4UBI.DE vs. 4UBQ.DE
4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) and 4UBQ.DE (UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc) are both exchange-traded funds - 4UBI.DE is a Large Cap Blend Equities fund tracking the MSCI USA SRI Low Carbon Select 5% Issuer Capped, while 4UBQ.DE is a S&P 500 fund tracking the S&P 500 ESG. Both are passively managed. Over the past 5 years, 4UBI.DE returned 12.60%/yr vs 15.51%/yr for 4UBQ.DE. Their correlation of 0.92 suggests significant overlap in exposure. 4UBI.DE charges 0.19%/yr vs 0.10%/yr for 4UBQ.DE.
Performance
4UBI.DE vs. 4UBQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 4UBI.DE achieves a 14.39% return, which is significantly higher than 4UBQ.DE's 11.15% return.
4UBI.DE
- 1D
- -0.66%
- 1M
- 6.42%
- YTD
- 14.39%
- 6M
- 13.20%
- 1Y
- 23.80%
- 3Y*
- 16.69%
- 5Y*
- 12.60%
- 10Y*
- —
4UBQ.DE
- 1D
- 0.58%
- 1M
- 4.20%
- YTD
- 11.15%
- 6M
- 11.13%
- 1Y
- 28.46%
- 3Y*
- 18.50%
- 5Y*
- 15.51%
- 10Y*
- —
4UBI.DE vs. 4UBQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% | 11.41% |
4UBQ.DE UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc | 11.15% | 5.39% | 31.02% | 24.03% | -13.92% | 43.62% | 8.66% |
Correlation
The correlation between 4UBI.DE and 4UBQ.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2020 | 0.92 |
The correlation between 4UBI.DE and 4UBQ.DE has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.
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Return for Risk
4UBI.DE vs. 4UBQ.DE — Risk / Return Rank
4UBI.DE
4UBQ.DE
4UBI.DE vs. 4UBQ.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 UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.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.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.46 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 4.10 | -2.93 |
| Martin ratioReturn relative to average drawdown | 2.16 | 15.73 | -13.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 4UBI.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 2.47 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.00 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 1.11 | -0.27 |
Drawdowns
4UBI.DE vs. 4UBQ.DE - Drawdown Comparison
The maximum 4UBI.DE drawdown since its inception was -24.63%, which is greater than 4UBQ.DE's maximum drawdown of -23.35%. Use the drawdown chart below to compare losses from any high point for 4UBI.DE and 4UBQ.DE.
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Drawdown Indicators
| 4UBI.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.63% | -23.35% | -1.28% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -6.93% | -13.28% |
Max Drawdown (3Y)Largest decline over 3 years | -24.63% | -23.35% | -1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -23.35% | -1.28% |
Current DrawdownCurrent decline from peak | -2.14% | 0.00% | -2.14% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -4.02% | -3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.95% | 1.81% | +9.14% |
Volatility
4UBI.DE vs. 4UBQ.DE - Volatility Comparison
UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) has a higher volatility of 3.91% compared to UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) at 2.81%. This indicates that 4UBI.DE's price experiences larger fluctuations and is considered to be riskier than 4UBQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 4UBI.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 2.81% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 7.61% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.41% | 11.53% | +13.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.14% | 15.27% | +3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 15.39% | +3.43% |
4UBI.DE vs. 4UBQ.DE - Expense Ratio Comparison
4UBI.DE has a 0.19% expense ratio, which is higher than 4UBQ.DE's 0.10% 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
4UBI.DE vs. 4UBQ.DE - Dividend Comparison
Neither 4UBI.DE nor 4UBQ.DE has paid dividends to shareholders.
Frequently Asked Questions
4UBI.DE and 4UBQ.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 4UBQ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
4UBQ.DE is cheaper with a 0.10% expense ratio, compared with 0.19% for 4UBI.DE.
4UBI.DE is categorized as Large Cap Blend Equities, while 4UBQ.DE is S&P 500. 4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while 4UBQ.DE tracks S&P 500 ESG. Their fees differ too: 0.19% for 4UBI.DE and 0.10% for 4UBQ.DE.
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