4UBI.DE vs. QDVB.DE
4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds - 4UBI.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, 4UBI.DE returned 11.81%/yr vs 12.04%/yr for QDVB.DE. Their correlation of 0.85 suggests significant overlap in exposure. 4UBI.DE charges 0.19%/yr vs 0.20%/yr for QDVB.DE.
Performance
4UBI.DE vs. QDVB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 4UBI.DE achieves a 17.23% return, which is significantly higher than QDVB.DE's 13.00% return.
4UBI.DE
- 1D
- 0.00%
- 1M
- 1.50%
- 6M
- 15.99%
- YTD
- 17.23%
- 1Y
- 25.44%
- 3Y*
- 16.59%
- 5Y*
- 11.81%
- 10Y*
- —
QDVB.DE
- 1D
- 0.25%
- 1M
- 1.44%
- 6M
- 11.06%
- YTD
- 13.00%
- 1Y
- 22.41%
- 3Y*
- 17.14%
- 5Y*
- 12.04%
- 10Y*
- —
4UBI.DE vs. QDVB.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 | 17.23% | -1.05% | 26.19% | 28.05% | -21.21% | 43.58% | 18.43% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 13.00% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 11.94% |
Correlation
The correlation between 4UBI.DE and QDVB.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since May 13, 2020 | 0.85 |
The correlation between 4UBI.DE and QDVB.DE has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
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Return for Risk
4UBI.DE vs. QDVB.DE — Risk / Return Rank
4UBI.DE
QDVB.DE
4UBI.DE vs. QDVB.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 Quality Factor UCITS ETF (QDVB.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 4UBI.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 3.30 | -2.04 |
| Martin ratioReturn relative to average drawdown | 2.33 | 12.09 | -9.76 |
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Drawdowns
4UBI.DE vs. QDVB.DE - Drawdown Comparison
The maximum 4UBI.DE drawdown since its inception was -24.63%, smaller than the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for 4UBI.DE and QDVB.DE.
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Drawdown Indicators
| 4UBI.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.63% | -33.25% | +8.62% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -6.77% | -13.44% |
Max Drawdown (3Y)Largest decline over 3 years | -24.63% | -22.69% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -22.69% | -1.94% |
Current DrawdownCurrent decline from peak | -1.37% | -0.61% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -5.00% | -2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.93% | 1.85% | +9.08% |
Volatility
4UBI.DE vs. QDVB.DE - Volatility Comparison
UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) has a higher volatility of 4.28% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 2.79%. This indicates that 4UBI.DE's price experiences larger fluctuations and is considered to be riskier than QDVB.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 | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 2.79% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.70% | 7.30% | +3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.86% | 11.20% | +14.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.26% | 15.56% | +3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 17.93% | +0.45% |
4UBI.DE vs. QDVB.DE - Expense Ratio Comparison
4UBI.DE has a 0.19% expense ratio, which is lower than QDVB.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. QDVB.DE - Dividend Comparison
Neither 4UBI.DE nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
4UBI.DE and QDVB.DE have a correlation of 0.84, 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 QDVB.DE.
4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: UBS and iShares. Their fees differ too: 0.19% for 4UBI.DE and 0.20% for QDVB.DE.
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