USUP.DE vs. DBX5.DE

Last updated Jun 5, 2026

USUP.DE (UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) Acc) and DBX5.DE (Xtrackers MSCI Taiwan UCITS ETF 1C) are both Asia Pacific Equities funds - USUP.DE tracks the MSCI Pacific SRI Low Carbon Select 5% Issuer Capped while DBX5.DE tracks the MSCI Taiwan 20/35 Custom. Both are passively managed. Over the past 5 years, USUP.DE returned 4.92%/yr vs 22.99%/yr for DBX5.DE. At a 0.49 correlation, their price movements are largely independent. USUP.DE charges 0.28%/yr vs 0.65%/yr for DBX5.DE.

Performance

USUP.DE vs. DBX5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) Acc (USUP.DE) and Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, USUP.DE achieves a 9.01% return, which is significantly lower than DBX5.DE's 69.45% return.

USUP.DE

• 1D: -0.16%
• 1M: 4.19%
• YTD: 9.01%
• 6M: 9.62%
• 1Y: 13.62%
• 3Y*: 7.72%
• 5Y*: 4.92%
• 10Y*: —

DBX5.DE

• 1D: -1.95%
• 1M: 14.40%
• YTD: 69.45%
• 6M: 74.72%
• 1Y: 112.23%
• 3Y*: 40.65%
• 5Y*: 22.99%
• 10Y*: 22.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

USUP.DE vs. DBX5.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
USUP.DE UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) Acc	9.01%	4.91%	9.07%	10.08%	-14.14%	9.68%	13.38%
DBX5.DE Xtrackers MSCI Taiwan UCITS ETF 1C	69.45%	18.33%	31.08%	24.15%	-25.19%	37.79%	23.59%

Correlation

The correlation between USUP.DE and DBX5.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (All Time) Calculated using the full available price history since Jul 6, 2020	0.49

Return for Risk

USUP.DE vs. DBX5.DE — Risk / Return Rank

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

USUP.DE

USUP.DE Risk / Return Rank: 27
USUP.DE Sharpe Ratio Rank: 23
USUP.DE Sortino Ratio Rank: 24
USUP.DE Omega Ratio Rank: 24
USUP.DE Calmar Ratio Rank: 31
USUP.DE Martin Ratio Rank: 33

DBX5.DE

DBX5.DE Risk / Return Rank: 96
DBX5.DE Sharpe Ratio Rank: 97
DBX5.DE Sortino Ratio Rank: 96
DBX5.DE Omega Ratio Rank: 95
DBX5.DE Calmar Ratio Rank: 97
DBX5.DE Martin Ratio Rank: 96

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.

USUP.DE vs. DBX5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) Acc (USUP.DE) and Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.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.

	USUP.DE	DBX5.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.80	4.62	-3.81
Sortino ratio: Return per unit of downside risk	1.28	5.37	-4.09
Omega ratio: Gain probability vs. loss probability	1.15	1.74	-0.58
Calmar ratio: Return relative to maximum drawdown	1.52	12.09	-10.57
Martin ratio: Return relative to average drawdown	4.89	35.84	-30.95
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USUP.DE vs. DBX5.DE - Sharpe Ratio Comparison

The current USUP.DE Sharpe Ratio is 0.80, which is lower than the DBX5.DE Sharpe Ratio of 4.62. The chart below compares the historical Sharpe Ratios of USUP.DE and DBX5.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.

Sharpe Ratios by Period

	USUP.DE	DBX5.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.80	4.62	-3.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	1.05	-0.74
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.06	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.54	-0.11

Drawdowns

USUP.DE vs. DBX5.DE - Drawdown Comparison

The maximum USUP.DE drawdown since its inception was -19.61%, smaller than the maximum DBX5.DE drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for USUP.DE and DBX5.DE.

Drawdown Indicators

	USUP.DE	DBX5.DE	Difference
Max Drawdown Largest peak-to-trough decline	-19.61%	-55.28%	+35.67%
Max Drawdown (1Y) Largest decline over 1 year	-8.90%	-9.23%	+0.33%
Max Drawdown (3Y) Largest decline over 3 years	-17.36%	-30.81%	+13.45%
Max Drawdown (5Y) Largest decline over 5 years	-19.61%	-32.62%	+13.01%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.62%	—
Current Drawdown Current decline from peak	-0.16%	-1.97%	+1.81%
Average Drawdown Average peak-to-trough decline	-5.91%	-11.61%	+5.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	3.12%	-0.34%

Volatility

USUP.DE vs. DBX5.DE - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) Acc (USUP.DE) is 3.49%, while Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) has a volatility of 10.28%. This indicates that USUP.DE experiences smaller price fluctuations and is considered to be less risky than DBX5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USUP.DE	DBX5.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.49%	10.28%	-6.79%
Volatility (6M) Calculated over the trailing 6-month period	13.06%	19.59%	-6.53%
Volatility (1Y) Calculated over the trailing 1-year period	16.91%	24.18%	-7.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.51%	21.58%	-6.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.21%	20.55%	-5.34%

USUP.DE vs. DBX5.DE - Expense Ratio Comparison

USUP.DE has a 0.28% expense ratio, which is lower than DBX5.DE's 0.65% expense ratio.

Dividends

USUP.DE vs. DBX5.DE - Dividend Comparison

Neither USUP.DE nor DBX5.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both USUP.DE and DBX5.DE in my portfolio?

USUP.DE and DBX5.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, USUP.DE or DBX5.DE?

On fees, USUP.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, USUP.DE or DBX5.DE?

USUP.DE is cheaper with a 0.28% expense ratio, compared with 0.65% for DBX5.DE.

What is the main difference between USUP.DE and DBX5.DE?

USUP.DE tracks MSCI Pacific SRI Low Carbon Select 5% Issuer Capped, while DBX5.DE tracks MSCI Taiwan 20/35 Custom. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.28% for USUP.DE and 0.65% for DBX5.DE.