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UBUT.DE vs. IMV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBUT.DE vs. IMV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) and iShares Edge MSCI Europe Min Volatility UCITS (IMV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UBUT.DE is traded in EUR, while IMV.L is traded in GBp. To make them comparable, the IMV.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UBUT.DE achieves a 10.28% return, which is significantly higher than IMV.L's 5.88% return. Over the past 10 years, UBUT.DE has outperformed IMV.L with an annualized return of 15.92%, while IMV.L has yielded a comparatively lower 6.92% annualized return.


UBUT.DE

1D
-0.31%
1M
3.96%
YTD
10.28%
6M
10.86%
1Y
24.77%
3Y*
18.28%
5Y*
14.22%
10Y*
15.92%

IMV.L

1D
-0.05%
1M
1.95%
YTD
5.88%
6M
7.71%
1Y
5.46%
3Y*
10.71%
5Y*
7.22%
10Y*
6.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBUT.DE vs. IMV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBUT.DE
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis
10.28%4.94%28.23%31.58%-19.43%39.75%10.58%41.48%1.10%9.96%
IMV.L
iShares Edge MSCI Europe Min Volatility UCITS
5.88%11.52%11.78%10.86%-12.59%21.08%-4.01%23.77%-4.11%8.83%

Correlation

The correlation between UBUT.DE and IMV.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2015

0.54

Over the past year, the correlation between UBUT.DE and IMV.L has dropped to 0.31 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

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Return for Risk

UBUT.DE vs. IMV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UBUT.DE
UBUT.DE Risk / Return Rank: 6262
Overall Rank
UBUT.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
UBUT.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
UBUT.DE Omega Ratio Rank: 6363
Omega Ratio Rank
UBUT.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
UBUT.DE Martin Ratio Rank: 5959
Martin Ratio Rank

IMV.L
IMV.L Risk / Return Rank: 2626
Overall Rank
IMV.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IMV.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
IMV.L Omega Ratio Rank: 2828
Omega Ratio Rank
IMV.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
IMV.L Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UBUT.DE vs. IMV.L - 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 Edge MSCI Europe Min Volatility UCITS (IMV.L). 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.DEIMV.LDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.78

Omega ratioGain probability vs. loss probability

1.34

1.12

+0.22

Calmar ratioReturn relative to maximum drawdown

2.71

0.75

+1.96

Martin ratioReturn relative to average drawdown

9.51

2.08

+7.43

UBUT.DE vs. IMV.L - Sharpe Ratio Comparison

The current UBUT.DE Sharpe Ratio is 1.88, which is higher than the IMV.L Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of UBUT.DE and IMV.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UBUT.DEIMV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

0.61

+1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.65

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.55

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.47

+0.42

Drawdowns

UBUT.DE vs. IMV.L - Drawdown Comparison

The maximum UBUT.DE drawdown since its inception was -30.49%, roughly equal to the maximum IMV.L drawdown of -30.64%. Use the drawdown chart below to compare losses from any high point for UBUT.DE and IMV.L.


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Drawdown Indicators


UBUT.DEIMV.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.49%

-30.64%

+0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-7.25%

-1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-24.78%

-10.31%

-14.47%

Max Drawdown (5Y)

Largest decline over 5 years

-24.78%

-19.86%

-4.92%

Max Drawdown (10Y)

Largest decline over 10 years

-30.49%

-30.64%

+0.15%

Current Drawdown

Current decline from peak

-0.80%

-3.11%

+2.31%

Average Drawdown

Average peak-to-trough decline

-5.01%

-5.45%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.61%

+0.01%

Volatility

UBUT.DE vs. IMV.L - Volatility Comparison

UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) has a higher volatility of 3.55% compared to iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) at 2.22%. This indicates that UBUT.DE's price experiences larger fluctuations and is considered to be riskier than IMV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBUT.DEIMV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

2.22%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

7.35%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

9.01%

+4.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.80%

11.15%

+5.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

12.62%

+4.40%

UBUT.DE vs. IMV.L - Expense Ratio Comparison

Both UBUT.DE and IMV.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

UBUT.DE vs. IMV.L - Dividend Comparison

UBUT.DE's dividend yield for the trailing twelve months is around 0.41%, while IMV.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
IMV.L
iShares Edge MSCI Europe Min Volatility UCITS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBUT.DE
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis
0.41%0.47%0.65%0.84%0.84%0.74%1.00%0.74%1.28%0.95%1.06%

Frequently Asked Questions


UBUT.DE and IMV.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

UBUT.DE and IMV.L have the same expense ratio: 0.25% per year.

UBUT.DE is categorized as Large Cap Blend Equities, while IMV.L is Europe Equities. UBUT.DE tracks MSCI USA Quality, while IMV.L tracks MSCI Europe NR EUR. They also come from different issuers: UBS and iShares.

Portfolio Optimizer

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