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UQAB.DE vs. IBCK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UQAB.DE vs. IBCK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Acc (UQAB.DE) and iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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, UQAB.DE achieves a 7.73% return, which is significantly higher than IBCK.DE's 5.14% return.


UQAB.DE

1D
0.35%
1M
4.70%
YTD
7.73%
6M
7.28%
1Y
19.88%
3Y*
17.31%
5Y*
10Y*

IBCK.DE

1D
0.27%
1M
4.61%
YTD
5.14%
6M
5.32%
1Y
9.77%
3Y*
10.94%
5Y*
9.91%
10Y*
10.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UQAB.DE vs. IBCK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
UQAB.DE
iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Acc
7.73%2.75%33.33%26.71%-14.98%
IBCK.DE
iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)
5.14%-0.69%25.61%6.20%-4.91%

Correlation

The correlation between UQAB.DE and IBCK.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.79

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2022

0.81

The correlation between UQAB.DE and IBCK.DE has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

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Return for Risk

UQAB.DE vs. IBCK.DE — Risk / Return Rank

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

UQAB.DE
UQAB.DE Risk / Return Rank: 4747
Overall Rank
UQAB.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
UQAB.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
UQAB.DE Omega Ratio Rank: 5151
Omega Ratio Rank
UQAB.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
UQAB.DE Martin Ratio Rank: 4444
Martin Ratio Rank

IBCK.DE
IBCK.DE Risk / Return Rank: 3232
Overall Rank
IBCK.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IBCK.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
IBCK.DE Omega Ratio Rank: 2929
Omega Ratio Rank
IBCK.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
IBCK.DE Martin Ratio Rank: 3535
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.

UQAB.DE vs. IBCK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Acc (UQAB.DE) and iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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.


UQAB.DEIBCK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.31

1.19

+0.12

Calmar ratioReturn relative to maximum drawdown

2.10

1.83

+0.27

Martin ratioReturn relative to average drawdown

7.07

5.31

+1.76

UQAB.DE vs. IBCK.DE - Sharpe Ratio Comparison

The current UQAB.DE Sharpe Ratio is 1.70, which is higher than the IBCK.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of UQAB.DE and IBCK.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


UQAB.DEIBCK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.07

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.88

-0.14

Drawdowns

UQAB.DE vs. IBCK.DE - Drawdown Comparison

The maximum UQAB.DE drawdown since its inception was -23.20%, smaller than the maximum IBCK.DE drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for UQAB.DE and IBCK.DE.


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Drawdown Indicators


UQAB.DEIBCK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.20%

-33.11%

+9.91%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-5.08%

-4.40%

Max Drawdown (3Y)

Largest decline over 3 years

-23.20%

-17.55%

-5.65%

Max Drawdown (5Y)

Largest decline over 5 years

-17.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.11%

Current Drawdown

Current decline from peak

-0.34%

-0.47%

+0.13%

Average Drawdown

Average peak-to-trough decline

-5.24%

-4.50%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

1.75%

+1.07%

Volatility

UQAB.DE vs. IBCK.DE - Volatility Comparison

iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Acc (UQAB.DE) has a higher volatility of 2.72% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) at 2.26%. This indicates that UQAB.DE's price experiences larger fluctuations and is considered to be riskier than IBCK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UQAB.DEIBCK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

2.26%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

7.96%

5.71%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

11.68%

8.73%

+2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.55%

12.37%

+3.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

14.02%

+1.53%

UQAB.DE vs. IBCK.DE - Expense Ratio Comparison

UQAB.DE has a 0.07% expense ratio, which is lower than IBCK.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

UQAB.DE vs. IBCK.DE - Dividend Comparison

Neither UQAB.DE nor IBCK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UQAB.DE and IBCK.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UQAB.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UQAB.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for IBCK.DE.

UQAB.DE tracks S&P 500® Paris-Aligned Climate Sustainability Screened, while IBCK.DE tracks S&P 500 Minimum Volatility. Their fees differ too: 0.07% for UQAB.DE and 0.20% for IBCK.DE.

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