UBUT.DE vs. 36B6.DE
UBUT.DE (UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis) and 36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) are both Large Cap Blend Equities funds - UBUT.DE tracks the MSCI USA Quality while 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, UBUT.DE returned 14.55%/yr vs 12.25%/yr for 36B6.DE. Their correlation of 0.90 suggests significant overlap in exposure. UBUT.DE charges 0.25%/yr vs 0.20%/yr for 36B6.DE.
Performance
UBUT.DE vs. 36B6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UBUT.DE achieves a 11.13% return, which is significantly lower than 36B6.DE's 14.86% return.
UBUT.DE
- 1D
- 0.48%
- 1M
- 6.45%
- YTD
- 11.13%
- 6M
- 11.84%
- 1Y
- 26.41%
- 3Y*
- 18.17%
- 5Y*
- 14.55%
- 10Y*
- 15.97%
36B6.DE
- 1D
- 0.12%
- 1M
- 6.46%
- YTD
- 14.86%
- 6M
- 15.23%
- 1Y
- 22.43%
- 3Y*
- 14.59%
- 5Y*
- 12.25%
- 10Y*
- —
UBUT.DE vs. 36B6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UBUT.DE UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 11.13% | 4.89% | 28.17% | 31.45% | -19.44% | 39.51% | 10.45% | 24.71% |
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 20.20% | -14.25% | 43.41% | 13.54% | 20.91% |
Correlation
The correlation between UBUT.DE and 36B6.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.90 |
The correlation between UBUT.DE and 36B6.DE has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.
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Return for Risk
UBUT.DE vs. 36B6.DE — Risk / Return Rank
UBUT.DE
36B6.DE
UBUT.DE vs. 36B6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) and iShares MSCI USA SRI UCITS ETF USD Dist (36B6.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.
| UBUT.DE | 36B6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.31 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 3.10 | -0.25 |
| Martin ratioReturn relative to average drawdown | 10.00 | 10.29 | -0.29 |
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
| UBUT.DE | 36B6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.76 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.78 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.86 | +0.04 |
Drawdowns
UBUT.DE vs. 36B6.DE - Drawdown Comparison
The maximum UBUT.DE drawdown since its inception was -30.47%, smaller than the maximum 36B6.DE drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for UBUT.DE and 36B6.DE.
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Drawdown Indicators
| UBUT.DE | 36B6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.47% | -34.21% | +3.74% |
Max Drawdown (1Y)Largest decline over 1 year | -9.23% | -7.21% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -24.78% | -23.75% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.78% | -23.75% | -1.03% |
Max Drawdown (10Y)Largest decline over 10 years | -30.47% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -4.98% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.17% | +0.46% |
Volatility
UBUT.DE vs. 36B6.DE - Volatility Comparison
The current volatility for UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) is 3.48%, while iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a volatility of 3.79%. This indicates that UBUT.DE experiences smaller price fluctuations and is considered to be less risky than 36B6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UBUT.DE | 36B6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.48% | 3.79% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 9.08% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.25% | 12.71% | +0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 15.45% | +1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 17.54% | -0.60% |
UBUT.DE vs. 36B6.DE - Expense Ratio Comparison
UBUT.DE has a 0.25% expense ratio, which is higher than 36B6.DE's 0.20% 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
UBUT.DE vs. 36B6.DE - Dividend Comparison
UBUT.DE's dividend yield for the trailing twelve months is around 0.35%, less than 36B6.DE's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 0.85% | 0.97% | 1.10% | 1.27% | 1.40% | 0.91% | 1.05% | 1.17% | 0.00% | 0.00% | 0.00% |
UBUT.DE UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 0.35% | 0.42% | 0.60% | 0.78% | 0.78% | 0.62% | 0.88% | 0.66% | 1.07% | 0.85% | 0.96% |
Frequently Asked Questions
UBUT.DE and 36B6.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36B6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36B6.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for UBUT.DE.
UBUT.DE tracks MSCI USA Quality, while 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: UBS and iShares. Their fees differ too: 0.25% for UBUT.DE and 0.20% for 36B6.DE.
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