4UBI.DE vs. ZSRM.DE
4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) and ZSRM.DE (BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) are both Large Cap Blend Equities funds - 4UBI.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped while ZSRM.DE tracks the MSCI USA SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 3 years, 4UBI.DE returned 16.69%/yr vs 9.90%/yr for ZSRM.DE. Their correlation of 0.94 suggests significant overlap in exposure. 4UBI.DE charges 0.19%/yr vs 0.25%/yr for ZSRM.DE.
Performance
4UBI.DE vs. ZSRM.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 ZSRM.DE's 10.14% return.
4UBI.DE
- 1D
- -0.66%
- 1M
- 6.42%
- YTD
- 14.39%
- 6M
- 13.20%
- 1Y
- 23.80%
- 3Y*
- 16.69%
- 5Y*
- 12.60%
- 10Y*
- —
ZSRM.DE
- 1D
- 0.72%
- 1M
- 6.90%
- YTD
- 10.14%
- 6M
- 9.61%
- 1Y
- 11.04%
- 3Y*
- 9.90%
- 5Y*
- —
- 10Y*
- —
4UBI.DE vs. ZSRM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
4UBI.DE UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc | 14.39% | -1.05% | 26.19% | 28.05% | -12.65% |
ZSRM.DE BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 10.14% | -6.25% | 17.05% | 19.31% | -8.53% |
Correlation
The correlation between 4UBI.DE and ZSRM.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022 | 0.94 |
The correlation between 4UBI.DE and ZSRM.DE has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
4UBI.DE vs. ZSRM.DE — Risk / Return Rank
4UBI.DE
ZSRM.DE
4UBI.DE vs. ZSRM.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 BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (ZSRM.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 | ZSRM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.16 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 1.28 | -0.11 |
| Martin ratioReturn relative to average drawdown | 2.16 | 3.54 | -1.38 |
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 | ZSRM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.91 | +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 | 0.41 | +0.43 |
Drawdowns
4UBI.DE vs. ZSRM.DE - Drawdown Comparison
The maximum 4UBI.DE drawdown since its inception was -24.63%, roughly equal to the maximum ZSRM.DE drawdown of -23.72%. Use the drawdown chart below to compare losses from any high point for 4UBI.DE and ZSRM.DE.
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Drawdown Indicators
| 4UBI.DE | ZSRM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.63% | -23.72% | -0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -8.64% | -11.57% |
Max Drawdown (3Y)Largest decline over 3 years | -24.63% | -23.72% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | — | — |
Current DrawdownCurrent decline from peak | -2.14% | -1.84% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -7.07% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.95% | 3.13% | +7.82% |
Volatility
4UBI.DE vs. ZSRM.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 BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (ZSRM.DE) at 3.16%. This indicates that 4UBI.DE's price experiences larger fluctuations and is considered to be riskier than ZSRM.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 | ZSRM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 3.16% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 8.46% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.41% | 12.17% | +13.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.14% | 15.88% | +3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 15.88% | +2.94% |
4UBI.DE vs. ZSRM.DE - Expense Ratio Comparison
4UBI.DE has a 0.19% expense ratio, which is lower than ZSRM.DE's 0.25% 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. ZSRM.DE - Dividend Comparison
Neither 4UBI.DE nor ZSRM.DE has paid dividends to shareholders.
Frequently Asked Questions
4UBI.DE and ZSRM.DE have a correlation of 0.86, 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 0.25% for ZSRM.DE.
4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while ZSRM.DE tracks MSCI USA SRI S-Series PAB 5% Capped. They also come from different issuers: UBS and BNP Paribas. Their fees differ too: 0.19% for 4UBI.DE and 0.25% for ZSRM.DE.
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