PortfoliosLab logoPortfoliosLab logo
UIQ4.DE vs. FSCO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UIQ4.DE vs. FSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.DE) and FS Credit Opportunities Corp. (FSCO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

UIQ4.DE vs. FSCO - Yearly Performance Comparison


Different Trading Currencies

UIQ4.DE is traded in EUR, while FSCO is traded in USD. To make them comparable, the FSCO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UIQ4.DE achieves a -1.06% return, which is significantly higher than FSCO's -14.97% return.


UIQ4.DE

1D
0.46%
1M
-2.28%
YTD
-1.06%
6M
1.91%
1Y
3Y*
5Y*
10Y*

FSCO

1D
-0.09%
1M
5.89%
YTD
-14.97%
6M
-20.03%
1Y
-23.59%
3Y*
15.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

UIQ4.DE vs. FSCO — Risk / Return Rank

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

UIQ4.DE

FSCO
FSCO Risk / Return Rank: 1818
Overall Rank
FSCO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FSCO Sortino Ratio Rank: 1818
Sortino Ratio Rank
FSCO Omega Ratio Rank: 1616
Omega Ratio Rank
FSCO Calmar Ratio Rank: 2626
Calmar Ratio Rank
FSCO Martin Ratio Rank: 1313
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.

UIQ4.DE vs. FSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.DE) and FS Credit Opportunities Corp. (FSCO). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

UIQ4.DE vs. FSCO - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


UIQ4.DEFSCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.47

+0.44

Correlation

The correlation between UIQ4.DE and FSCO is 0.12, 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

UIQ4.DE vs. FSCO - Dividend Comparison

UIQ4.DE has not paid dividends to shareholders, while FSCO's dividend yield for the trailing twelve months is around 15.64%.


TTM2025202420232022
UIQ4.DE
UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%
FSCO
FS Credit Opportunities Corp.
15.64%12.65%10.47%11.26%1.95%

Drawdowns

UIQ4.DE vs. FSCO - Drawdown Comparison

The maximum UIQ4.DE drawdown since its inception was -3.90%, smaller than the maximum FSCO drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for UIQ4.DE and FSCO.


Loading graphics...

Drawdown Indicators


UIQ4.DEFSCODifference

Max Drawdown

Largest peak-to-trough decline

-3.90%

-35.53%

+31.63%

Max Drawdown (1Y)

Largest decline over 1 year

-35.53%

Current Drawdown

Current decline from peak

-2.68%

-26.92%

+24.24%

Average Drawdown

Average peak-to-trough decline

-0.88%

-6.86%

+5.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.06%

Volatility

UIQ4.DE vs. FSCO - Volatility Comparison


Loading graphics...

Volatility by Period


UIQ4.DEFSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.36%

Volatility (6M)

Calculated over the trailing 6-month period

25.25%

Volatility (1Y)

Calculated over the trailing 1-year period

7.15%

32.48%

-25.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.15%

29.08%

-21.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.15%

29.08%

-21.93%