EL4Z.DE vs. UIMP.DE
EL4Z.DE (Deka MSCI USA UCITS ETF) and UIMP.DE (UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - EL4Z.DE tracks the MSCI USA while UIMP.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, EL4Z.DE returned 14.56%/yr vs 14.71%/yr for UIMP.DE. Their correlation of 0.93 suggests significant overlap in exposure. EL4Z.DE charges 0.30%/yr vs 0.22%/yr for UIMP.DE.
Performance
EL4Z.DE vs. UIMP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4Z.DE achieves a 10.31% 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 EL4Z.DE having a 14.56% annualized return and UIMP.DE not far ahead at 14.71%.
EL4Z.DE
- 1D
- -1.05%
- 1M
- 0.18%
- YTD
- 10.31%
- 6M
- 10.65%
- 1Y
- 23.72%
- 3Y*
- 18.52%
- 5Y*
- 12.90%
- 10Y*
- 14.56%
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%
EL4Z.DE vs. UIMP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL4Z.DE Deka MSCI USA UCITS ETF | 10.31% | 3.99% | 32.19% | 22.98% | -16.37% | 38.20% | 9.12% | 33.80% | -1.63% | 6.10% |
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 EL4Z.DE and UIMP.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2011 | 0.93 |
The correlation between EL4Z.DE and UIMP.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
EL4Z.DE vs. UIMP.DE — Risk / Return Rank
EL4Z.DE
UIMP.DE
EL4Z.DE vs. UIMP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka MSCI USA UCITS ETF (EL4Z.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.
| EL4Z.DE | UIMP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.33 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 2.73 | +0.45 |
| Martin ratioReturn relative to average drawdown | 10.88 | 8.82 | +2.06 |
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Drawdowns
EL4Z.DE vs. UIMP.DE - Drawdown Comparison
The maximum EL4Z.DE drawdown since its inception was -41.87%, 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 EL4Z.DE and UIMP.DE.
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Drawdown Indicators
| EL4Z.DE | UIMP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.87% | -33.37% | -8.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.41% | -9.42% | +2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -24.01% | -24.74% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -24.01% | -24.74% | +0.73% |
Max Drawdown (10Y)Largest decline over 10 years | -34.21% | -33.37% | -0.84% |
Current DrawdownCurrent decline from peak | -1.07% | -0.31% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -8.06% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.93% | -0.76% |
Volatility
EL4Z.DE vs. UIMP.DE - Volatility Comparison
The current volatility for Deka MSCI USA UCITS ETF (EL4Z.DE) is 3.45%, while UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) has a volatility of 4.04%. This indicates that EL4Z.DE experiences smaller price fluctuations and is considered to be less risky than UIMP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL4Z.DE | UIMP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 4.04% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 8.14% | 10.01% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 13.63% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 16.59% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 16.87% | -0.64% |
EL4Z.DE vs. UIMP.DE - Expense Ratio Comparison
EL4Z.DE has a 0.30% expense ratio, which is higher than UIMP.DE's 0.22% expense ratio.
Dividends
EL4Z.DE vs. UIMP.DE - Dividend Comparison
EL4Z.DE's dividend yield for the trailing twelve months is around 0.49%, more than UIMP.DE's 0.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4Z.DE Deka MSCI USA UCITS ETF | 0.49% | 0.57% | 0.74% | 1.23% | 1.09% | 0.52% | 0.90% | 0.95% | 1.16% | 1.03% | 1.07% | 1.47% |
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
EL4Z.DE and UIMP.DE have a correlation of 0.90, 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 EL4Z.DE.
EL4Z.DE tracks MSCI USA, 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 EL4Z.DE and 0.22% for UIMP.DE.
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