. They also come from different issuers: UBS and iShares. Their fees differ too: 0.25% for UBUS.DE and 0.28% for QDVX.DE.

Portfolio Optimizer

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