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SC0H.DE vs. 4UBI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0H.DE vs. 4UBI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI USA UCITS ETF (SC0H.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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Returns By Period

In the year-to-date period, SC0H.DE achieves a 11.30% return, which is significantly lower than 4UBI.DE's 14.39% return.


SC0H.DE

1D
-0.11%
1M
5.36%
YTD
11.30%
6M
11.28%
1Y
25.34%
3Y*
19.18%
5Y*
14.59%
10Y*
15.07%

4UBI.DE

1D
-0.66%
1M
8.11%
YTD
14.39%
6M
13.96%
1Y
23.75%
3Y*
16.69%
5Y*
12.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0H.DE vs. 4UBI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SC0H.DE
Invesco MSCI USA UCITS ETF
11.30%4.77%32.56%23.60%-15.55%38.99%18.48%
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 SC0H.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

0.94

The correlation between SC0H.DE and 4UBI.DE has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

SC0H.DE vs. 4UBI.DE — Risk / Return Rank

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

SC0H.DE
SC0H.DE Risk / Return Rank: 6767
Overall Rank
SC0H.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SC0H.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SC0H.DE Omega Ratio Rank: 6868
Omega Ratio Rank
SC0H.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
SC0H.DE Martin Ratio Rank: 6666
Martin Ratio Rank

4UBI.DE
4UBI.DE Risk / Return Rank: 2929
Overall Rank
4UBI.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
4UBI.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
4UBI.DE Omega Ratio Rank: 4646
Omega Ratio Rank
4UBI.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
4UBI.DE Martin Ratio Rank: 2020
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.

SC0H.DE vs. 4UBI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (SC0H.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.


SC0H.DE4UBI.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.40

1.29

+0.11

Calmar ratioReturn relative to maximum drawdown

3.45

1.17

+2.28

Martin ratioReturn relative to average drawdown

11.96

2.16

+9.80

SC0H.DE vs. 4UBI.DE - Sharpe Ratio Comparison

The current SC0H.DE Sharpe Ratio is 2.16, which is higher than the 4UBI.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SC0H.DE and 4UBI.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


SC0H.DE4UBI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

0.93

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.65

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.84

+0.14

Drawdowns

SC0H.DE vs. 4UBI.DE - Drawdown Comparison

The maximum SC0H.DE drawdown since its inception was -34.20%, 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 SC0H.DE and 4UBI.DE.


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Drawdown Indicators


SC0H.DE4UBI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

-24.63%

-9.57%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

-20.21%

+12.89%

Max Drawdown (3Y)

Largest decline over 3 years

-23.66%

-24.63%

+0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-24.63%

+0.97%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

Current Drawdown

Current decline from peak

-0.41%

-2.14%

+1.73%

Average Drawdown

Average peak-to-trough decline

-4.13%

-7.53%

+3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

10.95%

-8.84%

Volatility

SC0H.DE vs. 4UBI.DE - Volatility Comparison

The current volatility for Invesco MSCI USA UCITS ETF (SC0H.DE) is 2.68%, while UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) has a volatility of 3.91%. This indicates that SC0H.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


SC0H.DE4UBI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

3.91%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

9.67%

-2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

11.67%

25.41%

-13.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.41%

19.14%

-3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

18.82%

-2.59%

SC0H.DE vs. 4UBI.DE - Expense Ratio Comparison

SC0H.DE has a 0.05% 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

SC0H.DE vs. 4UBI.DE - Dividend Comparison

Neither SC0H.DE nor 4UBI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SC0H.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, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.19% for 4UBI.DE.

SC0H.DE tracks MSCI USA, while 4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.05% for SC0H.DE and 0.19% for 4UBI.DE.

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