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UETW.DE vs. VXUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UETW.DE vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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UETW.DE vs. VXUS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UETW.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Acc
-1.29%8.06%26.50%19.68%-13.72%32.17%5.50%12.54%
VXUS
Vanguard Total International Stock ETF
5.11%16.64%12.01%12.39%-10.88%17.14%1.54%10.49%
Different Trading Currencies

UETW.DE is traded in EUR, while VXUS is traded in USD. To make them comparable, the VXUS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UETW.DE achieves a -1.29% return, which is significantly lower than VXUS's 5.11% return.


UETW.DE

1D
2.04%
1M
-3.20%
YTD
-1.29%
6M
2.16%
1Y
12.31%
3Y*
15.21%
5Y*
10.78%
10Y*

VXUS

1D
1.06%
1M
-4.23%
YTD
5.11%
6M
9.04%
1Y
20.59%
3Y*
13.47%
5Y*
7.96%
10Y*
8.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UETW.DE vs. VXUS - Expense Ratio Comparison

UETW.DE has a 0.10% expense ratio, which is higher than VXUS's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

UETW.DE vs. VXUS — Risk / Return Rank

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

UETW.DE
UETW.DE Risk / Return Rank: 4747
Overall Rank
UETW.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
UETW.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
UETW.DE Omega Ratio Rank: 4040
Omega Ratio Rank
UETW.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
UETW.DE Martin Ratio Rank: 6060
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 8585
Overall Rank
VXUS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 8585
Sortino Ratio Rank
VXUS Omega Ratio Rank: 8585
Omega Ratio Rank
VXUS Calmar Ratio Rank: 8585
Calmar Ratio Rank
VXUS Martin Ratio Rank: 8484
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.

UETW.DE vs. VXUS - 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 Vanguard Total International Stock ETF (VXUS). 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.


UETW.DEVXUSDifference

Sharpe ratio

Return per unit of total volatility

0.78

1.22

-0.44

Sortino ratio

Return per unit of downside risk

1.13

1.70

-0.58

Omega ratio

Gain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratio

Return relative to maximum drawdown

1.49

1.75

-0.26

Martin ratio

Return relative to average drawdown

6.37

7.51

-1.15

UETW.DE vs. VXUS - Sharpe Ratio Comparison

The current UETW.DE Sharpe Ratio is 0.78, which is lower than the VXUS Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of UETW.DE and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UETW.DEVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.22

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.59

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.45

+0.29

Correlation

The correlation between UETW.DE and VXUS is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

UETW.DE vs. VXUS - Dividend Comparison

UETW.DE has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.93%.


TTM20252024202320222021202020192018201720162015
UETW.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.93%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Drawdowns

UETW.DE vs. VXUS - Drawdown Comparison

The maximum UETW.DE drawdown since its inception was -33.72%, roughly equal to the maximum VXUS drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for UETW.DE and VXUS.


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Drawdown Indicators


UETW.DEVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-33.72%

-35.97%

+2.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.87%

-11.27%

-1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

-29.44%

+8.14%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-4.03%

-7.26%

+3.23%

Average Drawdown

Average peak-to-trough decline

-4.73%

-8.29%

+3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.95%

-1.00%

Volatility

UETW.DE vs. VXUS - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE) is 4.32%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 6.74%. This indicates that UETW.DE experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UETW.DEVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

6.74%

-2.42%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

10.52%

-2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.84%

16.99%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

13.48%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

16.00%

+0.23%