UDBPX vs. PWTYX

Last updated Apr 1, 2026

Compare and contrast key facts about UBS Sustainable Development Bank Bond Fund (UDBPX) and UBS U.S. Allocation Fund (PWTYX).

UDBPX is managed by UBS. It was launched on Oct 23, 2018. PWTYX is managed by UBS. It was launched on May 9, 1993.

Performance

UDBPX vs. PWTYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS Sustainable Development Bank Bond Fund (UDBPX) and UBS U.S. Allocation Fund (PWTYX). The values are adjusted to include any dividend payments, if applicable.

UDBPX vs. PWTYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
UDBPX UBS Sustainable Development Bank Bond Fund	0.17%	6.96%	1.55%	4.53%	-10.41%	-2.43%	6.80%	6.79%	2.03%
PWTYX UBS U.S. Allocation Fund	-5.56%	13.28%	14.01%	17.73%	-17.04%	16.19%	17.66%	23.75%	-4.17%

Returns By Period

In the year-to-date period, UDBPX achieves a 0.17% return, which is significantly higher than PWTYX's -5.56% return.

UDBPX

• 1D: 0.52%
• 1M: -1.32%
• YTD: 0.17%
• 6M: 1.08%
• 1Y: 4.33%
• 3Y*: 3.41%
• 5Y*: 0.52%
• 10Y*: —

PWTYX

• 1D: -0.20%
• 1M: -7.61%
• YTD: -5.56%
• 6M: -3.44%
• 1Y: 10.34%
• 3Y*: 11.12%
• 5Y*: 5.97%
• 10Y*: 8.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

UDBPX vs. PWTYX - Expense Ratio Comparison

UDBPX has a 0.25% expense ratio, which is lower than PWTYX's 0.70% expense ratio.

PWTYX

UBS U.S. Allocation Fund

UDBPX

UBS Sustainable Development Bank Bond Fund

Return for Risk

UDBPX vs. PWTYX — Risk / Return Rank

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

UDBPX

UDBPX Risk / Return Rank: 73
UDBPX Sharpe Ratio Rank: 71
UDBPX Sortino Ratio Rank: 76
UDBPX Omega Ratio Rank: 60
UDBPX Calmar Ratio Rank: 87
UDBPX Martin Ratio Rank: 73

PWTYX

PWTYX Risk / Return Rank: 38
PWTYX Sharpe Ratio Rank: 45
PWTYX Sortino Ratio Rank: 45
PWTYX Omega Ratio Rank: 44
PWTYX Calmar Ratio Rank: 27
PWTYX Martin Ratio Rank: 30

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.

UDBPX vs. PWTYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Sustainable Development Bank Bond Fund (UDBPX) and UBS U.S. Allocation Fund (PWTYX). 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	PWTYX	Difference
Sharpe ratio Return per unit of total volatility	1.28	0.90	+0.39
Sortino ratio Return per unit of downside risk	1.93	1.32	+0.61
Omega ratio Gain probability vs. loss probability	1.24	1.19	+0.04
Calmar ratio Return relative to maximum drawdown	2.29	0.79	+1.50
Martin ratio Return relative to average drawdown	6.96	3.21	+3.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UDBPX vs. PWTYX - Sharpe Ratio Comparison

The current UDBPX Sharpe Ratio is 1.28, which is higher than the PWTYX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of UDBPX and PWTYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UDBPX	PWTYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.28	0.90	+0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.11	0.46	-0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.51	-0.06

Correlation

The correlation between UDBPX and PWTYX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

UDBPX vs. PWTYX - Dividend Comparison

UDBPX's dividend yield for the trailing twelve months is around 3.52%, less than PWTYX's 9.93% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
UDBPX UBS Sustainable Development Bank Bond Fund	3.52%	3.12%	2.84%	2.15%	1.46%	1.03%	4.11%	2.69%	0.52%	0.00%	0.00%
PWTYX UBS U.S. Allocation Fund	9.93%	9.38%	8.32%	1.61%	9.95%	16.86%	5.85%	2.22%	11.82%	2.53%	0.68%

Drawdowns

UDBPX vs. PWTYX - Drawdown Comparison

The maximum UDBPX drawdown since its inception was -15.45%, smaller than the maximum PWTYX drawdown of -51.86%. Use the drawdown chart below to compare losses from any high point for UDBPX and PWTYX.

Drawdown Indicators

	UDBPX	PWTYX	Difference
Max Drawdown Largest peak-to-trough decline	-15.45%	-51.86%	+36.41%
Max Drawdown (1Y) Largest decline over 1 year	-1.94%	-8.66%	+6.72%
Max Drawdown (5Y) Largest decline over 5 years	-14.55%	-21.84%	+7.29%
Max Drawdown (10Y) Largest decline over 10 years	—	-25.34%	—
Current Drawdown Current decline from peak	-1.32%	-7.87%	+6.55%
Average Drawdown Average peak-to-trough decline	-5.20%	-7.65%	+2.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.64%	2.53%	-1.89%

Volatility

UDBPX vs. PWTYX - Volatility Comparison

The current volatility for UBS Sustainable Development Bank Bond Fund (UDBPX) is 1.38%, while UBS U.S. Allocation Fund (PWTYX) has a volatility of 3.64%. This indicates that UDBPX experiences smaller price fluctuations and is considered to be less risky than PWTYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UDBPX	PWTYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.38%	3.64%	-2.26%
Volatility (6M) Calculated over the trailing 6-month period	2.26%	7.27%	-5.01%
Volatility (1Y) Calculated over the trailing 1-year period	3.83%	12.91%	-9.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.97%	13.11%	-8.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.52%	12.88%	-8.36%