UBUS.DE vs. VTV
Compare and contrast key facts about UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) and Vanguard Value ETF (VTV).
UBUS.DE and VTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UBUS.DE is a passively managed fund by UBS that tracks the performance of the MSCI USA Prime Value. It was launched on Aug 26, 2015. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both UBUS.DE and VTV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UBUS.DE or VTV.
Key characteristics
| UBUS.DE | VTV | |
|---|---|---|
| YTD Return | 18.46% | 21.06% |
| 1Y Return | 27.01% | 32.50% |
| 3Y Return (Ann) | 9.67% | 9.73% |
| 5Y Return (Ann) | 12.31% | 11.82% |
| Sharpe Ratio | 2.27 | 3.16 |
| Sortino Ratio | 3.30 | 4.44 |
| Omega Ratio | 1.45 | 1.58 |
| Calmar Ratio | 4.03 | 5.45 |
| Martin Ratio | 12.66 | 20.53 |
| Ulcer Index | 2.02% | 1.58% |
| Daily Std Dev | 11.18% | 10.27% |
| Max Drawdown | -34.63% | -59.27% |
| Current Drawdown | -0.46% | -0.78% |
Correlation
The correlation between UBUS.DE and VTV is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
UBUS.DE vs. VTV - Performance Comparison
In the year-to-date period, UBUS.DE achieves a 18.46% return, which is significantly lower than VTV's 21.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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UBUS.DE vs. VTV - Expense Ratio Comparison
UBUS.DE has a 0.25% expense ratio, which is higher than VTV's 0.04% 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%.
Risk-Adjusted Performance
UBUS.DE vs. VTV - Risk-Adjusted Performance 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 Value ETF (VTV). 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.
Dividends
UBUS.DE vs. VTV - Dividend Comparison
UBUS.DE has not paid dividends to shareholders, while VTV's dividend yield for the trailing twelve months is around 2.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 0.00% | 0.68% | 1.52% | 1.30% | 1.66% | 1.17% | 1.58% | 1.42% | 1.28% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 2.23% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
UBUS.DE vs. VTV - Drawdown Comparison
The maximum UBUS.DE drawdown since its inception was -34.63%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for UBUS.DE and VTV. For additional features, visit the drawdowns tool.
Volatility
UBUS.DE vs. VTV - Volatility Comparison
The current volatility for UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) is 3.36%, while Vanguard Value ETF (VTV) has a volatility of 3.69%. This indicates that UBUS.DE experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.