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UIQK.DE vs. 4UBF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIQK.DE vs. 4UBF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) and UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.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, UIQK.DE achieves a 22.10% return, which is significantly higher than 4UBF.DE's 0.73% return.


UIQK.DE

1D
-1.26%
1M
-0.77%
YTD
22.10%
6M
23.08%
1Y
28.80%
3Y*
10.29%
5Y*
12.61%
10Y*
8.63%

4UBF.DE

1D
0.12%
1M
0.81%
YTD
0.73%
6M
0.31%
1Y
2.01%
3Y*
4.95%
5Y*
-0.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIQK.DE vs. 4UBF.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UIQK.DE
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
22.10%-1.67%10.72%-4.23%22.43%24.26%
4UBF.DE
UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc
0.73%3.23%4.51%8.22%-15.67%-0.28%

Correlation

The correlation between UIQK.DE and 4UBF.DE is -0.31, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.31

Correlation (3Y)
Calculated over the trailing 3-year period

-0.15

Correlation (5Y)
Calculated over the trailing 5-year period

-0.11

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2021

-0.11

Over the past year, the inverse relationship between UIQK.DE and 4UBF.DE has strengthened: their correlation has moved from -0.11 to -0.31, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

UIQK.DE vs. 4UBF.DE — Risk / Return Rank

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

UIQK.DE
UIQK.DE Risk / Return Rank: 3636
Overall Rank
UIQK.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
UIQK.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
UIQK.DE Omega Ratio Rank: 5151
Omega Ratio Rank
UIQK.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
UIQK.DE Martin Ratio Rank: 2727
Martin Ratio Rank

4UBF.DE
4UBF.DE Risk / Return Rank: 1818
Overall Rank
4UBF.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
4UBF.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
4UBF.DE Omega Ratio Rank: 1717
Omega Ratio Rank
4UBF.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
4UBF.DE Martin Ratio Rank: 2020
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.

UIQK.DE vs. 4UBF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) and UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.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.


UIQK.DE4UBF.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.31

1.10

+0.21

Calmar ratioReturn relative to maximum drawdown

1.81

0.69

+1.12

Martin ratioReturn relative to average drawdown

3.75

2.30

+1.45

UIQK.DE vs. 4UBF.DE - Sharpe Ratio Comparison

The current UIQK.DE Sharpe Ratio is 1.11, which is higher than the 4UBF.DE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of UIQK.DE and 4UBF.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UIQK.DE4UBF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.55

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

-0.04

+0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

-0.04

+0.32

Drawdowns

UIQK.DE vs. 4UBF.DE - Drawdown Comparison

The maximum UIQK.DE drawdown since its inception was -40.58%, which is greater than 4UBF.DE's maximum drawdown of -19.99%. Use the drawdown chart below to compare losses from any high point for UIQK.DE and 4UBF.DE.


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Drawdown Indicators


UIQK.DE4UBF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.58%

-19.99%

-20.59%

Max Drawdown (1Y)

Largest decline over 1 year

-15.84%

-2.88%

-12.96%

Max Drawdown (3Y)

Largest decline over 3 years

-15.84%

-2.88%

-12.96%

Max Drawdown (5Y)

Largest decline over 5 years

-17.37%

-19.99%

+2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-30.72%

Current Drawdown

Current decline from peak

-3.23%

-2.81%

-0.42%

Average Drawdown

Average peak-to-trough decline

-14.71%

-8.54%

-6.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.66%

0.87%

+6.79%

Volatility

UIQK.DE vs. 4UBF.DE - Volatility Comparison

UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) has a higher volatility of 5.01% compared to UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.DE) at 1.25%. This indicates that UIQK.DE's price experiences larger fluctuations and is considered to be riskier than 4UBF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UIQK.DE4UBF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

1.25%

+3.76%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

3.11%

+8.94%

Volatility (1Y)

Calculated over the trailing 1-year period

25.76%

3.67%

+22.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.74%

5.08%

+12.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

5.02%

+10.88%

UIQK.DE vs. 4UBF.DE - Expense Ratio Comparison

UIQK.DE has a 0.34% expense ratio, which is higher than 4UBF.DE's 0.13% expense ratio.


Dividends

UIQK.DE vs. 4UBF.DE - Dividend Comparison

Neither UIQK.DE nor 4UBF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UIQK.DE and 4UBF.DE have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 4UBF.DE is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

4UBF.DE is cheaper with a 0.13% expense ratio, compared with 0.34% for UIQK.DE.

UIQK.DE is categorized as Commodities, while 4UBF.DE is European Corporate Bonds. UIQK.DE tracks UBS CMCI, while 4UBF.DE tracks Bloomberg MSCI Euro Area Liquid Corporates Sustainable. Their fees differ too: 0.34% for UIQK.DE and 0.13% for 4UBF.DE.

Portfolio Optimizer

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