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4UBH.DE vs. IS3S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4UBH.DE vs. IS3S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) Acc (4UBH.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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, 4UBH.DE achieves a 9.92% return, which is significantly lower than IS3S.DE's 35.27% return.


4UBH.DE

1D
0.19%
1M
4.60%
YTD
9.92%
6M
10.00%
1Y
17.98%
3Y*
14.49%
5Y*
10.81%
10Y*

IS3S.DE

1D
-0.83%
1M
11.04%
YTD
35.27%
6M
38.20%
1Y
63.38%
3Y*
26.82%
5Y*
17.35%
10Y*
12.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

4UBH.DE vs. IS3S.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
4UBH.DE
UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) Acc
9.92%1.56%23.21%25.08%-20.30%31.51%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
35.27%25.13%11.36%15.62%-4.81%17.38%

Correlation

The correlation between 4UBH.DE and IS3S.DE is 0.77, 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

0.77

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

0.76

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

0.79

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2021

0.78

The correlation between 4UBH.DE and IS3S.DE has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.

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Return for Risk

4UBH.DE vs. IS3S.DE — Risk / Return Rank

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

4UBH.DE
4UBH.DE Risk / Return Rank: 4141
Overall Rank
4UBH.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
4UBH.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
4UBH.DE Omega Ratio Rank: 4141
Omega Ratio Rank
4UBH.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
4UBH.DE Martin Ratio Rank: 4141
Martin Ratio Rank

IS3S.DE
IS3S.DE Risk / Return Rank: 9797
Overall Rank
IS3S.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IS3S.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IS3S.DE Omega Ratio Rank: 9696
Omega Ratio Rank
IS3S.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IS3S.DE Martin Ratio Rank: 9696
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.

4UBH.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) Acc (4UBH.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.


4UBH.DEIS3S.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.10

Sortino ratioReturn per unit of downside risk

-4.05

Omega ratioGain probability vs. loss probability

1.26

1.83

-0.57

Calmar ratioReturn relative to maximum drawdown

1.85

10.36

-8.50

Martin ratioReturn relative to average drawdown

6.41

39.01

-32.60

4UBH.DE vs. IS3S.DE - Sharpe Ratio Comparison

The current 4UBH.DE Sharpe Ratio is 1.43, which is lower than the IS3S.DE Sharpe Ratio of 4.53. The chart below compares the historical Sharpe Ratios of 4UBH.DE and IS3S.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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Sharpe Ratios by Period


4UBH.DEIS3S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

4.53

-3.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

1.24

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.68

+0.09

Drawdowns

4UBH.DE vs. IS3S.DE - Drawdown Comparison

The maximum 4UBH.DE drawdown since its inception was -23.65%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for 4UBH.DE and IS3S.DE.


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Drawdown Indicators


4UBH.DEIS3S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.65%

-35.18%

+11.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-6.09%

-3.52%

Max Drawdown (3Y)

Largest decline over 3 years

-22.46%

-17.80%

-4.66%

Max Drawdown (5Y)

Largest decline over 5 years

-23.65%

-17.80%

-5.85%

Max Drawdown (10Y)

Largest decline over 10 years

-35.18%

Current Drawdown

Current decline from peak

0.00%

-0.83%

+0.83%

Average Drawdown

Average peak-to-trough decline

-6.97%

-5.82%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

1.62%

+1.17%

Volatility

4UBH.DE vs. IS3S.DE - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) Acc (4UBH.DE) is 3.03%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that 4UBH.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


4UBH.DEIS3S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

5.62%

-2.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

11.32%

-2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

12.45%

13.93%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

13.85%

+1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.20%

15.76%

-0.56%

4UBH.DE vs. IS3S.DE - Expense Ratio Comparison

4UBH.DE has a 0.19% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.


Dividends

4UBH.DE vs. IS3S.DE - Dividend Comparison

Neither 4UBH.DE nor IS3S.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


4UBH.DE and IS3S.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 4UBH.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

4UBH.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for IS3S.DE.

4UBH.DE tracks MSCI World SRI Low Carbon Select 5% Issuer Capped, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: UBS and iShares. Their fees differ too: 0.19% for 4UBH.DE and 0.30% for IS3S.DE.

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