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UIQ1.DE vs. UIQ4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIQ1.DE vs. UIQ4.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 (EUR Hedged) Acc (UIQ1.DE) and UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.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, UIQ1.DE achieves a 22.64% return, which is significantly higher than UIQ4.DE's 3.01% return.


UIQ1.DE

1D
-1.00%
1M
0.39%
YTD
22.64%
6M
26.02%
1Y
39.84%
3Y*
15.74%
5Y*
10.90%
10Y*

UIQ4.DE

1D
0.18%
1M
2.17%
YTD
3.01%
6M
3.58%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIQ1.DE vs. UIQ4.DE - Yearly Performance Comparison


Correlation

The correlation between UIQ1.DE and UIQ4.DE is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 11, 2025

-0.10

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Return for Risk

UIQ1.DE vs. UIQ4.DE — Risk / Return Rank

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

UIQ1.DE
UIQ1.DE Risk / Return Rank: 8383
Overall Rank
UIQ1.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
UIQ1.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
UIQ1.DE Omega Ratio Rank: 8080
Omega Ratio Rank
UIQ1.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
UIQ1.DE Martin Ratio Rank: 8484
Martin Ratio Rank

UIQ4.DE
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.

UIQ1.DE vs. UIQ4.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 (EUR Hedged) Acc (UIQ1.DE) and UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.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.


UIQ1.DEUIQ4.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.47

Calmar ratioReturn relative to maximum drawdown

5.99

Martin ratioReturn relative to average drawdown

16.75

UIQ1.DE vs. UIQ4.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


UIQ1.DEUIQ4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.27

-0.76

Drawdowns

UIQ1.DE vs. UIQ4.DE - Drawdown Comparison

The maximum UIQ1.DE drawdown since its inception was -39.99%, which is greater than UIQ4.DE's maximum drawdown of -3.90%. Use the drawdown chart below to compare losses from any high point for UIQ1.DE and UIQ4.DE.


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Drawdown Indicators


UIQ1.DEUIQ4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.99%

-3.90%

-36.09%

Max Drawdown (1Y)

Largest decline over 1 year

-6.62%

Max Drawdown (3Y)

Largest decline over 3 years

-13.55%

Max Drawdown (5Y)

Largest decline over 5 years

-30.51%

Current Drawdown

Current decline from peak

-2.05%

-0.25%

-1.80%

Average Drawdown

Average peak-to-trough decline

-15.09%

-0.87%

-14.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

Volatility

UIQ1.DE vs. UIQ4.DE - Volatility Comparison


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Volatility by Period


UIQ1.DEUIQ4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

Volatility (1Y)

Calculated over the trailing 1-year period

15.03%

7.67%

+7.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.19%

7.67%

+10.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.45%

7.67%

+9.78%

UIQ1.DE vs. UIQ4.DE - Expense Ratio Comparison

UIQ1.DE has a 0.34% expense ratio, which is higher than UIQ4.DE's 0.21% expense ratio.


Dividends

UIQ1.DE vs. UIQ4.DE - Dividend Comparison

Neither UIQ1.DE nor UIQ4.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UIQ1.DE and UIQ4.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UIQ4.DE is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UIQ4.DE is cheaper with a 0.21% expense ratio, compared with 0.34% for UIQ1.DE.

UIQ1.DE is categorized as Commodities, while UIQ4.DE is Derivative Income. UIQ1.DE tracks UBS CMCI Ex Agriculture Ex Livestock Capped (EUR Hedged), while UIQ4.DE tracks Euro Equity Defensive Put Write Index. Their fees differ too: 0.34% for UIQ1.DE and 0.21% for UIQ4.DE.

Portfolio Optimizer

Find the right allocation for UIQ1.DE and UIQ4.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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