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UQAB.DE vs. SP2Q.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UQAB.DE vs. SP2Q.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 Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.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 9.39% return, which is significantly lower than SP2Q.DE's 14.88% return.


UQAB.DE

1D
0.00%
1M
2.38%
6M
8.44%
YTD
9.39%
1Y
18.32%
3Y*
17.53%
5Y*
10Y*

SP2Q.DE

1D
0.00%
1M
2.69%
6M
10.10%
YTD
14.88%
1Y
20.30%
3Y*
12.76%
5Y*
9.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UQAB.DE vs. SP2Q.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
UQAB.DE
iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Acc
9.39%2.75%33.33%26.71%-15.09%
SP2Q.DE
Invesco S&P 500 Equal Weight UCITS ETF Acc
14.88%-0.55%18.83%9.91%-6.57%

Correlation

The correlation between UQAB.DE and SP2Q.DE is 0.65, 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

0.65

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

0.71

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2022

0.78

The correlation between UQAB.DE and SP2Q.DE shifts across timeframes, from 0.65 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UQAB.DE vs. SP2Q.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: 5757
Overall Rank
UQAB.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
UQAB.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
UQAB.DE Omega Ratio Rank: 6060
Omega Ratio Rank
UQAB.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
UQAB.DE Martin Ratio Rank: 5151
Martin Ratio Rank

SP2Q.DE
SP2Q.DE Risk / Return Rank: 8282
Overall Rank
SP2Q.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SP2Q.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
SP2Q.DE Omega Ratio Rank: 7979
Omega Ratio Rank
SP2Q.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
SP2Q.DE Martin Ratio Rank: 8383
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. SP2Q.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 Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UQAB.DESP2Q.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.28

1.36

-0.08

Calmar ratioReturn relative to maximum drawdown

1.94

3.99

-2.05

Martin ratioReturn relative to average drawdown

6.53

12.33

-5.80

UQAB.DE vs. SP2Q.DE - Sharpe Ratio Comparison

The current UQAB.DE Sharpe Ratio is 1.56, which is comparable to the SP2Q.DE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of UQAB.DE and SP2Q.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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Drawdowns

UQAB.DE vs. SP2Q.DE - Drawdown Comparison

The maximum UQAB.DE drawdown since its inception was -23.20%, roughly equal to the maximum SP2Q.DE drawdown of -22.73%. Use the drawdown chart below to compare losses from any high point for UQAB.DE and SP2Q.DE.


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Drawdown Indicators


UQAB.DESP2Q.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.20%

-22.73%

-0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-5.11%

-4.37%

Max Drawdown (3Y)

Largest decline over 3 years

-23.20%

-22.73%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

Current Drawdown

Current decline from peak

0.00%

-0.26%

+0.26%

Average Drawdown

Average peak-to-trough decline

-5.12%

-5.10%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

1.65%

+1.16%

Volatility

UQAB.DE vs. SP2Q.DE - Volatility Comparison

iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Acc (UQAB.DE) has a higher volatility of 2.88% compared to Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.DE) at 2.73%. This indicates that UQAB.DE's price experiences larger fluctuations and is considered to be riskier than SP2Q.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.DESP2Q.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

2.73%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.45%

7.11%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

12.00%

10.54%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

14.95%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.48%

15.35%

+0.13%

UQAB.DE vs. SP2Q.DE - Expense Ratio Comparison

UQAB.DE has a 0.07% expense ratio, which is lower than SP2Q.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. SP2Q.DE - Dividend Comparison

Neither UQAB.DE nor SP2Q.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UQAB.DE and SP2Q.DE have a correlation of 0.65, 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 SP2Q.DE.

UQAB.DE tracks S&P 500® Paris-Aligned Climate Sustainability Screened, while SP2Q.DE tracks S&P 500® Equal Weight. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for UQAB.DE and 0.20% for SP2Q.DE.

Portfolio Optimizer

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