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

Performance

4UBI.DE vs. ETLS.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 L&G US Equity UCITS ETF (ETLS.DE). The values are adjusted to include any dividend payments, if applicable.

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4UBI.DE vs. ETLS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
4UBI.DE
UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc
-4.55%-1.05%26.19%28.05%-21.21%43.58%18.50%
ETLS.DE
L&G US Equity UCITS ETF
-3.51%5.06%32.53%24.21%-16.00%38.89%18.69%

Returns By Period

In the year-to-date period, 4UBI.DE achieves a -4.55% return, which is significantly lower than ETLS.DE's -3.51% return.


4UBI.DE

1D
2.20%
1M
-3.56%
YTD
-4.55%
6M
-2.17%
1Y
4.24%
3Y*
11.97%
5Y*
9.01%
10Y*

ETLS.DE

1D
1.51%
1M
-3.04%
YTD
-3.51%
6M
-0.67%
1Y
10.26%
3Y*
16.37%
5Y*
11.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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4UBI.DE vs. ETLS.DE - Expense Ratio Comparison

4UBI.DE has a 0.19% expense ratio, which is higher than ETLS.DE's 0.05% 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%.


Return for Risk

4UBI.DE vs. ETLS.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: 1616
Overall Rank
4UBI.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
4UBI.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
4UBI.DE Omega Ratio Rank: 1919
Omega Ratio Rank
4UBI.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
4UBI.DE Martin Ratio Rank: 1414
Martin Ratio Rank

ETLS.DE
ETLS.DE Risk / Return Rank: 3434
Overall Rank
ETLS.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ETLS.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
ETLS.DE Omega Ratio Rank: 3030
Omega Ratio Rank
ETLS.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
ETLS.DE Martin Ratio Rank: 4141
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. ETLS.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 L&G US Equity UCITS ETF (ETLS.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.DEETLS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.15

0.60

-0.45

Sortino ratio

Return per unit of downside risk

0.44

0.90

-0.47

Omega ratio

Gain probability vs. loss probability

1.07

1.13

-0.06

Calmar ratio

Return relative to maximum drawdown

0.21

1.23

-1.02

Martin ratio

Return relative to average drawdown

0.42

4.27

-3.85

4UBI.DE vs. ETLS.DE - Sharpe Ratio Comparison

The current 4UBI.DE Sharpe Ratio is 0.15, which is lower than the ETLS.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of 4UBI.DE and ETLS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


4UBI.DEETLS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.60

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.76

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.86

-0.19

Correlation

The correlation between 4UBI.DE and ETLS.DE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

4UBI.DE vs. ETLS.DE - Dividend Comparison

Neither 4UBI.DE nor ETLS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

4UBI.DE vs. ETLS.DE - Drawdown Comparison

The maximum 4UBI.DE drawdown since its inception was -24.63%, smaller than the maximum ETLS.DE drawdown of -33.98%. Use the drawdown chart below to compare losses from any high point for 4UBI.DE and ETLS.DE.


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Drawdown Indicators


4UBI.DEETLS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.63%

-33.98%

+9.35%

Max Drawdown (1Y)

Largest decline over 1 year

-20.21%

-13.46%

-6.75%

Max Drawdown (5Y)

Largest decline over 5 years

-24.63%

-23.68%

-0.95%

Current Drawdown

Current decline from peak

-18.34%

-5.58%

-12.76%

Average Drawdown

Average peak-to-trough decline

-7.48%

-4.72%

-2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.19%

2.39%

+7.80%

Volatility

4UBI.DE vs. ETLS.DE - Volatility Comparison

UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) has a higher volatility of 4.38% compared to L&G US Equity UCITS ETF (ETLS.DE) at 4.07%. This indicates that 4UBI.DE's price experiences larger fluctuations and is considered to be riskier than ETLS.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.DEETLS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

4.07%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

23.49%

8.64%

+14.85%

Volatility (1Y)

Calculated over the trailing 1-year period

27.99%

17.18%

+10.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.08%

15.49%

+3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.93%

17.30%

+1.63%