4UBI.DE vs. MVEA.DE
4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds - 4UBI.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped while MVEA.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, 4UBI.DE returned 12.60%/yr vs 6.87%/yr for MVEA.DE. A 0.80 correlation means they provide meaningful diversification when combined. 4UBI.DE charges 0.19%/yr vs 0.20%/yr for MVEA.DE.
Performance
4UBI.DE vs. MVEA.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 MVEA.DE's 2.43% 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*
- —
MVEA.DE
- 1D
- -0.13%
- 1M
- 2.84%
- YTD
- 2.43%
- 6M
- 2.57%
- 1Y
- 0.83%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
4UBI.DE vs. MVEA.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% | 18.50% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | -6.83% | 34.90% | 5.27% |
Correlation
The correlation between 4UBI.DE and MVEA.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since May 7, 2020 | 0.80 |
Over the past year, the correlation between 4UBI.DE and MVEA.DE has dropped to 0.53 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
4UBI.DE vs. MVEA.DE — Risk / Return Rank
4UBI.DE
MVEA.DE
4UBI.DE vs. MVEA.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 Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.02 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 0.17 | +1.00 |
| Martin ratioReturn relative to average drawdown | 2.16 | 0.35 | +1.81 |
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 | MVEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.09 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.55 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.66 | +0.17 |
Drawdowns
4UBI.DE vs. MVEA.DE - Drawdown Comparison
The maximum 4UBI.DE drawdown since its inception was -24.63%, which is greater than MVEA.DE's maximum drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for 4UBI.DE and MVEA.DE.
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Drawdown Indicators
| 4UBI.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.63% | -17.47% | -7.16% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -4.92% | -15.29% |
Max Drawdown (3Y)Largest decline over 3 years | -24.63% | -17.47% | -7.16% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -17.47% | -7.16% |
Current DrawdownCurrent decline from peak | -2.14% | -10.27% | +8.13% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -5.38% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.95% | 2.39% | +8.56% |
Volatility
4UBI.DE vs. MVEA.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 iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) at 2.72%. This indicates that 4UBI.DE's price experiences larger fluctuations and is considered to be riskier than MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 2.72% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 5.90% | +3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.41% | 8.97% | +16.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.14% | 12.27% | +6.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 12.79% | +6.03% |
4UBI.DE vs. MVEA.DE - Expense Ratio Comparison
4UBI.DE has a 0.19% expense ratio, which is lower than MVEA.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. MVEA.DE - Dividend Comparison
Neither 4UBI.DE nor MVEA.DE has paid dividends to shareholders.
Frequently Asked Questions
4UBI.DE and MVEA.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 MVEA.DE.
4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while MVEA.DE tracks Russell 1000 TR USD. They also come from different issuers: UBS and iShares. Their fees differ too: 0.19% for 4UBI.DE and 0.20% for MVEA.DE.
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