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UIC2.DE vs. WEBA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UIC2.DE vs. WEBA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (UIC2.DE) and Amundi US Tech 100 Equal Weight UCITS ETF USD D (WEBA.DE). The values are adjusted to include any dividend payments, if applicable.

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UIC2.DE vs. WEBA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
UIC2.DE
UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc
-7.77%25.73%19.00%-13.83%8.46%
WEBA.DE
Amundi US Tech 100 Equal Weight UCITS ETF USD D
-1.22%1.17%15.40%31.31%-7.67%

Returns By Period

In the year-to-date period, UIC2.DE achieves a -7.77% return, which is significantly lower than WEBA.DE's -1.22% return.


UIC2.DE

1D
1.53%
1M
-0.33%
YTD
-7.77%
6M
-22.08%
1Y
-2.65%
3Y*
4.57%
5Y*
-9.43%
10Y*

WEBA.DE

1D
2.10%
1M
-2.51%
YTD
-1.22%
6M
-0.24%
1Y
7.65%
3Y*
10.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UIC2.DE vs. WEBA.DE - Expense Ratio Comparison

UIC2.DE has a 0.47% expense ratio, which is higher than WEBA.DE's 0.07% expense ratio.


Return for Risk

UIC2.DE vs. WEBA.DE — Risk / Return Rank

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

UIC2.DE
UIC2.DE Risk / Return Rank: 1111
Overall Rank
UIC2.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UIC2.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
UIC2.DE Omega Ratio Rank: 1111
Omega Ratio Rank
UIC2.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
UIC2.DE Martin Ratio Rank: 1111
Martin Ratio Rank

WEBA.DE
WEBA.DE Risk / Return Rank: 2525
Overall Rank
WEBA.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
WEBA.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
WEBA.DE Omega Ratio Rank: 2323
Omega Ratio Rank
WEBA.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
WEBA.DE Martin Ratio Rank: 2828
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.

UIC2.DE vs. WEBA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (UIC2.DE) and Amundi US Tech 100 Equal Weight UCITS ETF USD D (WEBA.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.


UIC2.DEWEBA.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.08

0.41

-0.49

Sortino ratio

Return per unit of downside risk

0.14

0.69

-0.54

Omega ratio

Gain probability vs. loss probability

1.02

1.10

-0.08

Calmar ratio

Return relative to maximum drawdown

-0.04

0.82

-0.86

Martin ratio

Return relative to average drawdown

-0.08

2.58

-2.66

UIC2.DE vs. WEBA.DE - Sharpe Ratio Comparison

The current UIC2.DE Sharpe Ratio is -0.08, which is lower than the WEBA.DE Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of UIC2.DE and WEBA.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.


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Sharpe Ratios by Period


UIC2.DEWEBA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

0.41

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

0.63

-0.89

Correlation

The correlation between UIC2.DE and WEBA.DE is 0.31, 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.


Dividends

UIC2.DE vs. WEBA.DE - Dividend Comparison

UIC2.DE has not paid dividends to shareholders, while WEBA.DE's dividend yield for the trailing twelve months is around 0.68%.


Drawdowns

UIC2.DE vs. WEBA.DE - Drawdown Comparison

The maximum UIC2.DE drawdown since its inception was -63.35%, which is greater than WEBA.DE's maximum drawdown of -25.46%. Use the drawdown chart below to compare losses from any high point for UIC2.DE and WEBA.DE.


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Drawdown Indicators


UIC2.DEWEBA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-63.35%

-25.46%

-37.89%

Max Drawdown (1Y)

Largest decline over 1 year

-30.64%

-14.08%

-16.56%

Max Drawdown (5Y)

Largest decline over 5 years

-63.26%

Current Drawdown

Current decline from peak

-40.42%

-6.82%

-33.60%

Average Drawdown

Average peak-to-trough decline

-42.17%

-4.52%

-37.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.06%

2.87%

+12.19%

Volatility

UIC2.DE vs. WEBA.DE - Volatility Comparison

UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (UIC2.DE) has a higher volatility of 6.81% compared to Amundi US Tech 100 Equal Weight UCITS ETF USD D (WEBA.DE) at 4.33%. This indicates that UIC2.DE's price experiences larger fluctuations and is considered to be riskier than WEBA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UIC2.DEWEBA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.81%

4.33%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

26.93%

9.67%

+17.26%

Volatility (1Y)

Calculated over the trailing 1-year period

35.21%

18.56%

+16.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.67%

16.61%

+21.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.66%

16.61%

+21.05%