UBUS.DE vs. VGWD.DE
UBUS.DE (UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis) and VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) are both exchange-traded funds - UBUS.DE is a Large Cap Value Equities fund tracking the MSCI USA Prime Value, while VGWD.DE is a Global Equities fund tracking the FTSE All-World High Dividend Yield index. Both are passively managed. Over the past 5 years, UBUS.DE returned 8.96%/yr vs 11.49%/yr for VGWD.DE. Their correlation of 0.85 suggests significant overlap in exposure. UBUS.DE charges 0.25%/yr vs 0.29%/yr for VGWD.DE.
Performance
UBUS.DE vs. VGWD.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UBUS.DE achieves a 7.74% return, which is significantly lower than VGWD.DE's 12.49% 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%
VGWD.DE
- 1D
- 0.19%
- 1M
- 3.35%
- YTD
- 12.49%
- 6M
- 14.15%
- 1Y
- 25.00%
- 3Y*
- 15.87%
- 5Y*
- 11.49%
- 10Y*
- —
UBUS.DE vs. VGWD.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% | 3.88% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 12.49% | 13.16% | 15.75% | 7.29% | 0.08% | 27.90% | -9.60% | 25.03% | -8.03% | 1.24% |
Correlation
The correlation between UBUS.DE and VGWD.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.85 |
The correlation between UBUS.DE and VGWD.DE has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UBUS.DE vs. VGWD.DE — Risk / Return Rank
UBUS.DE
VGWD.DE
UBUS.DE vs. VGWD.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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 | VGWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.50 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 4.28 | -1.52 |
| Martin ratioReturn relative to average drawdown | 8.74 | 16.37 | -7.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| UBUS.DE | VGWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 2.70 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.99 | -0.38 |
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 | 0.64 | +0.03 |
Drawdowns
UBUS.DE vs. VGWD.DE - Drawdown Comparison
The maximum UBUS.DE drawdown since its inception was -34.63%, roughly equal to the maximum VGWD.DE drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for UBUS.DE and VGWD.DE.
Loading charts...
Drawdown Indicators
| UBUS.DE | VGWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.63% | -34.57% | -0.06% |
Max Drawdown (1Y)Largest decline over 1 year | -6.23% | -5.82% | -0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -21.86% | -16.86% | -5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -21.86% | -16.86% | -5.00% |
Max Drawdown (10Y)Largest decline over 10 years | -34.63% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.32% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -4.05% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.52% | +0.45% |
Volatility
UBUS.DE vs. VGWD.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 2.33%. This indicates that UBUS.DE's price experiences larger fluctuations and is considered to be riskier than VGWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UBUS.DE | VGWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 2.33% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 6.95% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 9.21% | +2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 11.52% | +3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 14.23% | +2.14% |
UBUS.DE vs. VGWD.DE - Expense Ratio Comparison
UBUS.DE has a 0.25% expense ratio, which is lower than VGWD.DE's 0.29% expense ratio.
Dividends
UBUS.DE vs. VGWD.DE - Dividend Comparison
UBUS.DE's dividend yield for the trailing twelve months is around 0.98%, less than VGWD.DE's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.49% | 2.84% | 3.05% | 3.39% | 3.78% | 3.03% | 3.08% | 3.21% | 3.70% | 0.58% | 0.00% |
Frequently Asked Questions
UBUS.DE and VGWD.DE have a correlation of 0.80, 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 0.29% for VGWD.DE.
UBUS.DE is categorized as Large Cap Value Equities, while VGWD.DE is Global Equities. UBUS.DE tracks MSCI USA Prime Value, while VGWD.DE tracks FTSE All-World High Dividend Yield index. They also come from different issuers: UBS and Vanguard. Their fees differ too: 0.25% for UBUS.DE and 0.29% for VGWD.DE.
Find the right allocation for UBUS.DE and VGWD.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer