UEIPX vs. PWTYX

Last updated Jul 18, 2026

UEIPX (UBS Engage For Impact Fund) and PWTYX (UBS U.S. Allocation Fund) are both mutual funds - UEIPX is a Global Equities fund managed by UBS, while PWTYX is a Diversified Portfolio fund managed by UBS. Their correlation of 0.87 suggests significant overlap in exposure. UEIPX charges 0.85%/yr vs 0.70%/yr for PWTYX.

Performance

UEIPX vs. PWTYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS Engage For Impact Fund (UEIPX) and UBS U.S. Allocation Fund (PWTYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

UEIPX

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PWTYX

• 1D: -0.48%
• 1M: 0.32%
• 6M: 5.29%
• YTD: 6.96%
• 1Y: 15.98%
• 3Y*: 13.15%
• 5Y*: 7.58%
• 10Y*: 9.58%

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

UEIPX vs. PWTYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
UEIPX UBS Engage For Impact Fund	8.16%	20.69%	10.39%	16.46%	-22.35%	16.12%	16.94%	23.66%	-5.23%
PWTYX UBS U.S. Allocation Fund	6.96%	13.28%	14.01%	17.73%	-17.04%	16.19%	17.66%	23.75%	-4.79%

Correlation

The correlation between UEIPX and PWTYX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since Oct 29, 2018	0.87

The correlation between UEIPX and PWTYX has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.

Return for Risk

UEIPX vs. PWTYX — Risk / Return Rank

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

UEIPX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PWTYX

PWTYX Risk / Return Rank: 52
PWTYX Sharpe Ratio Rank: 51
PWTYX Sortino Ratio Rank: 54
PWTYX Omega Ratio Rank: 50
PWTYX Calmar Ratio Rank: 49
PWTYX Martin Ratio Rank: 57

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.

UEIPX vs. PWTYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Engage For Impact Fund (UEIPX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	UEIPX	PWTYX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.68	—
Sortino ratio: Return per unit of downside risk	—	2.42	—
Omega ratio: Gain probability vs. loss probability	—	1.30	—
Calmar ratio: Return relative to maximum drawdown	—	2.26	—
Martin ratio: Return relative to average drawdown	—	9.38	—

Drawdowns

Drawdown Indicators

	UEIPX	PWTYX	Difference
Max Drawdown Largest peak-to-trough decline	—	-51.86%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-7.87%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-19.40%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.84%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-25.34%	—
Current Drawdown Current decline from peak	—	-1.29%	—
Average Drawdown Average peak-to-trough decline	—	-7.59%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.83%	—

Volatility

Volatility by Period

	UEIPX	PWTYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.68%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.73%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	10.60%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	13.31%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	12.95%	—

UEIPX vs. PWTYX - Expense Ratio Comparison

UEIPX has a 0.85% expense ratio, which is higher than PWTYX's 0.70% expense ratio.

Dividends

UEIPX vs. PWTYX - Dividend Comparison

UEIPX's dividend yield for the trailing twelve months is around 12.61%, more than PWTYX's 8.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
PWTYX UBS U.S. Allocation Fund	8.77%	9.38%	8.32%	1.61%	9.95%	16.86%	5.85%	2.22%	11.82%	2.53%	0.68%
UEIPX UBS Engage For Impact Fund	12.61%	13.64%	4.91%	0.66%	0.95%	11.99%	0.76%	2.68%	0.07%	0.00%	0.00%

Frequently Asked Questions

Can I hold both UEIPX and PWTYX in my portfolio?

UEIPX and PWTYX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.