As I wasted lots of time finding a REAL regex for URLs and resulted in building it on my own, I now have found one, that seems to work for all kinds of urls:

<?php
    $regex = "((https?|ftp)\:\/\/)?"; // SCHEME
    $regex .= "([a-z0-9+!*(),;?&=\$_.-]+(\:[a-z0-9+!*(),;?&=\$_.-]+)?@)?"; // User and Pass
    $regex .= "([a-z0-9-.]*)\.([a-z]{2,3})"; // Host or IP
    $regex .= "(\:[0-9]{2,5})?"; // Port
    $regex .= "(\/([a-z0-9+\$_-]\.?)+)*\/?"; // Path
    $regex .= "(\?[a-z+&\$_.-][a-z0-9;:@&%=+\/\$_.-]*)?"; // GET Query
    $regex .= "(#[a-z_.-][a-z0-9+\$_.-]*)?"; // Anchor
?>

Then, the correct way to check against the regex ist as follows:

<?php
       if(preg_match("/^$regex$/", $url))
       {
               return true;
       }
?>