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OUFE.DE vs. 4UBI.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OUFE.DE vs. 4UBI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.DE) and UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE). The values are adjusted to include any dividend payments, if applicable.

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OUFE.DE vs. 4UBI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
OUFE.DE
Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR)
0.00%-3.67%27.98%10.11%-13.01%42.53%17.86%
4UBI.DE
UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc
-4.55%-1.05%26.19%28.05%-21.21%43.58%18.50%

Returns By Period


OUFE.DE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
1.14%
1Y
3.64%
3Y*
10.23%
5Y*
7.22%
10Y*

4UBI.DE

1D
2.20%
1M
-3.56%
YTD
-4.55%
6M
-2.17%
1Y
4.24%
3Y*
11.97%
5Y*
9.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OUFE.DE vs. 4UBI.DE - Expense Ratio Comparison

OUFE.DE has a 0.45% expense ratio, which is higher than 4UBI.DE's 0.19% expense ratio.


Return for Risk

OUFE.DE vs. 4UBI.DE — Risk / Return Rank

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

OUFE.DE
OUFE.DE Risk / Return Rank: 1919
Overall Rank
OUFE.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
OUFE.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
OUFE.DE Omega Ratio Rank: 2323
Omega Ratio Rank
OUFE.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
OUFE.DE Martin Ratio Rank: 1818
Martin Ratio Rank

4UBI.DE
4UBI.DE Risk / Return Rank: 1616
Overall Rank
4UBI.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
4UBI.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
4UBI.DE Omega Ratio Rank: 1919
Omega Ratio Rank
4UBI.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
4UBI.DE Martin Ratio Rank: 1414
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.

OUFE.DE vs. 4UBI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.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.


OUFE.DE4UBI.DEDifference

Sharpe ratio

Return per unit of total volatility

0.31

0.15

+0.16

Sortino ratio

Return per unit of downside risk

0.50

0.44

+0.07

Omega ratio

Gain probability vs. loss probability

1.10

1.07

+0.02

Calmar ratio

Return relative to maximum drawdown

0.24

0.21

+0.03

Martin ratio

Return relative to average drawdown

1.06

0.42

+0.64

OUFE.DE vs. 4UBI.DE - Sharpe Ratio Comparison

The current OUFE.DE Sharpe Ratio is 0.31, which is higher than the 4UBI.DE Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of OUFE.DE and 4UBI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OUFE.DE4UBI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.15

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.47

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.67

-0.04

Correlation

The correlation between OUFE.DE and 4UBI.DE is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OUFE.DE vs. 4UBI.DE - Dividend Comparison

Neither OUFE.DE nor 4UBI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OUFE.DE vs. 4UBI.DE - Drawdown Comparison

The maximum OUFE.DE drawdown since its inception was -35.62%, 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 OUFE.DE and 4UBI.DE.


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Drawdown Indicators


OUFE.DE4UBI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.62%

-24.63%

-10.99%

Max Drawdown (1Y)

Largest decline over 1 year

-14.86%

-20.21%

+5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-23.45%

-24.63%

+1.18%

Current Drawdown

Current decline from peak

-6.91%

-18.34%

+11.43%

Average Drawdown

Average peak-to-trough decline

-6.40%

-7.48%

+1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

10.19%

-6.75%

Volatility

OUFE.DE vs. 4UBI.DE - Volatility Comparison

The current volatility for Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.DE) is 0.00%, while UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) has a volatility of 4.38%. This indicates that OUFE.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


OUFE.DE4UBI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

4.38%

-4.38%

Volatility (6M)

Calculated over the trailing 6-month period

4.05%

23.49%

-19.44%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

27.99%

-12.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.86%

19.08%

-4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

18.93%

-1.71%