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4UBI.DE vs. 36B6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4UBI.DE vs. 36B6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) and iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with 4UBI.DE having a 14.39% return and 36B6.DE slightly higher at 14.86%.


4UBI.DE

1D
-0.66%
1M
8.11%
YTD
14.39%
6M
13.96%
1Y
23.75%
3Y*
16.69%
5Y*
12.60%
10Y*

36B6.DE

1D
0.12%
1M
6.46%
YTD
14.86%
6M
15.23%
1Y
22.43%
3Y*
14.59%
5Y*
12.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

4UBI.DE vs. 36B6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
4UBI.DE
UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc
14.39%-1.05%26.19%28.05%-21.21%43.58%18.50%
36B6.DE
iShares MSCI USA SRI UCITS ETF USD Dist
14.86%-0.74%20.34%20.20%-14.25%43.41%19.86%

Correlation

The correlation between 4UBI.DE and 36B6.DE is 0.94, 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

0.94

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

0.95

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

0.97

Correlation (All Time)
Calculated using the full available price history since May 7, 2020

0.97

The correlation between 4UBI.DE and 36B6.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

4UBI.DE vs. 36B6.DE — Risk / Return Rank

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

4UBI.DE
4UBI.DE Risk / Return Rank: 2929
Overall Rank
4UBI.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
4UBI.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
4UBI.DE Omega Ratio Rank: 4646
Omega Ratio Rank
4UBI.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
4UBI.DE Martin Ratio Rank: 2020
Martin Ratio Rank

36B6.DE
36B6.DE Risk / Return Rank: 5555
Overall Rank
36B6.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
36B6.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
36B6.DE Omega Ratio Rank: 5151
Omega Ratio Rank
36B6.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
36B6.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.

4UBI.DE vs. 36B6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) and iShares MSCI USA SRI UCITS ETF USD Dist (36B6.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.


4UBI.DE36B6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.29

1.31

-0.02

Calmar ratioReturn relative to maximum drawdown

1.17

3.10

-1.93

Martin ratioReturn relative to average drawdown

2.16

10.29

-8.13

4UBI.DE vs. 36B6.DE - Sharpe Ratio Comparison

The current 4UBI.DE Sharpe Ratio is 0.93, which is lower than the 36B6.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of 4UBI.DE and 36B6.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


4UBI.DE36B6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.76

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.78

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.86

-0.02

Drawdowns

4UBI.DE vs. 36B6.DE - Drawdown Comparison

The maximum 4UBI.DE drawdown since its inception was -24.63%, smaller than the maximum 36B6.DE drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for 4UBI.DE and 36B6.DE.


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Drawdown Indicators


4UBI.DE36B6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.63%

-34.21%

+9.58%

Max Drawdown (1Y)

Largest decline over 1 year

-20.21%

-7.21%

-13.00%

Max Drawdown (3Y)

Largest decline over 3 years

-24.63%

-23.75%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-24.63%

-23.75%

-0.88%

Current Drawdown

Current decline from peak

-2.14%

0.00%

-2.14%

Average Drawdown

Average peak-to-trough decline

-7.53%

-4.98%

-2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.95%

2.17%

+8.78%

Volatility

4UBI.DE vs. 36B6.DE - Volatility Comparison

UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) and iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) have volatilities of 3.91% and 3.79%, 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


4UBI.DE36B6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

3.79%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

9.08%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

25.41%

12.71%

+12.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.14%

15.45%

+3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

17.54%

+1.28%

4UBI.DE vs. 36B6.DE - Expense Ratio Comparison

4UBI.DE has a 0.19% expense ratio, which is lower than 36B6.DE's 0.20% 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

4UBI.DE vs. 36B6.DE - Dividend Comparison

4UBI.DE has not paid dividends to shareholders, while 36B6.DE's dividend yield for the trailing twelve months is around 0.85%.


PositionTTM2025202420232022202120202019
36B6.DE
iShares MSCI USA SRI UCITS ETF USD Dist
0.85%0.97%1.10%1.27%1.40%0.91%1.05%1.17%
4UBI.DE
UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, 4UBI.DE and 36B6.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

4UBI.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for 36B6.DE.

4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: UBS and iShares. Their fees differ too: 0.19% for 4UBI.DE and 0.20% for 36B6.DE.

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