GACA.DE vs. 4UBI.DE
GACA.DE (Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)) and 4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) are both Large Cap Blend Equities funds - GACA.DE tracks the Goldman Sachs ActiveBeta US Large Cap Equity while 4UBI.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, GACA.DE returned 13.63%/yr vs 12.60%/yr for 4UBI.DE. Their correlation of 0.93 suggests significant overlap in exposure. GACA.DE charges 0.14%/yr vs 0.19%/yr for 4UBI.DE.
Performance
GACA.DE vs. 4UBI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GACA.DE achieves a 10.44% return, which is significantly lower than 4UBI.DE's 14.39% return.
GACA.DE
- 1D
- -0.16%
- 1M
- 5.10%
- YTD
- 10.44%
- 6M
- 10.26%
- 1Y
- 20.78%
- 3Y*
- 17.51%
- 5Y*
- 13.63%
- 10Y*
- —
4UBI.DE
- 1D
- -0.66%
- 1M
- 6.42%
- YTD
- 14.39%
- 6M
- 13.20%
- 1Y
- 23.80%
- 3Y*
- 16.69%
- 5Y*
- 12.60%
- 10Y*
- —
GACA.DE vs. 4UBI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GACA.DE Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) | 10.44% | 3.94% | 29.59% | 21.02% | -14.66% | 38.66% | 15.17% |
4UBI.DE UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc | 14.39% | -1.05% | 26.19% | 28.05% | -21.21% | 43.58% | 18.50% |
Correlation
The correlation between GACA.DE and 4UBI.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 7, 2020 | 0.93 |
The correlation between GACA.DE and 4UBI.DE has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
GACA.DE vs. 4UBI.DE — Risk / Return Rank
GACA.DE
4UBI.DE
GACA.DE vs. 4UBI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) and UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.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.
| GACA.DE | 4UBI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 1.17 | +1.15 |
| Martin ratioReturn relative to average drawdown | 8.09 | 2.16 | +5.92 |
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
| GACA.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 0.93 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.65 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.84 | +0.01 |
Drawdowns
GACA.DE vs. 4UBI.DE - Drawdown Comparison
The maximum GACA.DE drawdown since its inception was -33.50%, which is greater than 4UBI.DE's maximum drawdown of -24.63%. Use the drawdown chart below to compare losses from any high point for GACA.DE and 4UBI.DE.
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Drawdown Indicators
| GACA.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -24.63% | -8.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -20.21% | +11.26% |
Max Drawdown (3Y)Largest decline over 3 years | -23.68% | -24.63% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -24.63% | +0.95% |
Current DrawdownCurrent decline from peak | -0.33% | -2.14% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -5.08% | -7.53% | +2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 10.95% | -8.38% |
Volatility
GACA.DE vs. 4UBI.DE - Volatility Comparison
The current volatility for Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) is 3.46%, while UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) has a volatility of 3.91%. This indicates that GACA.DE experiences smaller price fluctuations and is considered to be less risky than 4UBI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GACA.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 3.91% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 8.82% | 9.67% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 25.41% | -12.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 19.14% | -3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 18.82% | -1.60% |
GACA.DE vs. 4UBI.DE - Expense Ratio Comparison
GACA.DE has a 0.14% expense ratio, which is lower than 4UBI.DE's 0.19% 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
GACA.DE vs. 4UBI.DE - Dividend Comparison
Neither GACA.DE nor 4UBI.DE has paid dividends to shareholders.
Frequently Asked Questions
GACA.DE and 4UBI.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GACA.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GACA.DE is cheaper with a 0.14% expense ratio, compared with 0.19% for 4UBI.DE.
GACA.DE tracks Goldman Sachs ActiveBeta US Large Cap Equity, while 4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Goldman Sachs and UBS. Their fees differ too: 0.14% for GACA.DE and 0.19% for 4UBI.DE.
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