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

Performance

4UBI.DE vs. MWOJ.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 Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc (MWOJ.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 MWOJ.DE's 9.96% 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*

MWOJ.DE

1D
0.72%
1M
5.64%
YTD
9.96%
6M
10.67%
1Y
24.10%
3Y*
18.57%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
4UBI.DE
UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc
14.39%-1.05%26.19%28.05%-7.92%
MWOJ.DE
Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc
9.96%4.55%31.40%25.52%-6.87%

Correlation

The correlation between 4UBI.DE and MWOJ.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

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2022

0.90

The correlation between 4UBI.DE and MWOJ.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

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Return for Risk

4UBI.DE vs. MWOJ.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

MWOJ.DE
MWOJ.DE Risk / Return Rank: 3131
Overall Rank
MWOJ.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MWOJ.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
MWOJ.DE Omega Ratio Rank: 5151
Omega Ratio Rank
MWOJ.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
MWOJ.DE Martin Ratio Rank: 1919
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. MWOJ.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 Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc (MWOJ.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.DEMWOJ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.29

1.31

-0.02

Calmar ratioReturn relative to maximum drawdown

1.17

1.20

-0.03

Martin ratioReturn relative to average drawdown

2.16

2.31

-0.15

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

The current 4UBI.DE Sharpe Ratio is 0.93, which is comparable to the MWOJ.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of 4UBI.DE and MWOJ.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.DEMWOJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.96

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.93

-0.09

Drawdowns

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

The maximum 4UBI.DE drawdown since its inception was -24.63%, roughly equal to the maximum MWOJ.DE drawdown of -24.58%. Use the drawdown chart below to compare losses from any high point for 4UBI.DE and MWOJ.DE.


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Drawdown Indicators


4UBI.DEMWOJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.63%

-24.58%

-0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-20.21%

-20.06%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-24.63%

-24.58%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-24.63%

Current Drawdown

Current decline from peak

-2.14%

-4.53%

+2.39%

Average Drawdown

Average peak-to-trough decline

-7.53%

-5.34%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.95%

10.40%

+0.55%

Volatility

4UBI.DE vs. MWOJ.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 Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc (MWOJ.DE) at 3.32%. This indicates that 4UBI.DE's price experiences larger fluctuations and is considered to be riskier than MWOJ.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.DEMWOJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

3.32%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

9.03%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

25.41%

25.12%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.14%

19.34%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

19.34%

-0.52%

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

4UBI.DE has a 0.19% expense ratio, which is higher than MWOJ.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. MWOJ.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


4UBI.DE and MWOJ.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, MWOJ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWOJ.DE is cheaper with a 0.10% expense ratio, compared with 0.19% for 4UBI.DE.

4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while MWOJ.DE tracks MSCI USA Select ESG Rating and Trend Leaders. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.19% for 4UBI.DE and 0.10% for MWOJ.DE.

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