OM3L.DE vs. 4UBI.DE
OM3L.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)) and 4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) are both Large Cap Blend Equities funds - OM3L.DE tracks the MSCI USA ESG Enhanced Focus while 4UBI.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, OM3L.DE returned 13.77%/yr vs 12.60%/yr for 4UBI.DE. Their correlation of 0.95 suggests significant overlap in exposure. OM3L.DE charges 0.07%/yr vs 0.19%/yr for 4UBI.DE.
Performance
OM3L.DE vs. 4UBI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3L.DE achieves a 10.41% return, which is significantly lower than 4UBI.DE's 14.39% return.
OM3L.DE
- 1D
- -0.11%
- 1M
- 4.57%
- YTD
- 10.41%
- 6M
- 9.75%
- 1Y
- 23.08%
- 3Y*
- 17.98%
- 5Y*
- 13.77%
- 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*
- —
OM3L.DE vs. 4UBI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 10.41% | 2.65% | 31.09% | 23.69% | -16.09% | 40.76% | 20.50% |
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 OM3L.DE and 4UBI.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 7, 2020 | 0.95 |
The correlation between OM3L.DE and 4UBI.DE has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.
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Return for Risk
OM3L.DE vs. 4UBI.DE — Risk / Return Rank
OM3L.DE
4UBI.DE
OM3L.DE vs. 4UBI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.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.
| OM3L.DE | 4UBI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 1.17 | +1.67 |
| Martin ratioReturn relative to average drawdown | 9.78 | 2.16 | +7.62 |
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
| OM3L.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 0.93 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.65 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.84 | +0.06 |
Drawdowns
OM3L.DE vs. 4UBI.DE - Drawdown Comparison
The maximum OM3L.DE drawdown since its inception was -33.35%, 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 OM3L.DE and 4UBI.DE.
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Drawdown Indicators
| OM3L.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.35% | -24.63% | -8.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.14% | -20.21% | +12.07% |
Max Drawdown (3Y)Largest decline over 3 years | -24.21% | -24.63% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -24.63% | +0.42% |
Current DrawdownCurrent decline from peak | -0.41% | -2.14% | +1.73% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -7.53% | +2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 10.95% | -8.58% |
Volatility
OM3L.DE vs. 4UBI.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.DE) is 2.71%, while UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) has a volatility of 3.91%. This indicates that OM3L.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
| OM3L.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 3.91% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 9.67% | -1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 25.41% | -13.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 19.14% | -3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 18.82% | -1.42% |
OM3L.DE vs. 4UBI.DE - Expense Ratio Comparison
OM3L.DE has a 0.07% 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
OM3L.DE vs. 4UBI.DE - Dividend Comparison
OM3L.DE's dividend yield for the trailing twelve months is around 0.81%, while 4UBI.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
4UBI.DE UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 0.81% | 0.89% | 0.99% | 2.46% | 2.99% | 2.12% | 2.86% | 2.21% |
Frequently Asked Questions
OM3L.DE and 4UBI.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OM3L.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3L.DE is cheaper with a 0.07% expense ratio, compared with 0.19% for 4UBI.DE.
OM3L.DE tracks MSCI USA ESG Enhanced Focus, while 4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: iShares and UBS. Their fees differ too: 0.07% for OM3L.DE and 0.19% for 4UBI.DE.
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