UBUT.DE vs. VUSA.DE
Compare and contrast key facts about UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) and Vanguard S&P 500 UCITS ETF (VUSA.DE).
UBUT.DE and VUSA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UBUT.DE is a passively managed fund by UBS that tracks the performance of the MSCI USA Quality. It was launched on Aug 26, 2015. VUSA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012. Both UBUT.DE and VUSA.DE 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: UBUT.DE or VUSA.DE.
Key characteristics
| UBUT.DE | VUSA.DE | |
|---|---|---|
| YTD Return | 28.86% | 32.03% |
| 1Y Return | 34.46% | 38.00% |
| 3Y Return (Ann) | 11.72% | 12.73% |
| 5Y Return (Ann) | 17.08% | 16.45% |
| Sharpe Ratio | 2.49 | 3.19 |
| Sortino Ratio | 3.37 | 4.29 |
| Omega Ratio | 1.46 | 1.66 |
| Calmar Ratio | 3.49 | 4.62 |
| Martin Ratio | 12.69 | 20.43 |
| Ulcer Index | 2.78% | 1.87% |
| Daily Std Dev | 14.05% | 11.93% |
| Max Drawdown | -30.47% | -33.63% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between UBUT.DE and VUSA.DE is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
UBUT.DE vs. VUSA.DE - Performance Comparison
In the year-to-date period, UBUT.DE achieves a 28.86% return, which is significantly lower than VUSA.DE's 32.03% 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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UBUT.DE vs. VUSA.DE - Expense Ratio Comparison
UBUT.DE has a 0.25% expense ratio, which is higher than VUSA.DE's 0.07% 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
UBUT.DE vs. VUSA.DE - Risk-Adjusted Performance 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 Vanguard S&P 500 UCITS ETF (VUSA.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.
Dividends
UBUT.DE vs. VUSA.DE - Dividend Comparison
UBUT.DE has not paid dividends to shareholders, while VUSA.DE's dividend yield for the trailing twelve months is around 0.78%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBUT.DE UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 0.00% | 0.36% | 0.78% | 0.62% | 0.88% | 0.66% | 1.07% | 0.85% | 0.96% | 0.00% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.78% | 1.35% | 1.53% | 1.21% | 1.65% | 2.34% | 3.76% | 2.26% | 1.78% | 2.00% |
Drawdowns
UBUT.DE vs. VUSA.DE - Drawdown Comparison
The maximum UBUT.DE drawdown since its inception was -30.47%, smaller than the maximum VUSA.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for UBUT.DE and VUSA.DE. For additional features, visit the drawdowns tool.
Volatility
UBUT.DE vs. VUSA.DE - Volatility Comparison
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) and Vanguard S&P 500 UCITS ETF (VUSA.DE) have volatilities of 3.60% and 3.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.