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VOO vs. UBUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOO vs. UBUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) and UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VOO is traded in USD, while UBUS.DE is traded in EUR. To make them comparable, the UBUS.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VOO achieves a 10.99% return, which is significantly higher than UBUS.DE's 7.92% return. Over the past 10 years, VOO has outperformed UBUS.DE with an annualized return of 15.72%, while UBUS.DE has yielded a comparatively lower 12.01% annualized return.


VOO

1D
1.74%
1M
2.12%
YTD
10.99%
6M
11.51%
1Y
27.95%
3Y*
21.25%
5Y*
13.93%
10Y*
15.72%

UBUS.DE

1D
1.11%
1M
3.92%
YTD
7.92%
6M
8.09%
1Y
20.46%
3Y*
12.64%
5Y*
8.79%
10Y*
12.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOO vs. UBUS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOO
Vanguard S&P 500 ETF
10.99%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%
UBUS.DE
UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis
7.92%13.34%7.45%15.93%-8.25%30.38%5.59%30.75%-8.76%20.75%

Correlation

The correlation between VOO and UBUS.DE is 0.51, 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

0.51

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

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2015

0.41

The correlation between VOO and UBUS.DE shifts across timeframes, from 0.40 (10 years) to 0.51 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VOO vs. UBUS.DE — Risk / Return Rank

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

VOO
VOO Risk / Return Rank: 7878
Overall Rank
VOO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7878
Sortino Ratio Rank
VOO Omega Ratio Rank: 7979
Omega Ratio Rank
VOO Calmar Ratio Rank: 6969
Calmar Ratio Rank
VOO Martin Ratio Rank: 8181
Martin Ratio Rank

UBUS.DE
UBUS.DE Risk / Return Rank: 5656
Overall Rank
UBUS.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
UBUS.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
UBUS.DE Omega Ratio Rank: 4848
Omega Ratio Rank
UBUS.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
UBUS.DE Martin Ratio Rank: 6161
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.

VOO vs. UBUS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.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.


VOOUBUS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.42

1.29

+0.12

Calmar ratioReturn relative to maximum drawdown

3.15

2.49

+0.66

Martin ratioReturn relative to average drawdown

14.25

8.73

+5.53

VOO vs. UBUS.DE - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 2.28, which is higher than the UBUS.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of VOO and UBUS.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

VOO vs. UBUS.DE - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, which is greater than UBUS.DE's maximum drawdown of -31.43%. Use the drawdown chart below to compare losses from any high point for VOO and UBUS.DE.


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Drawdown Indicators


VOOUBUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-31.43%

-2.56%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-8.17%

-0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-18.75%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-19.31%

-5.21%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

-31.43%

-2.56%

Current Drawdown

Current decline from peak

-0.63%

0.00%

-0.63%

Average Drawdown

Average peak-to-trough decline

-3.68%

-4.58%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.34%

-0.37%

Volatility

VOO vs. UBUS.DE - Volatility Comparison

Vanguard S&P 500 ETF (VOO) has a higher volatility of 4.61% compared to UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) at 2.64%. This indicates that VOO's price experiences larger fluctuations and is considered to be riskier than UBUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOUBUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

2.64%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

8.36%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.34%

12.02%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

15.44%

+1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

16.33%

+1.72%

VOO vs. UBUS.DE - Expense Ratio Comparison

VOO has a 0.03% expense ratio, which is lower than UBUS.DE's 0.25% 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

VOO vs. UBUS.DE - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.03%, less than UBUS.DE's 1.13% yield.


PositionTTM20252024202320222021202020192018201720162015
UBUS.DE
UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis
1.13%1.24%0.67%1.52%1.62%1.56%1.89%1.30%1.93%1.60%1.41%0.00%
VOO
Vanguard S&P 500 ETF
1.03%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


VOO and UBUS.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOO is cheaper with a 0.03% expense ratio, compared with 0.25% for UBUS.DE.

VOO is categorized as S&P 500, while UBUS.DE is Large Cap Value Equities. VOO tracks S&P 500 Index, while UBUS.DE tracks MSCI USA Prime Value. They also come from different issuers: Vanguard and UBS. Their fees differ too: 0.03% for VOO and 0.25% for UBUS.DE.

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