4UBI.DE vs. QDVR.DE
4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) and QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - 4UBI.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped while QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, 4UBI.DE returned 12.60%/yr vs 12.24%/yr for QDVR.DE. With a 0.97 correlation, they move nearly in lockstep. 4UBI.DE charges 0.19%/yr vs 0.20%/yr for QDVR.DE.
Performance
4UBI.DE vs. QDVR.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with 4UBI.DE having a 14.39% return and QDVR.DE slightly higher at 14.85%.
4UBI.DE
- 1D
- -0.66%
- 1M
- 6.42%
- YTD
- 14.39%
- 6M
- 13.20%
- 1Y
- 23.80%
- 3Y*
- 16.69%
- 5Y*
- 12.60%
- 10Y*
- —
QDVR.DE
- 1D
- 0.06%
- 1M
- 4.69%
- YTD
- 14.85%
- 6M
- 14.33%
- 1Y
- 22.48%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
4UBI.DE vs. QDVR.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% |
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -14.38% | 43.66% | 19.57% |
Correlation
The correlation between 4UBI.DE and QDVR.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since May 7, 2020 | 0.97 |
The correlation between 4UBI.DE and QDVR.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
4UBI.DE vs. QDVR.DE — Risk / Return Rank
4UBI.DE
QDVR.DE
4UBI.DE vs. QDVR.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 MSCI USA SRI UCITS ETF USD (Acc) (QDVR.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 | QDVR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 3.09 | -1.92 |
| Martin ratioReturn relative to average drawdown | 2.16 | 10.29 | -8.12 |
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 | QDVR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.76 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.78 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.89 | -0.06 |
Drawdowns
4UBI.DE vs. QDVR.DE - Drawdown Comparison
The maximum 4UBI.DE drawdown since its inception was -24.63%, smaller than the maximum QDVR.DE drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for 4UBI.DE and QDVR.DE.
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Drawdown Indicators
| 4UBI.DE | QDVR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.63% | -32.87% | +8.24% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -7.24% | -12.97% |
Max Drawdown (3Y)Largest decline over 3 years | -24.63% | -23.91% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -23.91% | -0.72% |
Current DrawdownCurrent decline from peak | -2.14% | 0.00% | -2.14% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -4.41% | -3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.95% | 2.18% | +8.77% |
Volatility
4UBI.DE vs. QDVR.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 MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) at 3.67%. This indicates that 4UBI.DE's price experiences larger fluctuations and is considered to be riskier than QDVR.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 | QDVR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 3.67% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 9.02% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.41% | 12.69% | +12.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.14% | 15.53% | +3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 16.34% | +2.48% |
4UBI.DE vs. QDVR.DE - Expense Ratio Comparison
4UBI.DE has a 0.19% expense ratio, which is lower than QDVR.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. QDVR.DE - Dividend Comparison
Neither 4UBI.DE nor QDVR.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, 4UBI.DE and QDVR.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 QDVR.DE.
4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: UBS and iShares. Their fees differ too: 0.19% for 4UBI.DE and 0.20% for QDVR.DE.
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