SLUS.DE vs. UBUR.DE
SLUS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) and UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - SLUS.DE tracks the MSCI USA ESG Screened while UBUR.DE tracks the MSCI USA Select Dynamic 50% Risk Weighted. Both are passively managed. Over the past 5 years, SLUS.DE returned 14.97%/yr vs 6.64%/yr for UBUR.DE. At a 0.41 correlation, their price movements are largely independent. SLUS.DE charges 0.07%/yr vs 0.18%/yr for UBUR.DE.
Performance
SLUS.DE vs. UBUR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SLUS.DE achieves a 11.22% return, which is significantly higher than UBUR.DE's 0.53% return.
SLUS.DE
- 1D
- 0.00%
- 1M
- 4.81%
- YTD
- 11.22%
- 6M
- 10.52%
- 1Y
- 25.87%
- 3Y*
- 19.85%
- 5Y*
- 14.97%
- 10Y*
- —
UBUR.DE
- 1D
- -0.14%
- 1M
- -0.65%
- YTD
- 0.53%
- 6M
- 0.77%
- 1Y
- -1.23%
- 3Y*
- 5.82%
- 5Y*
- 6.64%
- 10Y*
- —
SLUS.DE vs. UBUR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 11.22% | 4.97% | 33.89% | 26.23% | -17.11% | 39.38% | 10.48% | 35.11% | -7.65% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 0.53% | -5.64% | 20.63% | 2.15% | -0.28% | 33.09% | -5.58% | 30.74% | -1.27% |
Correlation
The correlation between SLUS.DE and UBUR.DE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.41 |
The correlation between SLUS.DE and UBUR.DE shifts across timeframes, from -0.07 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SLUS.DE vs. UBUR.DE — Risk / Return Rank
SLUS.DE
UBUR.DE
SLUS.DE vs. UBUR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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.
| SLUS.DE | UBUR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.28 | ||
| Sortino ratioReturn per unit of downside risk | +3.04 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.98 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | -0.28 | +3.34 |
| Martin ratioReturn relative to average drawdown | 10.67 | -0.64 | +11.31 |
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
| SLUS.DE | UBUR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | -0.20 | +2.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.70 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.81 | +0.11 |
Drawdowns
SLUS.DE vs. UBUR.DE - Drawdown Comparison
The maximum SLUS.DE drawdown since its inception was -33.71%, roughly equal to the maximum UBUR.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for SLUS.DE and UBUR.DE.
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Drawdown Indicators
| SLUS.DE | UBUR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.71% | -35.34% | +1.63% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -7.81% | -0.70% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -14.40% | -10.05% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -14.40% | -10.05% |
Current DrawdownCurrent decline from peak | -0.43% | -11.30% | +10.87% |
Average DrawdownAverage peak-to-trough decline | -4.84% | -7.34% | +2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 9.86% | -7.42% |
Volatility
SLUS.DE vs. UBUR.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) is 2.97%, while UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a volatility of 3.22%. This indicates that SLUS.DE experiences smaller price fluctuations and is considered to be less risky than UBUR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLUS.DE | UBUR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 3.22% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.38% | 7.37% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | 10.99% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 15.76% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 19.45% | -1.87% |
SLUS.DE vs. UBUR.DE - Expense Ratio Comparison
SLUS.DE has a 0.07% expense ratio, which is lower than UBUR.DE's 0.18% 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
SLUS.DE vs. UBUR.DE - Dividend Comparison
SLUS.DE's dividend yield for the trailing twelve months is around 0.62%, less than UBUR.DE's 1.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 0.62% | 0.69% | 0.84% | 0.98% | 1.26% | 0.79% | 1.06% | 1.24% | 0.20% | 0.00% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 1.60% | 1.87% | 1.44% | 1.39% | 1.28% | 0.93% | 1.62% | 1.40% | 1.37% | 0.68% |
Frequently Asked Questions
SLUS.DE and UBUR.DE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SLUS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SLUS.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for UBUR.DE.
SLUS.DE tracks MSCI USA ESG Screened, while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. They also come from different issuers: iShares and UBS. Their fees differ too: 0.07% for SLUS.DE and 0.18% for UBUR.DE.
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