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

Performance

4UBI.DE vs. MVEA.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 Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

4UBI.DE vs. MVEA.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%
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

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

MVEA.DE
MVEA.DE Risk / Return Rank: 1010
Overall Rank
MVEA.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MVEA.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
MVEA.DE Omega Ratio Rank: 1010
Omega Ratio Rank
MVEA.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
MVEA.DE Martin Ratio Rank: 1111
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. 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.DEMVEA.DEDifference
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

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

The current 4UBI.DE Sharpe Ratio is 0.93, which is higher than the MVEA.DE Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of 4UBI.DE and MVEA.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.DEMVEA.DEDifference

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.DEMVEA.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.14%

-10.27%

+8.13%

Average Drawdown

Average peak-to-trough decline

-7.53%

-5.38%

-2.15%

Ulcer Index

Depth 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.DEMVEA.DEDifference

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.


Tickers have no history of dividend payments

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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