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QDVR.DE vs. UIMP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVR.DE vs. UIMP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) and UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE). The values are adjusted to include any dividend payments, if applicable.

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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 UIMP.DE slightly lower at 14.22%.


QDVR.DE

1D
0.06%
1M
6.37%
YTD
14.85%
6M
15.24%
1Y
22.43%
3Y*
14.58%
5Y*
12.24%
10Y*

UIMP.DE

1D
-0.69%
1M
8.03%
YTD
14.22%
6M
13.86%
1Y
23.38%
3Y*
16.45%
5Y*
12.35%
10Y*
14.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVR.DE vs. UIMP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVR.DE
iShares MSCI USA SRI UCITS ETF USD (Acc)
14.85%-0.76%20.30%20.26%-14.38%43.66%13.50%35.53%1.82%8.55%
UIMP.DE
UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis
14.22%-1.33%25.94%27.84%-21.40%43.23%10.69%33.09%0.05%7.29%

Correlation

The correlation between QDVR.DE and UIMP.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2016

0.98

The correlation between QDVR.DE and UIMP.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

QDVR.DE vs. UIMP.DE — Risk / Return Rank

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

QDVR.DE
QDVR.DE Risk / Return Rank: 5555
Overall Rank
QDVR.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
QDVR.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
QDVR.DE Omega Ratio Rank: 5151
Omega Ratio Rank
QDVR.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
QDVR.DE Martin Ratio Rank: 5959
Martin Ratio Rank

UIMP.DE
UIMP.DE Risk / Return Rank: 5151
Overall Rank
UIMP.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
UIMP.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
UIMP.DE Omega Ratio Rank: 5050
Omega Ratio Rank
UIMP.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
UIMP.DE Martin Ratio Rank: 4949
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.

QDVR.DE vs. UIMP.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 (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.


QDVR.DEUIMP.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.31

1.31

0.00

Calmar ratioReturn relative to maximum drawdown

3.09

2.47

+0.62

Martin ratioReturn relative to average drawdown

10.29

8.01

+2.28

QDVR.DE vs. UIMP.DE - Sharpe Ratio Comparison

The current QDVR.DE Sharpe Ratio is 1.76, which is comparable to the UIMP.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of QDVR.DE and UIMP.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QDVR.DEUIMP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.75

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.74

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.89

0.00

Drawdowns

QDVR.DE vs. UIMP.DE - Drawdown Comparison

The maximum QDVR.DE drawdown since its inception was -32.87%, roughly equal to the maximum UIMP.DE drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and UIMP.DE.


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Drawdown Indicators


QDVR.DEUIMP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.87%

-33.37%

+0.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.24%

-9.42%

+2.18%

Max Drawdown (3Y)

Largest decline over 3 years

-23.91%

-24.74%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-23.91%

-24.74%

+0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

0.00%

-0.69%

+0.69%

Average Drawdown

Average peak-to-trough decline

-4.41%

-5.22%

+0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.91%

-0.73%

Volatility

QDVR.DE vs. UIMP.DE - Volatility Comparison

The current volatility for iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) is 3.67%, while UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) has a volatility of 3.98%. This indicates that QDVR.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


QDVR.DEUIMP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

3.98%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.02%

9.52%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

12.69%

13.27%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

16.53%

-1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

16.82%

-0.48%

QDVR.DE vs. UIMP.DE - Expense Ratio Comparison

QDVR.DE has a 0.20% expense ratio, which is lower than UIMP.DE's 0.22% 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

QDVR.DE vs. UIMP.DE - Dividend Comparison

QDVR.DE has not paid dividends to shareholders, while UIMP.DE's dividend yield for the trailing twelve months is around 0.42%.


PositionTTM20252024202320222021202020192018201720162015
QDVR.DE
iShares MSCI USA SRI UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UIMP.DE
UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis
0.42%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


With a correlation of 0.96, QDVR.DE and UIMP.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, QDVR.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVR.DE is cheaper with a 0.20% expense ratio, compared with 0.22% for UIMP.DE.

QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while UIMP.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 0.22% for UIMP.DE.

Portfolio Optimizer

Find the right allocation for QDVR.DE and UIMP.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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