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3SUR.DE vs. UIMP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3SUR.DE vs. UIMP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) (3SUR.DE) and UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 3SUR.DE achieves a 13.80% return, which is significantly lower than UIMP.DE's 16.86% return.


3SUR.DE

1D
0.54%
1M
1.52%
6M
14.74%
YTD
13.80%
1Y
18.83%
3Y*
13.80%
5Y*
8.24%
10Y*

UIMP.DE

1D
0.45%
1M
1.61%
6M
17.98%
YTD
16.86%
1Y
25.12%
3Y*
15.93%
5Y*
11.54%
10Y*
14.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

3SUR.DE vs. UIMP.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
3SUR.DE
iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist)
13.80%9.40%11.63%20.98%-22.39%31.13%22.49%28.86%-9.69%
UIMP.DE
UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis
16.86%-1.33%25.94%27.84%-21.40%43.23%10.69%33.09%-6.43%

Correlation

The correlation between 3SUR.DE and UIMP.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

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

0.83

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

0.87

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2018

0.87

The correlation between 3SUR.DE and UIMP.DE has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.

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Return for Risk

3SUR.DE vs. UIMP.DE — Risk / Return Rank

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

3SUR.DE
3SUR.DE Risk / Return Rank: 5050
Overall Rank
3SUR.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
3SUR.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
3SUR.DE Omega Ratio Rank: 4545
Omega Ratio Rank
3SUR.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
3SUR.DE Martin Ratio Rank: 5454
Martin Ratio Rank

UIMP.DE
UIMP.DE Risk / Return Rank: 6565
Overall Rank
UIMP.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UIMP.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
UIMP.DE Omega Ratio Rank: 6464
Omega Ratio Rank
UIMP.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
UIMP.DE Martin Ratio Rank: 5959
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.

3SUR.DE vs. UIMP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) (3SUR.DE) and UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.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.


3SUR.DEUIMP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.25

1.32

-0.07

Calmar ratioReturn relative to maximum drawdown

2.12

2.65

-0.54

Martin ratioReturn relative to average drawdown

7.81

8.55

-0.74

3SUR.DE vs. UIMP.DE - Sharpe Ratio Comparison

The current 3SUR.DE Sharpe Ratio is 1.40, which is comparable to the UIMP.DE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of 3SUR.DE and UIMP.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

3SUR.DE vs. UIMP.DE - Drawdown Comparison

The maximum 3SUR.DE drawdown since its inception was -33.43%, roughly equal to the maximum UIMP.DE drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for 3SUR.DE and UIMP.DE.


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Drawdown Indicators


3SUR.DEUIMP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.43%

-33.37%

-0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.85%

-9.42%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-20.15%

-24.74%

+4.59%

Max Drawdown (5Y)

Largest decline over 5 years

-27.69%

-24.74%

-2.95%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-0.84%

-1.54%

+0.70%

Average Drawdown

Average peak-to-trough decline

-6.48%

-8.05%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.93%

-0.53%

Volatility

3SUR.DE vs. UIMP.DE - Volatility Comparison

iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) (3SUR.DE) and UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) have volatilities of 4.81% and 4.66%, 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


3SUR.DEUIMP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

4.66%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

10.22%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

13.43%

13.86%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.51%

16.62%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

16.86%

+0.92%

3SUR.DE vs. UIMP.DE - Expense Ratio Comparison

3SUR.DE has a 0.23% expense ratio, which is higher than UIMP.DE's 0.22% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

3SUR.DE vs. UIMP.DE - Dividend Comparison

3SUR.DE's dividend yield for the trailing twelve months is around 0.88%, more than UIMP.DE's 0.41% yield.


PositionTTM20252024202320222021202020192018201720162015
3SUR.DE
iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist)
0.88%0.91%1.11%1.24%1.42%0.94%0.95%1.19%0.60%0.00%0.00%0.00%
UIMP.DE
UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis
0.41%0.82%0.70%0.75%0.92%0.62%0.90%0.97%1.03%1.25%1.26%1.25%

Frequently Asked Questions


3SUR.DE and UIMP.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UIMP.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UIMP.DE is cheaper with a 0.22% expense ratio, compared with 0.23% for 3SUR.DE.

3SUR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels (EUR Hedged) Index, while UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: iShares and UBS. Their fees differ too: 0.23% for 3SUR.DE and 0.22% for UIMP.DE.

Portfolio Optimizer

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