EL4I.DE vs. UIMP.DE
EL4I.DE (Deka MSCI USA Large Cap UCITS ETF) and UIMP.DE (UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - EL4I.DE tracks the MSCI USA Large Cap while UIMP.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, EL4I.DE returned 15.05%/yr vs 14.71%/yr for UIMP.DE. Their correlation of 0.87 suggests significant overlap in exposure. EL4I.DE charges 0.30%/yr vs 0.22%/yr for UIMP.DE.
Performance
EL4I.DE vs. UIMP.DE - Performance Comparison
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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%
EL4I.DE vs. UIMP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EL4I.DE
UIMP.DE
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.DE | UIMP.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | UIMP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.53% | -0.31% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -10.52% | -8.06% | -2.46% |
Ulcer IndexDepth 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.DE | UIMP.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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