UBUS.DE vs. ZPRX.DE
UBUS.DE (UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis) and ZPRX.DE (SPDR MSCI Europe Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - UBUS.DE is a Large Cap Value Equities fund tracking the MSCI USA Prime Value, while ZPRX.DE is a Europe Equities fund tracking the MSCI Europe Small Cap Value Weighted. Both are passively managed. Over the past 10 years, UBUS.DE returned 11.26%/yr vs 8.15%/yr for ZPRX.DE. A 0.62 correlation means they provide meaningful diversification when combined. UBUS.DE charges 0.25%/yr vs 0.30%/yr for ZPRX.DE.
Performance
UBUS.DE vs. ZPRX.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with UBUS.DE having a 7.74% return and ZPRX.DE slightly higher at 7.81%. Over the past 10 years, UBUS.DE has outperformed ZPRX.DE with an annualized return of 11.26%, while ZPRX.DE has yielded a comparatively lower 8.15% annualized 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%
ZPRX.DE
- 1D
- 0.33%
- 1M
- 3.14%
- YTD
- 7.81%
- 6M
- 11.48%
- 1Y
- 17.16%
- 3Y*
- 15.09%
- 5Y*
- 7.77%
- 10Y*
- 8.15%
UBUS.DE vs. ZPRX.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% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 7.81% | 26.81% | 4.28% | 15.28% | -13.52% | 27.58% | -3.52% | 29.02% | -19.20% | 12.89% |
Correlation
The correlation between UBUS.DE and ZPRX.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 | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2015 | 0.62 |
The correlation between UBUS.DE and ZPRX.DE shifts across timeframes, from 0.51 (3 years) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UBUS.DE vs. ZPRX.DE — Risk / Return Rank
UBUS.DE
ZPRX.DE
UBUS.DE vs. ZPRX.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 SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 1.47 | +1.29 |
| Martin ratioReturn relative to average drawdown | 8.74 | 5.42 | +3.32 |
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 | ZPRX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.23 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.46 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.45 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.39 | +0.28 |
Drawdowns
UBUS.DE vs. ZPRX.DE - Drawdown Comparison
The maximum UBUS.DE drawdown since its inception was -34.63%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for UBUS.DE and ZPRX.DE.
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Drawdown Indicators
| UBUS.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.63% | -43.93% | +9.30% |
Max Drawdown (1Y)Largest decline over 1 year | -6.23% | -11.63% | +5.40% |
Max Drawdown (3Y)Largest decline over 3 years | -21.86% | -15.95% | -5.91% |
Max Drawdown (5Y)Largest decline over 5 years | -21.86% | -27.52% | +5.66% |
Max Drawdown (10Y)Largest decline over 10 years | -34.63% | -43.93% | +9.30% |
Current DrawdownCurrent decline from peak | 0.00% | -1.51% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -7.71% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 3.16% | -1.19% |
Volatility
UBUS.DE vs. ZPRX.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 SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) has a volatility of 4.17%. This indicates that UBUS.DE experiences smaller price fluctuations and is considered to be less risky than ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 4.17% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 11.30% | -3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 13.94% | -2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 16.69% | -1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 18.14% | -1.77% |
UBUS.DE vs. ZPRX.DE - Expense Ratio Comparison
UBUS.DE has a 0.25% expense ratio, which is lower than ZPRX.DE's 0.30% expense ratio.
Dividends
UBUS.DE vs. ZPRX.DE - Dividend Comparison
UBUS.DE's dividend yield for the trailing twelve months is around 0.98%, while ZPRX.DE has not paid dividends to shareholders.
| 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% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
UBUS.DE and ZPRX.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 0.30% for ZPRX.DE.
UBUS.DE is categorized as Large Cap Value Equities, while ZPRX.DE is Europe Equities. UBUS.DE tracks MSCI USA Prime Value, while ZPRX.DE tracks MSCI Europe Small Cap Value Weighted. They also come from different issuers: UBS and State Street. Their fees differ too: 0.25% for UBUS.DE and 0.30% for ZPRX.DE.
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