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

Performance

UBUT.DE vs. WMVG.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 World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.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 WMVG.L is traded in GBP. To make them comparable, the WMVG.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 WMVG.L's 2.22% 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%

WMVG.L

1D
-0.43%
1M
1.52%
YTD
2.22%
6M
3.46%
1Y
0.15%
3Y*
9.46%
5Y*
6.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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%24.25%
WMVG.L
iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)
2.22%3.38%19.99%9.64%-13.04%24.57%-6.66%13.03%

Correlation

The correlation between UBUT.DE and WMVG.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.41

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

0.53

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2019

0.57

Over the past year, the correlation between UBUT.DE and WMVG.L has dropped to 0.34 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

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Return for Risk

UBUT.DE vs. WMVG.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

WMVG.L
WMVG.L Risk / Return Rank: 1616
Overall Rank
WMVG.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
WMVG.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
WMVG.L Omega Ratio Rank: 1414
Omega Ratio Rank
WMVG.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
WMVG.L Martin Ratio Rank: 1616
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. WMVG.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 World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.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.DEWMVG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.86

Sortino ratioReturn per unit of downside risk

+2.59

Omega ratioGain probability vs. loss probability

1.34

1.01

+0.33

Calmar ratioReturn relative to maximum drawdown

2.71

0.03

+2.68

Martin ratioReturn relative to average drawdown

9.51

0.06

+9.44

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

The current UBUT.DE Sharpe Ratio is 1.88, which is higher than the WMVG.L Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of UBUT.DE and WMVG.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.DEWMVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

0.02

+1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.50

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.45

+0.45

Drawdowns

UBUT.DE vs. WMVG.L - Drawdown Comparison

The maximum UBUT.DE drawdown since its inception was -30.49%, smaller than the maximum WMVG.L drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for UBUT.DE and WMVG.L.


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Drawdown Indicators


UBUT.DEWMVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.49%

-35.65%

+5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-5.00%

-4.20%

Max Drawdown (3Y)

Largest decline over 3 years

-24.78%

-12.13%

-12.65%

Max Drawdown (5Y)

Largest decline over 5 years

-24.78%

-19.86%

-4.92%

Max Drawdown (10Y)

Largest decline over 10 years

-30.49%

Current Drawdown

Current decline from peak

-0.80%

-2.08%

+1.28%

Average Drawdown

Average peak-to-trough decline

-5.01%

-6.39%

+1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.10%

+0.52%

Volatility

UBUT.DE vs. WMVG.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 World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) at 2.36%. This indicates that UBUT.DE's price experiences larger fluctuations and is considered to be riskier than WMVG.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.DEWMVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

2.36%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

5.39%

+3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

8.52%

+4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.80%

12.08%

+4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

14.70%

+2.32%

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

UBUT.DE has a 0.25% expense ratio, which is lower than WMVG.L's 0.35% expense ratio.


Dividends

UBUT.DE vs. WMVG.L - Dividend Comparison

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


PositionTTM2025202420232022202120202019201820172016
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%
WMVG.L
iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)
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


UBUT.DE and WMVG.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBUT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBUT.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for WMVG.L.

UBUT.DE is categorized as Large Cap Blend Equities, while WMVG.L is Global Equities. UBUT.DE tracks MSCI USA Quality, while WMVG.L tracks MSCI World Minimum Volatility. They also come from different issuers: UBS and iShares. Their fees differ too: 0.25% for UBUT.DE and 0.35% for WMVG.L.

Portfolio Optimizer

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