SEAC.DE vs. UIQ4.DE
SEAC.DE (UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) Acc) and UIQ4.DE (UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc) are both exchange-traded funds - SEAC.DE is a Global Equities fund tracking the MSCI World SRI Low Carbon Select 5% Issuer Capped, while UIQ4.DE is a Derivative Income fund tracking the Euro Equity Defensive Put Write Index. Both are passively managed. At a 0.49 correlation, their price movements are largely independent. SEAC.DE charges 0.22%/yr vs 0.21%/yr for UIQ4.DE.
Performance
SEAC.DE vs. UIQ4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SEAC.DE achieves a 9.72% return, which is significantly higher than UIQ4.DE's 3.01% return.
SEAC.DE
- 1D
- 0.15%
- 1M
- 4.65%
- YTD
- 9.72%
- 6M
- 9.93%
- 1Y
- 17.77%
- 3Y*
- 14.37%
- 5Y*
- 10.67%
- 10Y*
- —
UIQ4.DE
- 1D
- 0.18%
- 1M
- 1.44%
- YTD
- 3.01%
- 6M
- 3.55%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SEAC.DE vs. UIQ4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SEAC.DE UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) Acc | 9.72% | 6.90% |
UIQ4.DE UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc | 3.01% | 6.38% |
Correlation
The correlation between SEAC.DE and UIQ4.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 11, 2025 | 0.49 |
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Return for Risk
SEAC.DE vs. UIQ4.DE — Risk / Return Rank
SEAC.DE
UIQ4.DE
SEAC.DE vs. UIQ4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) Acc (SEAC.DE) and UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.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.
| SEAC.DE | UIQ4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.24 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | — | — |
| Martin ratioReturn relative to average drawdown | 1.62 | — | — |
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
| SEAC.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 1.27 | -0.59 |
Drawdowns
SEAC.DE vs. UIQ4.DE - Drawdown Comparison
The maximum SEAC.DE drawdown since its inception was -32.50%, which is greater than UIQ4.DE's maximum drawdown of -3.90%. Use the drawdown chart below to compare losses from any high point for SEAC.DE and UIQ4.DE.
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Drawdown Indicators
| SEAC.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.50% | -3.90% | -28.60% |
Max Drawdown (1Y)Largest decline over 1 year | -19.82% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.60% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.64% | — | — |
Current DrawdownCurrent decline from peak | -5.73% | -0.25% | -5.48% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -0.87% | -5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.87% | — | — |
Volatility
SEAC.DE vs. UIQ4.DE - Volatility Comparison
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Volatility by Period
| SEAC.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 24.99% | 7.67% | +17.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.10% | 7.67% | +10.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 7.67% | +10.34% |
SEAC.DE vs. UIQ4.DE - Expense Ratio Comparison
SEAC.DE has a 0.22% expense ratio, which is higher than UIQ4.DE's 0.21% 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
SEAC.DE vs. UIQ4.DE - Dividend Comparison
Neither SEAC.DE nor UIQ4.DE has paid dividends to shareholders.
Frequently Asked Questions
SEAC.DE and UIQ4.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIQ4.DE is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIQ4.DE is cheaper with a 0.21% expense ratio, compared with 0.22% for SEAC.DE.
SEAC.DE is categorized as Global Equities, while UIQ4.DE is Derivative Income. SEAC.DE tracks MSCI World SRI Low Carbon Select 5% Issuer Capped, while UIQ4.DE tracks Euro Equity Defensive Put Write Index. Their fees differ too: 0.22% for SEAC.DE and 0.21% for UIQ4.DE.
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