4UBI.DE vs. AW16.DE
4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) and AW16.DE (UBS ETF (IE) MSCI USA Climate Paris Aligned UCITS ETF (USD) Acc) are both Large Cap Blend Equities funds from UBS - 4UBI.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped while AW16.DE tracks the MSCI USA Climate Paris Aligned. Both are passively managed. Over the past 5 years, 4UBI.DE returned 12.60%/yr vs 13.34%/yr for AW16.DE. Their correlation of 0.94 suggests significant overlap in exposure. 4UBI.DE charges 0.19%/yr vs 0.09%/yr for AW16.DE.
Performance
4UBI.DE vs. AW16.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 AW16.DE's 11.61% return.
4UBI.DE
- 1D
- -0.66%
- 1M
- 8.11%
- YTD
- 14.39%
- 6M
- 13.96%
- 1Y
- 23.75%
- 3Y*
- 16.69%
- 5Y*
- 12.60%
- 10Y*
- —
AW16.DE
- 1D
- -0.06%
- 1M
- 8.59%
- YTD
- 11.61%
- 6M
- 11.31%
- 1Y
- 23.83%
- 3Y*
- 17.62%
- 5Y*
- 13.34%
- 10Y*
- —
4UBI.DE vs. AW16.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
4UBI.DE UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc | 14.39% | -1.05% | 26.19% | 28.05% | -21.21% | 28.48% |
AW16.DE UBS ETF (IE) MSCI USA Climate Paris Aligned UCITS ETF (USD) Acc | 11.61% | 0.95% | 31.99% | 25.24% | -19.63% | 26.52% |
Correlation
The correlation between 4UBI.DE and AW16.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2021 | 0.94 |
The correlation between 4UBI.DE and AW16.DE has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
4UBI.DE vs. AW16.DE — Risk / Return Rank
4UBI.DE
AW16.DE
4UBI.DE vs. AW16.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) MSCI USA Climate Paris Aligned UCITS ETF (USD) Acc (AW16.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 | AW16.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 1.08 | +0.09 |
| Martin ratioReturn relative to average drawdown | 2.16 | 2.02 | +0.14 |
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 | AW16.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.94 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.69 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.69 | +0.15 |
Drawdowns
4UBI.DE vs. AW16.DE - Drawdown Comparison
The maximum 4UBI.DE drawdown since its inception was -24.63%, roughly equal to the maximum AW16.DE drawdown of -24.99%. Use the drawdown chart below to compare losses from any high point for 4UBI.DE and AW16.DE.
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Drawdown Indicators
| 4UBI.DE | AW16.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.63% | -24.99% | +0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -21.98% | +1.77% |
Max Drawdown (3Y)Largest decline over 3 years | -24.63% | -24.99% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -24.99% | +0.36% |
Current DrawdownCurrent decline from peak | -2.14% | -4.05% | +1.91% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -7.89% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.95% | 11.75% | -0.80% |
Volatility
4UBI.DE vs. AW16.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) MSCI USA Climate Paris Aligned UCITS ETF (USD) Acc (AW16.DE) at 3.38%. This indicates that 4UBI.DE's price experiences larger fluctuations and is considered to be riskier than AW16.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 | AW16.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 3.38% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 8.77% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.41% | 25.18% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.14% | 19.01% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 18.82% | 0.00% |
4UBI.DE vs. AW16.DE - Expense Ratio Comparison
4UBI.DE has a 0.19% expense ratio, which is higher than AW16.DE's 0.09% 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. AW16.DE - Dividend Comparison
Neither 4UBI.DE nor AW16.DE has paid dividends to shareholders.
Frequently Asked Questions
4UBI.DE and AW16.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AW16.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AW16.DE is cheaper with a 0.09% expense ratio, compared with 0.19% for 4UBI.DE.
4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while AW16.DE tracks MSCI USA Climate Paris Aligned. Their fees differ too: 0.19% for 4UBI.DE and 0.09% for AW16.DE.
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