PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
UEQU.DE vs. VUAA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UEQU.DE and VUAA.DE is 0.36, 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.


-0.50.00.51.00.4

Performance

UEQU.DE vs. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
6.39%
14.10%
UEQU.DE
VUAA.DE

Key characteristics

Sharpe Ratio

UEQU.DE:

1.27

VUAA.DE:

2.20

Sortino Ratio

UEQU.DE:

1.83

VUAA.DE:

3.01

Omega Ratio

UEQU.DE:

1.23

VUAA.DE:

1.44

Calmar Ratio

UEQU.DE:

0.61

VUAA.DE:

3.39

Martin Ratio

UEQU.DE:

2.75

VUAA.DE:

14.71

Ulcer Index

UEQU.DE:

6.06%

VUAA.DE:

1.90%

Daily Std Dev

UEQU.DE:

13.08%

VUAA.DE:

12.64%

Max Drawdown

UEQU.DE:

-30.56%

VUAA.DE:

-33.67%

Current Drawdown

UEQU.DE:

-14.41%

VUAA.DE:

-0.97%

Returns By Period

In the year-to-date period, UEQU.DE achieves a 4.02% return, which is significantly higher than VUAA.DE's 2.79% return.


UEQU.DE

YTD

4.02%

1M

2.89%

6M

13.48%

1Y

17.19%

5Y*

12.61%

10Y*

N/A

VUAA.DE

YTD

2.79%

1M

1.15%

6M

21.71%

1Y

28.01%

5Y*

15.14%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

UEQU.DE has a 0.34% expense ratio, which is higher than VUAA.DE's 0.07% expense ratio.


UEQU.DE
UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc
Expense ratio chart for UEQU.DE: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%
Expense ratio chart for VUAA.DE: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

UEQU.DE vs. VUAA.DE — Risk-Adjusted Performance Rank

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

UEQU.DE
The Risk-Adjusted Performance Rank of UEQU.DE is 4545
Overall Rank
The Sharpe Ratio Rank of UEQU.DE is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of UEQU.DE is 5454
Sortino Ratio Rank
The Omega Ratio Rank of UEQU.DE is 5353
Omega Ratio Rank
The Calmar Ratio Rank of UEQU.DE is 3131
Calmar Ratio Rank
The Martin Ratio Rank of UEQU.DE is 3232
Martin Ratio Rank

VUAA.DE
The Risk-Adjusted Performance Rank of VUAA.DE is 8888
Overall Rank
The Sharpe Ratio Rank of VUAA.DE is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAA.DE is 8888
Sortino Ratio Rank
The Omega Ratio Rank of VUAA.DE is 9090
Omega Ratio Rank
The Calmar Ratio Rank of VUAA.DE is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VUAA.DE is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UEQU.DE vs. VUAA.DE - Risk-Adjusted Performance 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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.


Sharpe ratio
The chart of Sharpe ratio for UEQU.DE, currently valued at 0.85, compared to the broader market0.002.004.000.851.80
The chart of Sortino ratio for UEQU.DE, currently valued at 1.26, compared to the broader market0.005.0010.001.262.48
The chart of Omega ratio for UEQU.DE, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.33
The chart of Calmar ratio for UEQU.DE, currently valued at 0.38, compared to the broader market0.005.0010.0015.0020.000.382.82
The chart of Martin ratio for UEQU.DE, currently valued at 1.78, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.7811.20
UEQU.DE
VUAA.DE

The current UEQU.DE Sharpe Ratio is 1.27, which is lower than the VUAA.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of UEQU.DE and VUAA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.85
1.80
UEQU.DE
VUAA.DE

Dividends

UEQU.DE vs. VUAA.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

UEQU.DE vs. VUAA.DE - Drawdown Comparison

The maximum UEQU.DE drawdown since its inception was -30.56%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for UEQU.DE and VUAA.DE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-20.80%
-2.38%
UEQU.DE
VUAA.DE

Volatility

UEQU.DE vs. VUAA.DE - Volatility Comparison

The current volatility for UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (UEQU.DE) is 3.05%, while Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) has a volatility of 4.78%. This indicates that UEQU.DE experiences smaller price fluctuations and is considered to be less risky than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.05%
4.78%
UEQU.DE
VUAA.DE
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab