UBUS.DE vs. SGAS.DE
UBUS.DE (UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis) and SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) are both exchange-traded funds - UBUS.DE is a Large Cap Value Equities fund tracking the MSCI USA Prime Value, while SGAS.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Screened. Both are passively managed. Over the past 5 years, UBUS.DE returned 8.96%/yr vs 15.10%/yr for SGAS.DE. Their correlation of 0.80 suggests significant overlap in exposure. UBUS.DE charges 0.25%/yr vs 0.07%/yr for SGAS.DE.
Performance
UBUS.DE vs. SGAS.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 lower than SGAS.DE's 11.26% 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%
SGAS.DE
- 1D
- -0.42%
- 1M
- 4.83%
- YTD
- 11.26%
- 6M
- 10.63%
- 1Y
- 26.08%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
UBUS.DE vs. SGAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -8.06% |
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -17.05% | 39.63% | 10.62% | 35.37% | -7.63% |
Correlation
The correlation between UBUS.DE and SGAS.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.80 |
Over the past year, the correlation between UBUS.DE and SGAS.DE has dropped to 0.59 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
UBUS.DE vs. SGAS.DE — Risk / Return Rank
UBUS.DE
SGAS.DE
UBUS.DE vs. SGAS.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 USA ESG Screened UCITS ETF USD (Acc) (SGAS.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 | SGAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.38 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 3.08 | -0.32 |
| Martin ratioReturn relative to average drawdown | 8.74 | 10.78 | -2.04 |
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 | SGAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 2.11 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.93 | -0.33 |
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 | 0.92 | -0.25 |
Drawdowns
UBUS.DE vs. SGAS.DE - Drawdown Comparison
The maximum UBUS.DE drawdown since its inception was -34.63%, roughly equal to the maximum SGAS.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for UBUS.DE and SGAS.DE.
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Drawdown Indicators
| UBUS.DE | SGAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.63% | -33.55% | -1.08% |
Max Drawdown (1Y)Largest decline over 1 year | -6.23% | -8.51% | +2.28% |
Max Drawdown (3Y)Largest decline over 3 years | -21.86% | -24.66% | +2.80% |
Max Drawdown (5Y)Largest decline over 5 years | -21.86% | -24.66% | +2.80% |
Max Drawdown (10Y)Largest decline over 10 years | -34.63% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.42% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -4.83% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.44% | -0.47% |
Volatility
UBUS.DE vs. SGAS.DE - Volatility Comparison
UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) and iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) have volatilities of 2.90% and 3.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UBUS.DE | SGAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 3.03% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 8.33% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 12.53% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 16.02% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 17.61% | -1.24% |
UBUS.DE vs. SGAS.DE - Expense Ratio Comparison
UBUS.DE has a 0.25% expense ratio, which is higher than SGAS.DE's 0.07% 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. SGAS.DE - Dividend Comparison
UBUS.DE's dividend yield for the trailing twelve months is around 0.98%, while SGAS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (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 SGAS.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for UBUS.DE.
UBUS.DE is categorized as Large Cap Value Equities, while SGAS.DE is Large Cap Blend Equities. UBUS.DE tracks MSCI USA Prime Value, while SGAS.DE tracks MSCI USA ESG Screened. They also come from different issuers: UBS and iShares. Their fees differ too: 0.25% for UBUS.DE and 0.07% for SGAS.DE.
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