UDBPX vs. CWBFX
Compare and contrast key facts about UBS Sustainable Development Bank Bond Fund (UDBPX) and American Funds Capital World Bond Fund (CWBFX).
UDBPX is managed by UBS. It was launched on Oct 23, 2018. CWBFX is managed by American Funds. It was launched on Aug 3, 1987.
Performance
UDBPX vs. CWBFX - Performance Comparison
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UDBPX vs. CWBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UDBPX UBS Sustainable Development Bank Bond Fund | 0.28% | 6.96% | 1.55% | 4.53% | -10.41% | -2.43% | 6.80% | 6.79% | 2.03% |
CWBFX American Funds Capital World Bond Fund | -1.65% | 7.78% | -3.25% | 5.81% | -17.52% | -5.17% | 9.91% | 7.66% | 1.69% |
Returns By Period
In the year-to-date period, UDBPX achieves a 0.28% return, which is significantly higher than CWBFX's -1.65% return.
UDBPX
- 1D
- 0.10%
- 1M
- -1.11%
- YTD
- 0.28%
- 6M
- 0.97%
- 1Y
- 4.22%
- 3Y*
- 3.45%
- 5Y*
- 0.48%
- 10Y*
- —
CWBFX
- 1D
- 0.44%
- 1M
- -1.89%
- YTD
- -1.65%
- 6M
- -1.59%
- 1Y
- 2.65%
- 3Y*
- 1.84%
- 5Y*
- -2.34%
- 10Y*
- 0.25%
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UDBPX vs. CWBFX - Expense Ratio Comparison
UDBPX has a 0.25% expense ratio, which is lower than CWBFX's 0.95% expense ratio.
Return for Risk
UDBPX vs. CWBFX — Risk / Return Rank
UDBPX
CWBFX
UDBPX vs. CWBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS Sustainable Development Bank Bond Fund (UDBPX) and American Funds Capital World Bond Fund (CWBFX). 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.
| UDBPX | CWBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.50 | +0.75 |
Sortino ratioReturn per unit of downside risk | 1.88 | 0.74 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.09 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.52 | 0.68 | +1.83 |
Martin ratioReturn relative to average drawdown | 7.59 | 2.34 | +5.25 |
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
| UDBPX | CWBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.50 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | -0.36 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.85 | -0.40 |
Correlation
The correlation between UDBPX and CWBFX is 0.70, 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.
Dividends
UDBPX vs. CWBFX - Dividend Comparison
UDBPX's dividend yield for the trailing twelve months is around 3.51%, more than CWBFX's 2.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UDBPX UBS Sustainable Development Bank Bond Fund | 3.51% | 3.12% | 2.84% | 2.15% | 1.46% | 1.03% | 4.11% | 2.69% | 0.52% | 0.00% | 0.00% | 0.00% |
CWBFX American Funds Capital World Bond Fund | 2.82% | 2.68% | 3.01% | 2.47% | 1.99% | 2.63% | 3.18% | 2.26% | 1.87% | 1.80% | 2.05% | 0.58% |
Drawdowns
UDBPX vs. CWBFX - Drawdown Comparison
The maximum UDBPX drawdown since its inception was -15.45%, smaller than the maximum CWBFX drawdown of -27.91%. Use the drawdown chart below to compare losses from any high point for UDBPX and CWBFX.
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Drawdown Indicators
| UDBPX | CWBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.45% | -27.91% | +12.46% |
Max Drawdown (1Y)Largest decline over 1 year | -1.94% | -4.45% | +2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -14.55% | -26.34% | +11.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.91% | — |
Current DrawdownCurrent decline from peak | -1.22% | -15.35% | +14.13% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -4.14% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.64% | 1.30% | -0.66% |
Volatility
UDBPX vs. CWBFX - Volatility Comparison
The current volatility for UBS Sustainable Development Bank Bond Fund (UDBPX) is 1.38%, while American Funds Capital World Bond Fund (CWBFX) has a volatility of 2.07%. This indicates that UDBPX experiences smaller price fluctuations and is considered to be less risky than CWBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UDBPX | CWBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 2.07% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 2.26% | 3.17% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.83% | 5.52% | -1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.97% | 6.50% | -1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.52% | 5.63% | -1.11% |