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WEBG.DE vs. 4UBH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WEBG.DE vs. 4UBH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) and UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) Acc (4UBH.DE). The values are adjusted to include any dividend payments, if applicable.

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WEBG.DE vs. 4UBH.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, WEBG.DE achieves a -0.36% return, which is significantly higher than 4UBH.DE's -3.87% return.


WEBG.DE

1D
2.27%
1M
-3.42%
YTD
-0.36%
6M
2.93%
1Y
14.09%
3Y*
5Y*
10Y*

4UBH.DE

1D
2.12%
1M
-2.96%
YTD
-3.87%
6M
-1.94%
1Y
5.92%
3Y*
11.55%
5Y*
8.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WEBG.DE vs. 4UBH.DE - Expense Ratio Comparison

WEBG.DE has a 0.07% expense ratio, which is lower than 4UBH.DE's 0.19% 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%.


Return for Risk

WEBG.DE vs. 4UBH.DE — Risk / Return Rank

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

WEBG.DE

4UBH.DE
4UBH.DE Risk / Return Rank: 2626
Overall Rank
4UBH.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
4UBH.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
4UBH.DE Omega Ratio Rank: 2020
Omega Ratio Rank
4UBH.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
4UBH.DE Martin Ratio Rank: 3434
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.

WEBG.DE vs. 4UBH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) and UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) Acc (4UBH.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.


WEBG.DE4UBH.DEDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.36

+0.52

Sortino ratio

Return per unit of downside risk

1.25

0.60

+0.65

Omega ratio

Gain probability vs. loss probability

1.19

1.08

+0.11

Calmar ratio

Return relative to maximum drawdown

1.57

1.13

+0.45

Martin ratio

Return relative to average drawdown

7.22

3.92

+3.30

WEBG.DE vs. 4UBH.DE - Sharpe Ratio Comparison

The current WEBG.DE Sharpe Ratio is 0.88, which is higher than the 4UBH.DE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of WEBG.DE and 4UBH.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WEBG.DE4UBH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.36

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.61

+0.24

Correlation

The correlation between WEBG.DE and 4UBH.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WEBG.DE vs. 4UBH.DE - Dividend Comparison

Neither WEBG.DE nor 4UBH.DE has paid dividends to shareholders.


Drawdowns

WEBG.DE vs. 4UBH.DE - Drawdown Comparison

The maximum WEBG.DE drawdown since its inception was -21.31%, smaller than the maximum 4UBH.DE drawdown of -23.65%. Use the drawdown chart below to compare losses from any high point for WEBG.DE and 4UBH.DE.


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Volatility

WEBG.DE vs. 4UBH.DE - Volatility Comparison

Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) and UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) Acc (4UBH.DE) have volatilities of 4.65% and 4.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WEBG.DE4UBH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

4.44%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

9.14%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

16.24%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

15.25%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.31%

15.24%

-0.93%