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SLUS.DE vs. UBUR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLUS.DE vs. UBUR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLUS.DE vs. UBUR.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

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

SLUS.DE
SLUS.DE Risk / Return Rank: 6262
Overall Rank
SLUS.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SLUS.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
SLUS.DE Omega Ratio Rank: 6464
Omega Ratio Rank
SLUS.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
SLUS.DE Martin Ratio Rank: 6161
Martin Ratio Rank

UBUR.DE
UBUR.DE Risk / Return Rank: 77
Overall Rank
UBUR.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UBUR.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
UBUR.DE Omega Ratio Rank: 77
Omega Ratio Rank
UBUR.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
UBUR.DE Martin Ratio Rank: 66
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.

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.DEUBUR.DEDifference
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

SLUS.DE vs. UBUR.DE - Sharpe Ratio Comparison

The current SLUS.DE Sharpe Ratio is 2.07, which is higher than the UBUR.DE Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of SLUS.DE and UBUR.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


SLUS.DEUBUR.DEDifference

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.DEUBUR.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.43%

-11.30%

+10.87%

Average Drawdown

Average peak-to-trough decline

-4.84%

-7.34%

+2.50%

Ulcer Index

Depth 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.DEUBUR.DEDifference

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.


PositionTTM202520242023202220212020201920182017
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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