4UBI.DE vs. SPYL.DE
4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) and SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) are both exchange-traded funds - 4UBI.DE is a Large Cap Blend Equities fund tracking the MSCI USA SRI Low Carbon Select 5% Issuer Capped, while SPYL.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past year, 4UBI.DE returned 23.75% vs 25.56% for SPYL.DE. Their correlation of 0.91 suggests significant overlap in exposure. 4UBI.DE charges 0.19%/yr vs 0.03%/yr for SPYL.DE.
Performance
4UBI.DE vs. SPYL.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 SPYL.DE's 11.37% 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*
- —
SPYL.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.86%
- 1Y
- 25.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
4UBI.DE vs. SPYL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
4UBI.DE UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc | 14.39% | -1.05% | 26.19% | 12.20% |
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 11.37% | 4.71% | 32.33% | 9.54% |
Correlation
The correlation between 4UBI.DE and SPYL.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 (All Time) Calculated using the full available price history since Nov 2, 2023 | 0.91 |
The correlation between 4UBI.DE and SPYL.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
4UBI.DE vs. SPYL.DE — Risk / Return Rank
4UBI.DE
SPYL.DE
4UBI.DE vs. SPYL.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 State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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 | SPYL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.41 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 3.58 | -2.41 |
| Martin ratioReturn relative to average drawdown | 2.16 | 12.72 | -10.56 |
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 | SPYL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 2.21 | -1.28 |
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 | 1.54 | -0.70 |
Drawdowns
4UBI.DE vs. SPYL.DE - Drawdown Comparison
The maximum 4UBI.DE drawdown since its inception was -24.63%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for 4UBI.DE and SPYL.DE.
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Drawdown Indicators
| 4UBI.DE | SPYL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.63% | -23.27% | -1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -7.13% | -13.08% |
Max Drawdown (3Y)Largest decline over 3 years | -24.63% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | — | — |
Current DrawdownCurrent decline from peak | -2.14% | -0.46% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -3.24% | -4.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.95% | 2.01% | +8.94% |
Volatility
4UBI.DE vs. SPYL.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 State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) at 2.66%. This indicates that 4UBI.DE's price experiences larger fluctuations and is considered to be riskier than SPYL.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 | SPYL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 2.66% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 7.57% | +2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.41% | 11.52% | +13.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.14% | 14.61% | +4.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 14.61% | +4.21% |
4UBI.DE vs. SPYL.DE - Expense Ratio Comparison
4UBI.DE has a 0.19% expense ratio, which is higher than SPYL.DE's 0.03% 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. SPYL.DE - Dividend Comparison
Neither 4UBI.DE nor SPYL.DE has paid dividends to shareholders.
Frequently Asked Questions
4UBI.DE and SPYL.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, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.19% for 4UBI.DE.
4UBI.DE is categorized as Large Cap Blend Equities, while SPYL.DE is S&P 500. 4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while SPYL.DE tracks S&P 500 Index. They also come from different issuers: UBS and State Street. Their fees differ too: 0.19% for 4UBI.DE and 0.03% for SPYL.DE.
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