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EL4I.DE vs. UIMP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL4I.DE vs. UIMP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) and UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EL4I.DE achieves a 9.83% return, which is significantly lower than UIMP.DE's 15.73% return. Both investments have delivered pretty close results over the past 10 years, with EL4I.DE having a 15.05% annualized return and UIMP.DE not far behind at 14.71%.


EL4I.DE

1D
-1.05%
1M
-0.39%
YTD
9.83%
6M
10.60%
1Y
23.83%
3Y*
19.31%
5Y*
13.59%
10Y*
15.05%

UIMP.DE

1D
-0.18%
1M
3.59%
YTD
15.73%
6M
16.07%
1Y
25.88%
3Y*
16.74%
5Y*
11.85%
10Y*
14.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4I.DE vs. UIMP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EL4I.DE
Deka MSCI USA Large Cap UCITS ETF
9.83%5.10%32.52%24.65%-16.01%38.80%9.21%34.03%-0.66%6.31%
UIMP.DE
UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis
15.73%-1.33%25.94%27.84%-21.40%43.23%10.69%33.09%0.15%7.18%

Correlation

The correlation between EL4I.DE and UIMP.DE is 0.85, 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

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2011

0.87

The correlation between EL4I.DE and UIMP.DE has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.

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Return for Risk

EL4I.DE vs. UIMP.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EL4I.DE
EL4I.DE Risk / Return Rank: 6767
Overall Rank
EL4I.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EL4I.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
EL4I.DE Omega Ratio Rank: 6262
Omega Ratio Rank
EL4I.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
EL4I.DE Martin Ratio Rank: 6969
Martin Ratio Rank

UIMP.DE
UIMP.DE Risk / Return Rank: 6262
Overall Rank
UIMP.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
UIMP.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
UIMP.DE Omega Ratio Rank: 6262
Omega Ratio Rank
UIMP.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
UIMP.DE Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EL4I.DE vs. UIMP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) and UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.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.


EL4I.DEUIMP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.33

1.33

0.00

Calmar ratioReturn relative to maximum drawdown

3.30

2.73

+0.57

Martin ratioReturn relative to average drawdown

11.21

8.82

+2.39

EL4I.DE vs. UIMP.DE - Sharpe Ratio Comparison

The current EL4I.DE Sharpe Ratio is 1.87, which is comparable to the UIMP.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of EL4I.DE and UIMP.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EL4I.DE vs. UIMP.DE - Drawdown Comparison

The maximum EL4I.DE drawdown since its inception was -57.01%, which is greater than UIMP.DE's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EL4I.DE and UIMP.DE.


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Drawdown Indicators


EL4I.DEUIMP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.01%

-33.37%

-23.64%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

-9.42%

+2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-23.91%

-24.74%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-23.91%

-24.74%

+0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-32.88%

-33.37%

+0.49%

Current Drawdown

Current decline from peak

-1.53%

-0.31%

-1.22%

Average Drawdown

Average peak-to-trough decline

-10.52%

-8.06%

-2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.93%

-0.81%

Volatility

EL4I.DE vs. UIMP.DE - Volatility Comparison

Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) and UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) have volatilities of 3.86% and 4.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EL4I.DEUIMP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

4.04%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

10.01%

-1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

12.66%

13.63%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

16.59%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

16.87%

+0.13%

EL4I.DE vs. UIMP.DE - Expense Ratio Comparison

EL4I.DE has a 0.30% expense ratio, which is higher than UIMP.DE's 0.22% expense ratio.


Dividends

EL4I.DE vs. UIMP.DE - Dividend Comparison

EL4I.DE's dividend yield for the trailing twelve months is around 0.46%, more than UIMP.DE's 0.41% yield.


PositionTTM20252024202320222021202020192018201720162015
EL4I.DE
Deka MSCI USA Large Cap UCITS ETF
0.46%0.59%0.72%0.98%0.95%0.56%0.87%0.99%1.17%1.07%1.10%1.66%
UIMP.DE
UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis
0.41%0.82%0.70%0.75%0.92%0.62%0.90%0.97%1.03%1.25%1.26%1.25%

Frequently Asked Questions


EL4I.DE and UIMP.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UIMP.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UIMP.DE is cheaper with a 0.22% expense ratio, compared with 0.30% for EL4I.DE.

EL4I.DE tracks MSCI USA Large Cap, while UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Deka Investment GmbH and UBS. Their fees differ too: 0.30% for EL4I.DE and 0.22% for UIMP.DE.

Portfolio Optimizer

Find the right allocation for EL4I.DE and UIMP.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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