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UBUT.DE vs. UBUR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBUT.DE vs. UBUR.DE - 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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBUT.DE achieves a 11.13% return, which is significantly higher than UBUR.DE's 0.53% 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%

UBUR.DE

1D
-0.14%
1M
-0.81%
YTD
0.53%
6M
0.76%
1Y
-1.69%
3Y*
5.82%
5Y*
6.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBUT.DE vs. UBUR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%41.33%0.89%7.52%
UBUR.DE
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
0.53%-5.64%20.63%2.15%-0.28%33.09%-5.58%30.74%1.50%3.98%

Correlation

The correlation between UBUT.DE and UBUR.DE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

0.16

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

0.29

Correlation (All Time)
Calculated using the full available price history since May 24, 2017

0.36

The correlation between UBUT.DE and UBUR.DE shifts across timeframes, from -0.04 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UBUT.DE vs. UBUR.DE — 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: 5959
Overall Rank
UBUT.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
UBUT.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
UBUT.DE Omega Ratio Rank: 5959
Omega Ratio Rank
UBUT.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
UBUT.DE Martin Ratio Rank: 5858
Martin Ratio Rank

UBUR.DE
UBUR.DE Risk / Return Rank: 77
Overall Rank
UBUR.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UBUR.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
UBUR.DE Omega Ratio Rank: 77
Omega Ratio Rank
UBUR.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
UBUR.DE Martin Ratio Rank: 66
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. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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.DEUBUR.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.19

Sortino ratioReturn per unit of downside risk

+3.01

Omega ratioGain probability vs. loss probability

1.36

0.98

+0.38

Calmar ratioReturn relative to maximum drawdown

2.85

-0.28

+3.13

Martin ratioReturn relative to average drawdown

10.00

-0.64

+10.64

UBUT.DE vs. UBUR.DE - Sharpe Ratio Comparison

The current UBUT.DE Sharpe Ratio is 1.98, which is higher than the UBUR.DE Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of UBUT.DE and UBUR.DE, 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.DEUBUR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

-0.20

+2.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.70

+0.15

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

0.81

+0.09

Drawdowns

UBUT.DE vs. UBUR.DE - Drawdown Comparison

The maximum UBUT.DE drawdown since its inception was -30.47%, smaller than the maximum UBUR.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for UBUT.DE and UBUR.DE.


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Drawdown Indicators


UBUT.DEUBUR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.47%

-35.34%

+4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-9.23%

-7.81%

-1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-24.78%

-14.40%

-10.38%

Max Drawdown (5Y)

Largest decline over 5 years

-24.78%

-14.40%

-10.38%

Max Drawdown (10Y)

Largest decline over 10 years

-30.47%

Current Drawdown

Current decline from peak

0.00%

-11.30%

+11.30%

Average Drawdown

Average peak-to-trough decline

-5.04%

-7.34%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

9.86%

-7.23%

Volatility

UBUT.DE vs. UBUR.DE - Volatility Comparison

UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) has a higher volatility of 3.48% compared to UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) at 3.22%. This indicates that UBUT.DE's price experiences larger fluctuations and is considered to be riskier than UBUR.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.DEUBUR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

3.22%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

7.37%

+1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

13.25%

10.99%

+2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

15.76%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

19.45%

-2.51%

UBUT.DE vs. UBUR.DE - Expense Ratio Comparison

UBUT.DE has a 0.25% expense ratio, which is higher than UBUR.DE's 0.18% 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. UBUR.DE - Dividend Comparison

UBUT.DE's dividend yield for the trailing twelve months is around 0.35%, less than UBUR.DE's 1.60% yield.


PositionTTM2025202420232022202120202019201820172016
UBUR.DE
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
1.60%1.87%1.44%1.39%1.28%0.93%1.62%1.40%1.37%0.68%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 UBUR.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBUR.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBUR.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for UBUT.DE.

UBUT.DE tracks MSCI USA Quality, while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. Their fees differ too: 0.25% for UBUT.DE and 0.18% for UBUR.DE.

Portfolio Optimizer

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