UETW.DE vs. DEGC.DE
UETW.DE (UBS ETF (IE) MSCI World UCITS ETF (USD) Acc) and DEGC.DE (Dimensional Global Core Equity UCITS ETF USD (Acc)) are both Global Equities funds. UETW.DE is passively managed, while DEGC.DE is actively managed. Their correlation of 0.90 suggests significant overlap in exposure. UETW.DE charges 0.10%/yr vs 0.26%/yr for DEGC.DE.
Performance
UETW.DE vs. DEGC.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with UETW.DE having a 13.14% return and DEGC.DE slightly higher at 13.56%.
UETW.DE
- 1D
- 0.23%
- 1M
- 1.71%
- 6M
- 11.32%
- YTD
- 13.14%
- 1Y
- 24.05%
- 3Y*
- 18.31%
- 5Y*
- 12.32%
- 10Y*
- —
DEGC.DE
- 1D
- 0.00%
- 1M
- 1.53%
- 6M
- 10.71%
- YTD
- 13.56%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UETW.DE vs. DEGC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UETW.DE UBS ETF (IE) MSCI World UCITS ETF (USD) Acc | 13.14% | 3.30% |
DEGC.DE Dimensional Global Core Equity UCITS ETF USD (Acc) | 13.56% | 2.50% |
Correlation
The correlation between UETW.DE and DEGC.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 24, 2025 | 0.90 |
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Return for Risk
UETW.DE vs. DEGC.DE — Risk / Return Rank
UETW.DE
DEGC.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
UETW.DE vs. DEGC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE) and Dimensional Global Core Equity UCITS ETF USD (Acc) (DEGC.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.
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.
| UETW.DE | DEGC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.40 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | — | — |
| Martin ratioReturn relative to average drawdown | 14.06 | — | — |
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Drawdowns
UETW.DE vs. DEGC.DE - Drawdown Comparison
The maximum UETW.DE drawdown since its inception was -33.74%, which is greater than DEGC.DE's maximum drawdown of -5.49%. Use the drawdown chart below to compare losses from any high point for UETW.DE and DEGC.DE.
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Drawdown Indicators
| UETW.DE | DEGC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.74% | -5.49% | -28.25% |
Max Drawdown (1Y)Largest decline over 1 year | -6.67% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -21.32% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.32% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.36% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -0.94% | -4.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | — | — |
Volatility
UETW.DE vs. DEGC.DE - Volatility Comparison
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Volatility by Period
| UETW.DE | DEGC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.92% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.21% | 9.52% | +1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 9.52% | +4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 9.52% | +7.03% |
UETW.DE vs. DEGC.DE - Expense Ratio Comparison
UETW.DE has a 0.10% expense ratio, which is lower than DEGC.DE's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
UETW.DE vs. DEGC.DE - Dividend Comparison
Neither UETW.DE nor DEGC.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, UETW.DE and DEGC.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, UETW.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UETW.DE is cheaper with a 0.10% expense ratio, compared with 0.26% for DEGC.DE.
They also come from different issuers: UBS and Dimensional. Their fees differ too: 0.10% for UETW.DE and 0.26% for DEGC.DE.
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