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UEQU.DE vs. GSDE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEQU.DE vs. GSDE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (UEQU.DE) and BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UEQU.DE achieves a 25.53% return, which is significantly higher than GSDE.DE's 23.86% return. Over the past 10 years, UEQU.DE has outperformed GSDE.DE with an annualized return of 10.80%, while GSDE.DE has yielded a comparatively lower 9.70% annualized return.


UEQU.DE

1D
-0.80%
1M
2.99%
YTD
25.53%
6M
26.95%
1Y
40.51%
3Y*
14.81%
5Y*
14.40%
10Y*
10.80%

GSDE.DE

1D
-0.69%
1M
1.80%
YTD
23.86%
6M
24.24%
1Y
44.12%
3Y*
15.82%
5Y*
14.84%
10Y*
9.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UEQU.DE vs. GSDE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UEQU.DE
UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc
25.53%6.36%13.03%-8.33%20.34%46.31%-10.57%14.71%-7.23%1.50%
GSDE.DE
BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR
23.86%13.74%14.93%-12.88%21.59%38.67%-11.20%13.32%-3.71%-5.15%

Correlation

The correlation between UEQU.DE and GSDE.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.93

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

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since May 12, 2016

0.90

The correlation between UEQU.DE and GSDE.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

UEQU.DE vs. GSDE.DE — Risk / Return Rank

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

UEQU.DE
UEQU.DE Risk / Return Rank: 8282
Overall Rank
UEQU.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
UEQU.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
UEQU.DE Omega Ratio Rank: 7979
Omega Ratio Rank
UEQU.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
UEQU.DE Martin Ratio Rank: 7979
Martin Ratio Rank

GSDE.DE
GSDE.DE Risk / Return Rank: 7474
Overall Rank
GSDE.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GSDE.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
GSDE.DE Omega Ratio Rank: 7373
Omega Ratio Rank
GSDE.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
GSDE.DE Martin Ratio Rank: 6969
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.

UEQU.DE vs. GSDE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (UEQU.DE) and BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.DE). 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.


UEQU.DEGSDE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.46

1.43

+0.03

Calmar ratioReturn relative to maximum drawdown

6.29

5.65

+0.65

Martin ratioReturn relative to average drawdown

15.25

12.60

+2.66

UEQU.DE vs. GSDE.DE - Sharpe Ratio Comparison

The current UEQU.DE Sharpe Ratio is 2.60, which is comparable to the GSDE.DE Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of UEQU.DE and GSDE.DE, 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


UEQU.DEGSDE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

2.37

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.82

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.63

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.09

+0.56

Drawdowns

UEQU.DE vs. GSDE.DE - Drawdown Comparison

The maximum UEQU.DE drawdown since its inception was -30.56%, smaller than the maximum GSDE.DE drawdown of -68.91%. Use the drawdown chart below to compare losses from any high point for UEQU.DE and GSDE.DE.


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Drawdown Indicators


UEQU.DEGSDE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.56%

-68.91%

+38.35%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-7.89%

+1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-15.66%

-15.25%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-22.44%

-29.72%

+7.28%

Max Drawdown (10Y)

Largest decline over 10 years

-30.56%

-29.72%

-0.84%

Current Drawdown

Current decline from peak

-1.21%

-6.40%

+5.19%

Average Drawdown

Average peak-to-trough decline

-8.92%

-44.09%

+35.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

3.54%

-0.85%

Volatility

UEQU.DE vs. GSDE.DE - Volatility Comparison

The current volatility for UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (UEQU.DE) is 3.91%, while BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.DE) has a volatility of 4.51%. This indicates that UEQU.DE experiences smaller price fluctuations and is considered to be less risky than GSDE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UEQU.DEGSDE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

4.51%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

13.03%

16.35%

-3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

15.73%

18.80%

-3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

17.84%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

15.76%

+0.65%

UEQU.DE vs. GSDE.DE - Expense Ratio Comparison

UEQU.DE has a 0.34% expense ratio, which is lower than GSDE.DE's 0.39% expense ratio.


Dividends

UEQU.DE vs. GSDE.DE - Dividend Comparison

Neither UEQU.DE nor GSDE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, UEQU.DE and GSDE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, UEQU.DE is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UEQU.DE is cheaper with a 0.34% expense ratio, compared with 0.39% for GSDE.DE.

UEQU.DE tracks UBS CMCI Ex Agriculture Ex Livestock Capped, while GSDE.DE tracks BNP Paribas Energy & Metals Enhanced Roll. They also come from different issuers: UBS and BNP Paribas. Their fees differ too: 0.34% for UEQU.DE and 0.39% for GSDE.DE.

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