SLUS.DE vs. USUE.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) and UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE).

SLUS.DE and USUE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SLUS.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Screened. It was launched on Oct 19, 2018. USUE.DE is a passively managed fund by UBS that tracks the performance of the MSCI USA Select Factor Mix. It was launched on Oct 16, 2018. Both SLUS.DE and USUE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SLUS.DE vs. USUE.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) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist)	-4.41%	4.97%	33.89%	26.23%	-17.11%	39.38%	4.56%
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc	1.31%	1.00%	25.07%	12.96%	-8.63%	35.62%	-1.09%

Returns By Period

In the year-to-date period, SLUS.DE achieves a -4.41% return, which is significantly lower than USUE.DE's 1.31% return.

SLUS.DE

• 1D: 2.05%
• 1M: -3.10%
• YTD: -4.41%
• 6M: -1.35%
• 1Y: 10.35%
• 3Y*: 16.76%
• 5Y*: 11.94%
• 10Y*: —

USUE.DE

• 1D: 1.29%
• 1M: -3.58%
• YTD: 1.31%
• 6M: 3.70%
• 1Y: 6.14%
• 3Y*: 13.05%
• 5Y*: 9.42%
• 10Y*: —

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

SLUS.DE vs. USUE.DE - Expense Ratio Comparison

SLUS.DE has a 0.07% expense ratio, which is lower than USUE.DE's 0.25% 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%.

USUE.DE

UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc

SLUS.DE

iShares MSCI USA ESG Screened UCITS ETF USD (Dist)

Return for Risk

SLUS.DE vs. USUE.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: 32
SLUS.DE Sharpe Ratio Rank: 28
SLUS.DE Sortino Ratio Rank: 27
SLUS.DE Omega Ratio Rank: 28
SLUS.DE Calmar Ratio Rank: 39
SLUS.DE Martin Ratio Rank: 36

USUE.DE

USUE.DE Risk / Return Rank: 23
USUE.DE Sharpe Ratio Rank: 21
USUE.DE Sortino Ratio Rank: 20
USUE.DE Omega Ratio Rank: 21
USUE.DE Calmar Ratio Rank: 25
USUE.DE Martin Ratio Rank: 29

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. USUE.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) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.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	USUE.DE	Difference
Sharpe ratio Return per unit of total volatility	0.57	0.38	+0.19
Sortino ratio Return per unit of downside risk	0.89	0.62	+0.26
Omega ratio Gain probability vs. loss probability	1.13	1.09	+0.04
Calmar ratio Return relative to maximum drawdown	1.21	0.71	+0.51
Martin ratio Return relative to average drawdown	3.91	2.85	+1.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SLUS.DE Sharpe Ratio is 0.57, which is higher than the USUE.DE Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of SLUS.DE and USUE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SLUS.DE	USUE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.57	0.38	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.64	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	0.55	+0.25

Correlation

The correlation between SLUS.DE and USUE.DE is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SLUS.DE vs. USUE.DE - Dividend Comparison

SLUS.DE's dividend yield for the trailing twelve months is around 0.72%, while USUE.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist)	0.72%	0.69%	0.84%	0.98%	1.26%	0.79%	1.06%	1.24%	0.20%
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SLUS.DE vs. USUE.DE - Drawdown Comparison

The maximum SLUS.DE drawdown since its inception was -33.71%, roughly equal to the maximum USUE.DE drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for SLUS.DE and USUE.DE.

Drawdown Indicators

	SLUS.DE	USUE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.71%	-35.36%	+1.65%
Max Drawdown (1Y) Largest decline over 1 year	-13.51%	-13.09%	-0.42%
Max Drawdown (5Y) Largest decline over 5 years	-24.45%	-20.79%	-3.66%
Current Drawdown Current decline from peak	-6.28%	-3.63%	-2.65%
Average Drawdown Average peak-to-trough decline	-4.93%	-5.67%	+0.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.63%	2.15%	+0.48%

Volatility

SLUS.DE vs. USUE.DE - Volatility Comparison

iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) has a higher volatility of 4.21% compared to UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) at 3.67%. This indicates that SLUS.DE's price experiences larger fluctuations and is considered to be riskier than USUE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SLUS.DE	USUE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	3.67%	+0.54%
Volatility (6M) Calculated over the trailing 6-month period	9.36%	8.51%	+0.85%
Volatility (1Y) Calculated over the trailing 1-year period	18.12%	16.09%	+2.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.00%	14.47%	+1.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.69%	17.49%	+0.20%