4UBI.DE vs. SXRU.DE
4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) and SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) are both Large Cap Blend Equities funds - 4UBI.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped while SXRU.DE tracks the Dow Jones Industrial Average. Both are passively managed. Over the past 5 years, 4UBI.DE returned 12.10%/yr vs 11.21%/yr for SXRU.DE. A 0.75 correlation means they provide meaningful diversification when combined. 4UBI.DE charges 0.19%/yr vs 0.33%/yr for SXRU.DE.
Performance
4UBI.DE vs. SXRU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 4UBI.DE achieves a 16.00% return, which is significantly higher than SXRU.DE's 12.12% return.
4UBI.DE
- 1D
- 0.00%
- 1M
- 3.69%
- YTD
- 16.00%
- 6M
- 16.25%
- 1Y
- 26.38%
- 3Y*
- 17.04%
- 5Y*
- 12.10%
- 10Y*
- —
SXRU.DE
- 1D
- -0.09%
- 1M
- 5.97%
- YTD
- 12.12%
- 6M
- 12.26%
- 1Y
- 25.67%
- 3Y*
- 15.60%
- 5Y*
- 11.21%
- 10Y*
- 13.10%
4UBI.DE vs. SXRU.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 | 16.00% | -1.05% | 26.19% | 28.05% | -21.21% | 43.58% | 18.43% |
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 12.12% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | 12.08% |
Correlation
The correlation between 4UBI.DE and SXRU.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since May 13, 2020 | 0.75 |
The correlation between 4UBI.DE and SXRU.DE has been stable across timeframes, ranging from 0.71 to 0.81 - a consistent structural relationship.
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Return for Risk
4UBI.DE vs. SXRU.DE — Risk / Return Rank
4UBI.DE
SXRU.DE
4UBI.DE vs. SXRU.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 Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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 | SXRU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.38 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 3.50 | -2.19 |
| Martin ratioReturn relative to average drawdown | 2.42 | 11.70 | -9.28 |
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Drawdowns
4UBI.DE vs. SXRU.DE - Drawdown Comparison
The maximum 4UBI.DE drawdown since its inception was -24.63%, smaller than the maximum SXRU.DE drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for 4UBI.DE and SXRU.DE.
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Drawdown Indicators
| 4UBI.DE | SXRU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.63% | -36.09% | +11.46% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -7.30% | -12.91% |
Max Drawdown (3Y)Largest decline over 3 years | -24.63% | -21.13% | -3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -21.13% | -3.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.09% | — |
Current DrawdownCurrent decline from peak | -0.77% | -0.09% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -5.38% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.92% | 2.19% | +8.73% |
Volatility
4UBI.DE vs. SXRU.DE - Volatility Comparison
UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) has a higher volatility of 4.04% compared to iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) at 3.03%. This indicates that 4UBI.DE's price experiences larger fluctuations and is considered to be riskier than SXRU.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 | SXRU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 3.03% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 8.58% | +1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.67% | 12.00% | +13.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.21% | 14.06% | +5.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 16.00% | +2.39% |
4UBI.DE vs. SXRU.DE - Expense Ratio Comparison
4UBI.DE has a 0.19% expense ratio, which is lower than SXRU.DE's 0.33% expense ratio.
Dividends
4UBI.DE vs. SXRU.DE - Dividend Comparison
Neither 4UBI.DE nor SXRU.DE has paid dividends to shareholders.
Frequently Asked Questions
4UBI.DE and SXRU.DE have a correlation of 0.71, 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 0.33% for SXRU.DE.
4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while SXRU.DE tracks Dow Jones Industrial Average. They also come from different issuers: UBS and iShares. Their fees differ too: 0.19% for 4UBI.DE and 0.33% for SXRU.DE.
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