QDVR.DE vs. 4UBI.DE
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and 4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) are both Large Cap Blend Equities funds - QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while 4UBI.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, QDVR.DE returned 12.24%/yr vs 12.60%/yr for 4UBI.DE. With a 0.97 correlation, they move nearly in lockstep. QDVR.DE charges 0.20%/yr vs 0.19%/yr for 4UBI.DE.
Performance
QDVR.DE vs. 4UBI.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with QDVR.DE having a 14.85% return and 4UBI.DE slightly lower at 14.39%.
QDVR.DE
- 1D
- 0.06%
- 1M
- 6.37%
- YTD
- 14.85%
- 6M
- 15.24%
- 1Y
- 22.43%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
4UBI.DE
- 1D
- -0.66%
- 1M
- 8.11%
- YTD
- 14.39%
- 6M
- 13.96%
- 1Y
- 23.75%
- 3Y*
- 16.69%
- 5Y*
- 12.60%
- 10Y*
- —
QDVR.DE vs. 4UBI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -14.38% | 43.66% | 19.57% |
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 QDVR.DE and 4UBI.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since May 7, 2020 | 0.97 |
The correlation between QDVR.DE and 4UBI.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
QDVR.DE vs. 4UBI.DE — Risk / Return Rank
QDVR.DE
4UBI.DE
QDVR.DE vs. 4UBI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.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.
| QDVR.DE | 4UBI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 1.17 | +1.92 |
| Martin ratioReturn relative to average drawdown | 10.29 | 2.16 | +8.12 |
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
| QDVR.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 0.93 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.65 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.84 | +0.06 |
Drawdowns
QDVR.DE vs. 4UBI.DE - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.87%, 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 QDVR.DE and 4UBI.DE.
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Drawdown Indicators
| QDVR.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.87% | -24.63% | -8.24% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -20.21% | +12.97% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -24.63% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -24.63% | +0.72% |
Current DrawdownCurrent decline from peak | 0.00% | -2.14% | +2.14% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -7.53% | +3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 10.95% | -8.77% |
Volatility
QDVR.DE vs. 4UBI.DE - Volatility Comparison
The current volatility for iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) is 3.67%, while UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) has a volatility of 3.91%. This indicates that QDVR.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
| QDVR.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 3.91% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 9.67% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 25.41% | -12.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 19.14% | -3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 18.82% | -2.48% |
QDVR.DE vs. 4UBI.DE - Expense Ratio Comparison
QDVR.DE has a 0.20% expense ratio, which is higher than 4UBI.DE's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
QDVR.DE vs. 4UBI.DE - Dividend Comparison
Neither QDVR.DE nor 4UBI.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, QDVR.DE and 4UBI.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, 4UBI.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
4UBI.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for QDVR.DE.
QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, 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: 0.20% for QDVR.DE and 0.19% for 4UBI.DE.
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