SLUS.DE vs. UIMP.DE
SLUS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) and UIMP.DE (UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - SLUS.DE tracks the MSCI USA ESG Screened while UIMP.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, SLUS.DE returned 13.96%/yr vs 11.85%/yr for UIMP.DE. Their correlation of 0.94 suggests significant overlap in exposure. SLUS.DE charges 0.07%/yr vs 0.22%/yr for UIMP.DE.
Performance
SLUS.DE vs. UIMP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SLUS.DE achieves a 10.21% return, which is significantly lower than UIMP.DE's 15.73% return.
SLUS.DE
- 1D
- -1.12%
- 1M
- 0.15%
- YTD
- 10.21%
- 6M
- 10.51%
- 1Y
- 24.86%
- 3Y*
- 19.81%
- 5Y*
- 13.96%
- 10Y*
- —
UIMP.DE
- 1D
- -0.18%
- 1M
- 3.59%
- YTD
- 15.73%
- 6M
- 16.07%
- 1Y
- 25.88%
- 3Y*
- 16.74%
- 5Y*
- 11.85%
- 10Y*
- 14.71%
SLUS.DE vs. UIMP.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) | 10.21% | 5.16% | 33.97% | 26.29% | -17.06% | 39.69% | 10.54% | 35.44% | -20.67% |
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis | 15.73% | -1.33% | 25.94% | 27.84% | -21.40% | 43.23% | 10.69% | 33.09% | -6.63% |
Correlation
The correlation between SLUS.DE and UIMP.DE is 0.90, 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 | 0.90 |
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 Oct 19, 2018 | 0.94 |
The correlation between SLUS.DE and UIMP.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
SLUS.DE vs. UIMP.DE — Risk / Return Rank
SLUS.DE
UIMP.DE
SLUS.DE vs. UIMP.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 (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SLUS.DE | UIMP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.33 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 2.73 | +0.19 |
| Martin ratioReturn relative to average drawdown | 10.09 | 8.82 | +1.27 |
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Drawdowns
SLUS.DE vs. UIMP.DE - Drawdown Comparison
The maximum SLUS.DE drawdown since its inception was -33.74%, roughly equal to the maximum UIMP.DE drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SLUS.DE and UIMP.DE.
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Drawdown Indicators
| SLUS.DE | UIMP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.74% | -33.37% | -0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -9.42% | +0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -24.47% | -24.74% | +0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -24.47% | -24.74% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -1.28% | -0.31% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -5.50% | -8.06% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.93% | -0.47% |
Volatility
SLUS.DE vs. UIMP.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) is 3.78%, while UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) has a volatility of 4.04%. This indicates that SLUS.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
| SLUS.DE | UIMP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 4.04% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 10.01% | -1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 13.63% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 16.59% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 16.87% | +1.36% |
SLUS.DE vs. UIMP.DE - Expense Ratio Comparison
SLUS.DE has a 0.07% 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
SLUS.DE vs. UIMP.DE - Dividend Comparison
SLUS.DE's dividend yield for the trailing twelve months is around 0.76%, more than UIMP.DE's 0.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 0.76% | 0.81% | 0.89% | 1.07% | 1.34% | 0.92% | 1.24% | 1.39% | 0.23% | 0.00% | 0.00% | 0.00% |
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis | 0.41% | 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
SLUS.DE and UIMP.DE have a correlation of 0.90, 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 0.22% for UIMP.DE.
SLUS.DE tracks MSCI USA ESG Screened, 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: 0.07% for SLUS.DE and 0.22% for UIMP.DE.
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