UIQK.DE vs. UIQ4.DE
UIQK.DE (UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc) and UIQ4.DE (UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc) are both exchange-traded funds - UIQK.DE is a Commodities fund tracking the UBS CMCI, while UIQ4.DE is a Derivative Income fund tracking the Euro Equity Defensive Put Write Index. Both are passively managed. At a correlation of -0.14, they often move in opposite directions. UIQK.DE charges 0.34%/yr vs 0.21%/yr for UIQ4.DE.
Performance
UIQK.DE vs. UIQ4.DE - Performance Comparison
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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 UIQ4.DE's 3.01% 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%
UIQ4.DE
- 1D
- 0.18%
- 1M
- 2.17%
- YTD
- 3.01%
- 6M
- 3.58%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UIQK.DE vs. UIQ4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UIQK.DE UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | 22.10% | 4.10% |
UIQ4.DE UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc | 3.01% | 6.38% |
Correlation
The correlation between UIQK.DE and UIQ4.DE is -0.14, 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 (All Time) Calculated using the full available price history since Jun 11, 2025 | -0.14 |
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Return for Risk
UIQK.DE vs. UIQ4.DE — Risk / Return Rank
UIQK.DE
UIQ4.DE
UIQK.DE vs. UIQ4.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 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.
| UIQK.DE | UIQ4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.31 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | — | — |
| Martin ratioReturn relative to average drawdown | 3.75 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UIQK.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
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 | 1.27 | -0.99 |
Drawdowns
UIQK.DE vs. UIQ4.DE - Drawdown Comparison
The maximum UIQK.DE drawdown since its inception was -40.58%, 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 UIQK.DE and UIQ4.DE.
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Drawdown Indicators
| UIQK.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.58% | -3.90% | -36.68% |
Max Drawdown (1Y)Largest decline over 1 year | -15.84% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -15.84% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.37% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.72% | — | — |
Current DrawdownCurrent decline from peak | -3.23% | -0.25% | -2.98% |
Average DrawdownAverage peak-to-trough decline | -14.71% | -0.87% | -13.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | — | — |
Volatility
UIQK.DE vs. UIQ4.DE - Volatility Comparison
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Volatility by Period
| UIQK.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.76% | 7.67% | +18.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 7.67% | +10.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 7.67% | +8.23% |
UIQK.DE vs. UIQ4.DE - Expense Ratio Comparison
UIQK.DE has a 0.34% expense ratio, which is higher than UIQ4.DE's 0.21% expense ratio.
Dividends
UIQK.DE vs. UIQ4.DE - Dividend Comparison
Neither UIQK.DE nor UIQ4.DE has paid dividends to shareholders.
Frequently Asked Questions
UIQK.DE and UIQ4.DE have a correlation of -0.14, 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 UIQK.DE.
UIQK.DE is categorized as Commodities, while UIQ4.DE is Derivative Income. UIQK.DE tracks UBS CMCI, while UIQ4.DE tracks Euro Equity Defensive Put Write Index. Their fees differ too: 0.34% for UIQK.DE and 0.21% for UIQ4.DE.
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