USCP.DE vs. UBUT.DE
USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) and UBUT.DE (UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - USCP.DE tracks the Shiller Barclays CAPE® US Sector Value while UBUT.DE tracks the MSCI USA Quality. Both are passively managed. Over the past 10 years, USCP.DE returned 13.23%/yr vs 15.97%/yr for UBUT.DE. Their correlation of 0.87 suggests significant overlap in exposure. USCP.DE charges 0.65%/yr vs 0.25%/yr for UBUT.DE.
Performance
USCP.DE vs. UBUT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, USCP.DE achieves a 1.13% return, which is significantly lower than UBUT.DE's 11.13% return. Over the past 10 years, USCP.DE has underperformed UBUT.DE with an annualized return of 13.23%, while UBUT.DE has yielded a comparatively higher 15.97% annualized return.
USCP.DE
- 1D
- 1.28%
- 1M
- 0.56%
- YTD
- 1.13%
- 6M
- 2.00%
- 1Y
- 5.12%
- 3Y*
- 9.33%
- 5Y*
- 9.75%
- 10Y*
- 13.23%
UBUT.DE
- 1D
- 0.48%
- 1M
- 6.45%
- YTD
- 11.13%
- 6M
- 11.84%
- 1Y
- 26.41%
- 3Y*
- 18.17%
- 5Y*
- 14.55%
- 10Y*
- 15.97%
USCP.DE vs. UBUT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 1.13% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | 33.98% | 0.41% | 5.39% |
UBUT.DE UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 11.13% | 4.89% | 28.17% | 31.45% | -19.44% | 39.51% | 10.45% | 41.33% | 0.89% | 9.85% |
Correlation
The correlation between USCP.DE and UBUT.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2015 | 0.87 |
Over the past year, the correlation between USCP.DE and UBUT.DE has dropped to 0.57 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
USCP.DE vs. UBUT.DE — Risk / Return Rank
USCP.DE
UBUT.DE
USCP.DE vs. UBUT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) and UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.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.
| USCP.DE | UBUT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.36 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 2.85 | -2.12 |
| Martin ratioReturn relative to average drawdown | 2.18 | 10.00 | -7.82 |
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
| USCP.DE | UBUT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 1.98 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.86 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.94 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.90 | -0.16 |
Drawdowns
USCP.DE vs. UBUT.DE - Drawdown Comparison
The maximum USCP.DE drawdown since its inception was -34.80%, which is greater than UBUT.DE's maximum drawdown of -30.47%. Use the drawdown chart below to compare losses from any high point for USCP.DE and UBUT.DE.
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Drawdown Indicators
| USCP.DE | UBUT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -30.47% | -4.33% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -9.23% | +2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -24.78% | +5.56% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -24.78% | +5.56% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | -30.47% | -4.33% |
Current DrawdownCurrent decline from peak | -7.42% | 0.00% | -7.42% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -5.04% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 2.63% | -0.29% |
Volatility
USCP.DE vs. UBUT.DE - Volatility Comparison
The current volatility for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) is 3.16%, while UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) has a volatility of 3.48%. This indicates that USCP.DE experiences smaller price fluctuations and is considered to be less risky than UBUT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USCP.DE | UBUT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.48% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 7.23% | 9.10% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.00% | 13.25% | -3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 16.79% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 16.94% | -0.83% |
USCP.DE vs. UBUT.DE - Expense Ratio Comparison
USCP.DE has a 0.65% expense ratio, which is higher than UBUT.DE's 0.25% expense ratio.
Dividends
USCP.DE vs. UBUT.DE - Dividend Comparison
USCP.DE has not paid dividends to shareholders, while UBUT.DE's dividend yield for the trailing twelve months is around 0.35%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
UBUT.DE UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 0.35% | 0.42% | 0.60% | 0.78% | 0.78% | 0.62% | 0.88% | 0.66% | 1.07% | 0.85% | 0.96% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
USCP.DE and UBUT.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UBUT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBUT.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for USCP.DE.
USCP.DE tracks Shiller Barclays CAPE® US Sector Value, while UBUT.DE tracks MSCI USA Quality. They also come from different issuers: Natixis and UBS. Their fees differ too: 0.65% for USCP.DE and 0.25% for UBUT.DE.
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