UDBPX vs. QGRPX

Last updated Apr 2, 2026

Compare and contrast key facts about UBS Sustainable Development Bank Bond Fund (UDBPX) and UBS US Quality Growth At Reasonable Price Fund (QGRPX).

UDBPX is managed by UBS. It was launched on Oct 23, 2018. QGRPX is managed by UBS. It was launched on Jul 8, 2020.

Performance

UDBPX vs. QGRPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS Sustainable Development Bank Bond Fund (UDBPX) and UBS US Quality Growth At Reasonable Price Fund (QGRPX). The values are adjusted to include any dividend payments, if applicable.

UDBPX vs. QGRPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
UDBPX UBS Sustainable Development Bank Bond Fund	0.28%	6.96%	1.55%	4.53%	-10.41%	-2.43%	-0.10%
QGRPX UBS US Quality Growth At Reasonable Price Fund	-11.21%	15.51%	25.13%	35.52%	-25.57%	29.14%	14.62%

Returns By Period

In the year-to-date period, UDBPX achieves a 0.28% return, which is significantly higher than QGRPX's -11.21% return.

UDBPX

• 1D: 0.10%
• 1M: -1.11%
• YTD: 0.28%
• 6M: 0.97%
• 1Y: 4.22%
• 3Y*: 3.45%
• 5Y*: 0.48%
• 10Y*: —

QGRPX

• 1D: 3.61%
• 1M: -5.51%
• YTD: -11.21%
• 6M: -10.79%
• 1Y: 9.83%
• 3Y*: 16.82%
• 5Y*: 9.75%
• 10Y*: —

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

UDBPX vs. QGRPX - Expense Ratio Comparison

UDBPX has a 0.25% expense ratio, which is lower than QGRPX's 0.50% expense ratio.

QGRPX

UBS US Quality Growth At Reasonable Price Fund

UDBPX

UBS Sustainable Development Bank Bond Fund

Return for Risk

UDBPX vs. QGRPX — Risk / Return Rank

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

UDBPX

UDBPX Risk / Return Rank: 66
UDBPX Sharpe Ratio Rank: 62
UDBPX Sortino Ratio Rank: 67
UDBPX Omega Ratio Rank: 49
UDBPX Calmar Ratio Rank: 87
UDBPX Martin Ratio Rank: 67

QGRPX

QGRPX Risk / Return Rank: 15
QGRPX Sharpe Ratio Rank: 18
QGRPX Sortino Ratio Rank: 21
QGRPX Omega Ratio Rank: 20
QGRPX Calmar Ratio Rank: 9
QGRPX Martin Ratio Rank: 9

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. QGRPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Sustainable Development Bank Bond Fund (UDBPX) and UBS US Quality Growth At Reasonable Price Fund (QGRPX). 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	QGRPX	Difference
Sharpe ratio Return per unit of total volatility	1.25	0.54	+0.71
Sortino ratio Return per unit of downside risk	1.88	0.95	+0.93
Omega ratio Gain probability vs. loss probability	1.23	1.13	+0.10
Calmar ratio Return relative to maximum drawdown	2.52	0.21	+2.31
Martin ratio Return relative to average drawdown	7.59	0.68	+6.91
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. QGRPX - Sharpe Ratio Comparison

The current UDBPX Sharpe Ratio is 1.25, which is higher than the QGRPX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of UDBPX and QGRPX, 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	QGRPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	0.54	+0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	0.51	-0.41
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.63	-0.18

Correlation

The correlation between UDBPX and QGRPX is 0.08, 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. QGRPX - Dividend Comparison

UDBPX's dividend yield for the trailing twelve months is around 3.51%, less than QGRPX's 6.94% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%
QGRPX UBS US Quality Growth At Reasonable Price Fund	6.94%	6.16%	3.62%	0.42%	1.00%	2.84%	0.37%	0.00%	0.00%

Drawdowns

UDBPX vs. QGRPX - Drawdown Comparison

The maximum UDBPX drawdown since its inception was -15.45%, smaller than the maximum QGRPX drawdown of -30.28%. Use the drawdown chart below to compare losses from any high point for UDBPX and QGRPX.

Drawdown Indicators

	UDBPX	QGRPX	Difference
Max Drawdown Largest peak-to-trough decline	-15.45%	-30.28%	+14.83%
Max Drawdown (1Y) Largest decline over 1 year	-1.94%	-17.45%	+15.51%
Max Drawdown (5Y) Largest decline over 5 years	-14.55%	-30.28%	+15.73%
Current Drawdown Current decline from peak	-1.22%	-14.47%	+13.25%
Average Drawdown Average peak-to-trough decline	-5.19%	-7.65%	+2.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.64%	5.30%	-4.66%

Volatility

UDBPX vs. QGRPX - Volatility Comparison

The current volatility for UBS Sustainable Development Bank Bond Fund (UDBPX) is 1.38%, while UBS US Quality Growth At Reasonable Price Fund (QGRPX) has a volatility of 6.13%. This indicates that UDBPX experiences smaller price fluctuations and is considered to be less risky than QGRPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UDBPX	QGRPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.38%	6.13%	-4.75%
Volatility (6M) Calculated over the trailing 6-month period	2.26%	11.43%	-9.17%
Volatility (1Y) Calculated over the trailing 1-year period	3.83%	21.16%	-17.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.97%	19.60%	-14.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.52%	19.43%	-14.91%